CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 675.4 671.5 -3.9 -0.6% 708.0
High 685.8 696.1 10.3 1.5% 717.4
Low 637.5 648.4 10.9 1.7% 667.2
Close 671.5 694.6 23.1 3.4% 674.5
Range 48.3 47.7 -0.6 -1.2% 50.2
ATR 22.5 24.3 1.8 8.0% 0.0
Volume 373,517 488,960 115,443 30.9% 1,498,731
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 822.8 806.4 720.8
R3 775.1 758.7 707.7
R2 727.4 727.4 703.3
R1 711.0 711.0 699.0 719.2
PP 679.7 679.7 679.7 683.8
S1 663.3 663.3 690.2 671.5
S2 632.0 632.0 685.9
S3 584.3 615.6 681.5
S4 536.6 567.9 668.4
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
5 712.1 637.5 74.6 10.7% 33.6 4.8% 77% False False 375,616
10 729.0 637.5 91.5 13.2% 26.8 3.9% 62% False False 348,180
20 804.7 637.5 167.2 24.1% 23.2 3.3% 34% False False 262,784
40 804.7 637.5 167.2 24.1% 21.1 3.0% 34% False False 179,155
60 838.5 637.5 201.0 28.9% 20.1 2.9% 28% False False 119,515
80 863.7 637.5 226.2 32.6% 19.0 2.7% 25% False False 89,661
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 8.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 898.8
2.618 821.0
1.618 773.3
1.000 743.8
0.618 725.6
HIGH 696.1
0.618 677.9
0.500 672.3
0.382 666.6
LOW 648.4
0.618 618.9
1.000 600.7
1.618 571.2
2.618 523.5
4.250 445.7
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 687.2 685.3
PP 679.7 676.1
S1 672.3 666.8

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

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