CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 713.2 697.4 -15.8 -2.2% 727.8
High 713.7 712.1 -1.6 -0.2% 739.0
Low 695.5 692.0 -3.5 -0.5% 692.0
Close 701.3 700.8 -0.5 -0.1% 708.1
Range 18.2 20.1 1.9 10.4% 47.0
ATR 19.6 19.7 0.0 0.2% 0.0
Volume 201,142 290,173 89,031 44.3% 1,738,950
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 761.9 751.5 711.9
R3 741.8 731.4 706.3
R2 721.7 721.7 704.5
R1 711.3 711.3 702.6 716.5
PP 701.6 701.6 701.6 704.3
S1 691.2 691.2 699.0 696.4
S2 681.5 681.5 697.1
S3 661.4 671.1 695.3
S4 641.3 651.0 689.7
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% 19.1 2.7% 24% False True 307,483
10 762.9 692.0 70.9 10.1% 22.0 3.1% 12% False True 294,392
20 804.7 692.0 112.7 16.1% 19.4 2.8% 8% False True 245,788
40 804.7 692.0 112.7 16.1% 18.4 2.6% 8% False True 139,495
60 838.5 692.0 146.5 20.9% 18.8 2.7% 6% False True 93,058
80 863.7 692.0 171.7 24.5% 17.5 2.5% 5% False True 69,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 797.5
2.618 764.7
1.618 744.6
1.000 732.2
0.618 724.5
HIGH 712.1
0.618 704.4
0.500 702.1
0.382 699.7
LOW 692.0
0.618 679.6
1.000 671.9
1.618 659.5
2.618 639.4
4.250 606.6
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 702.1 704.7
PP 701.6 703.4
S1 701.2 702.1

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

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