CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 683.5 675.4 -8.1 -1.2% 708.0
High 692.9 685.8 -7.1 -1.0% 717.4
Low 667.2 637.5 -29.7 -4.5% 667.2
Close 674.5 671.5 -3.0 -0.4% 674.5
Range 25.7 48.3 22.6 87.9% 50.2
ATR 20.6 22.5 2.0 9.6% 0.0
Volume 377,356 373,517 -3,839 -1.0% 1,498,731
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 809.8 789.0 698.1
R3 761.5 740.7 684.8
R2 713.2 713.2 680.4
R1 692.4 692.4 675.9 678.7
PP 664.9 664.9 664.9 658.1
S1 644.1 644.1 667.1 630.4
S2 616.6 616.6 662.6
S3 568.3 595.8 658.2
S4 520.0 547.5 644.9
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
5 713.7 637.5 76.2 11.3% 27.7 4.1% 45% False True 318,052
10 739.0 637.5 101.5 15.1% 25.5 3.8% 33% False True 328,913
20 804.7 637.5 167.2 24.9% 21.8 3.2% 20% False True 251,359
40 804.7 637.5 167.2 24.9% 20.0 3.0% 20% False True 166,949
60 838.5 637.5 201.0 29.9% 19.6 2.9% 17% False True 111,366
80 863.7 637.5 226.2 33.7% 18.5 2.8% 15% False True 83,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.0
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 891.1
2.618 812.2
1.618 763.9
1.000 734.1
0.618 715.6
HIGH 685.8
0.618 667.3
0.500 661.7
0.382 656.0
LOW 637.5
0.618 607.7
1.000 589.2
1.618 559.4
2.618 511.1
4.250 432.2
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 668.2 672.5
PP 664.9 672.2
S1 661.7 671.8

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

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