CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 721.0 708.0 -13.0 -1.8% 727.8
High 722.0 717.4 -4.6 -0.6% 739.0
Low 704.6 702.3 -2.3 -0.3% 692.0
Close 708.1 712.7 4.6 0.6% 708.1
Range 17.4 15.1 -2.3 -13.2% 47.0
ATR 20.1 19.8 -0.4 -1.8% 0.0
Volume 375,992 281,984 -94,008 -25.0% 1,738,950
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 756.1 749.5 721.0
R3 741.0 734.4 716.9
R2 725.9 725.9 715.5
R1 719.3 719.3 714.1 722.6
PP 710.8 710.8 710.8 712.5
S1 704.2 704.2 711.3 707.5
S2 695.7 695.7 709.9
S3 680.6 689.1 708.5
S4 665.5 674.0 704.4
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 854.0 828.1 734.0
R3 807.0 781.1 721.0
R2 760.0 760.0 716.7
R1 734.1 734.1 712.4 723.6
PP 713.0 713.0 713.0 707.8
S1 687.1 687.1 703.8 676.6
S2 666.0 666.0 699.5
S3 619.0 640.1 695.2
S4 572.0 593.1 682.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.0 692.0 47.0 6.6% 23.3 3.3% 44% False False 339,774
10 775.7 692.0 83.7 11.7% 21.5 3.0% 25% False False 270,600
20 804.7 692.0 112.7 15.8% 19.2 2.7% 18% False False 248,711
40 804.7 692.0 112.7 15.8% 18.5 2.6% 18% False False 127,231
60 838.5 692.0 146.5 20.6% 19.1 2.7% 14% False False 84,874
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 781.6
2.618 756.9
1.618 741.8
1.000 732.5
0.618 726.7
HIGH 717.4
0.618 711.6
0.500 709.9
0.382 708.1
LOW 702.3
0.618 693.0
1.000 687.2
1.618 677.9
2.618 662.8
4.250 638.1
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 711.8 715.7
PP 710.8 714.7
S1 709.9 713.7

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

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