CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 708.0 713.2 5.2 0.7% 727.8
High 717.4 713.7 -3.7 -0.5% 739.0
Low 702.3 695.5 -6.8 -1.0% 692.0
Close 712.7 701.3 -11.4 -1.6% 708.1
Range 15.1 18.2 3.1 20.5% 47.0
ATR 19.8 19.6 -0.1 -0.6% 0.0
Volume 281,984 201,142 -80,842 -28.7% 1,738,950
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 758.1 747.9 711.3
R3 739.9 729.7 706.3
R2 721.7 721.7 704.6
R1 711.5 711.5 703.0 707.5
PP 703.5 703.5 703.5 701.5
S1 693.3 693.3 699.6 689.3
S2 685.3 685.3 698.0
S3 667.1 675.1 696.3
S4 648.9 656.9 691.3
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
5 729.0 692.0 37.0 5.3% 19.9 2.8% 25% False False 320,744
10 771.9 692.0 79.9 11.4% 22.0 3.1% 12% False False 276,812
20 804.7 692.0 112.7 16.1% 19.1 2.7% 8% False False 244,236
40 804.7 692.0 112.7 16.1% 18.5 2.6% 8% False False 132,250
60 838.5 692.0 146.5 20.9% 18.9 2.7% 6% False False 88,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 791.1
2.618 761.3
1.618 743.1
1.000 731.9
0.618 724.9
HIGH 713.7
0.618 706.7
0.500 704.6
0.382 702.5
LOW 695.5
0.618 684.3
1.000 677.3
1.618 666.1
2.618 647.9
4.250 618.2
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 704.6 708.8
PP 703.5 706.3
S1 702.4 703.8

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

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