CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 700.7 683.5 -17.2 -2.5% 708.0
High 707.5 692.9 -14.6 -2.1% 717.4
Low 681.1 667.2 -13.9 -2.0% 667.2
Close 684.0 674.5 -9.5 -1.4% 674.5
Range 26.4 25.7 -0.7 -2.7% 50.2
ATR 20.2 20.6 0.4 2.0% 0.0
Volume 348,076 377,356 29,280 8.4% 1,498,731
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 755.3 740.6 688.6
R3 729.6 714.9 681.6
R2 703.9 703.9 679.2
R1 689.2 689.2 676.9 683.7
PP 678.2 678.2 678.2 675.5
S1 663.5 663.5 672.1 658.0
S2 652.5 652.5 669.8
S3 626.8 637.8 667.4
S4 601.1 612.1 660.4
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 837.0 805.9 702.1
R3 786.8 755.7 688.3
R2 736.6 736.6 683.7
R1 705.5 705.5 679.1 696.0
PP 686.4 686.4 686.4 681.6
S1 655.3 655.3 669.9 645.8
S2 636.2 636.2 665.3
S3 586.0 605.1 660.7
S4 535.8 554.9 646.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717.4 667.2 50.2 7.4% 21.1 3.1% 15% False True 299,746
10 739.0 667.2 71.8 10.6% 22.5 3.3% 10% False True 323,768
20 804.7 667.2 137.5 20.4% 20.5 3.0% 5% False True 247,135
40 804.7 667.2 137.5 20.4% 18.8 2.8% 5% False True 157,620
60 838.5 667.2 171.3 25.4% 19.1 2.8% 4% False True 105,146
80 863.7 667.2 196.5 29.1% 18.0 2.7% 4% False True 78,882
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 6.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 802.1
2.618 760.2
1.618 734.5
1.000 718.6
0.618 708.8
HIGH 692.9
0.618 683.1
0.500 680.1
0.382 677.0
LOW 667.2
0.618 651.3
1.000 641.5
1.618 625.6
2.618 599.9
4.250 558.0
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 680.1 689.7
PP 678.2 684.6
S1 676.4 679.6

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

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