CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 727.2 706.1 -21.1 -2.9% 774.0
High 739.0 716.2 -22.8 -3.1% 775.7
Low 703.8 692.0 -11.8 -1.7% 722.1
Close 706.1 712.8 6.7 0.9% 727.2
Range 35.2 24.2 -11.0 -31.3% 53.6
ATR 19.7 20.0 0.3 1.7% 0.0
Volume 296,295 356,477 60,182 20.3% 685,072
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 779.6 770.4 726.1
R3 755.4 746.2 719.5
R2 731.2 731.2 717.2
R1 722.0 722.0 715.0 726.6
PP 707.0 707.0 707.0 709.3
S1 697.8 697.8 710.6 702.4
S2 682.8 682.8 708.4
S3 658.6 673.6 706.1
S4 634.4 649.4 699.5
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 902.5 868.4 756.7
R3 848.9 814.8 741.9
R2 795.3 795.3 737.0
R1 761.2 761.2 732.1 751.5
PP 741.7 741.7 741.7 736.8
S1 707.6 707.6 722.3 697.9
S2 688.1 688.1 717.4
S3 634.5 654.0 712.5
S4 580.9 600.4 697.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 762.9 692.0 70.9 9.9% 24.9 3.5% 29% False True 281,302
10 804.7 692.0 112.7 15.8% 21.1 3.0% 18% False True 194,718
20 804.7 692.0 112.7 15.8% 20.2 2.8% 18% False True 200,627
40 804.7 692.0 112.7 15.8% 18.6 2.6% 18% False True 101,091
60 845.3 692.0 153.3 21.5% 18.8 2.6% 14% False True 67,442
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 819.1
2.618 779.6
1.618 755.4
1.000 740.4
0.618 731.2
HIGH 716.2
0.618 707.0
0.500 704.1
0.382 701.2
LOW 692.0
0.618 677.0
1.000 667.8
1.618 652.8
2.618 628.6
4.250 589.2
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 709.9 715.5
PP 707.0 714.6
S1 704.1 713.7

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These figures are updated between 7pm and 10pm EST after a trading day.

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