CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 688.8 704.0 15.2 2.2% 675.4
High 704.8 709.9 5.1 0.7% 706.2
Low 675.9 695.4 19.5 2.9% 637.5
Close 703.8 706.7 2.9 0.4% 688.8
Range 28.9 14.5 -14.4 -49.8% 68.7
ATR 24.2 23.5 -0.7 -2.9% 0.0
Volume 276,450 250,699 -25,751 -9.3% 1,609,645
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 747.5 741.6 714.7
R3 733.0 727.1 710.7
R2 718.5 718.5 709.4
R1 712.6 712.6 708.0 715.6
PP 704.0 704.0 704.0 705.5
S1 698.1 698.1 705.4 701.1
S2 689.5 689.5 704.0
S3 675.0 683.6 702.7
S4 660.5 669.1 698.7
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 883.6 854.9 726.6
R3 814.9 786.2 707.7
R2 746.2 746.2 701.4
R1 717.5 717.5 695.1 731.9
PP 677.5 677.5 677.5 684.7
S1 648.8 648.8 682.5 663.2
S2 608.8 608.8 676.2
S3 540.1 580.1 669.9
S4 471.4 511.4 651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.9 648.4 61.5 8.7% 26.4 3.7% 95% True False 352,655
10 713.7 637.5 76.2 10.8% 27.1 3.8% 91% False False 335,354
20 775.7 637.5 138.2 19.6% 24.3 3.4% 50% False False 302,977
40 804.7 637.5 167.2 23.7% 21.0 3.0% 41% False False 210,963
60 813.7 637.5 176.2 24.9% 20.3 2.9% 39% False False 140,749
80 863.7 637.5 226.2 32.0% 19.5 2.8% 31% False False 105,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.1
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 771.5
2.618 747.9
1.618 733.4
1.000 724.4
0.618 718.9
HIGH 709.9
0.618 704.4
0.500 702.7
0.382 700.9
LOW 695.4
0.618 686.4
1.000 680.9
1.618 671.9
2.618 657.4
4.250 633.8
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 705.4 702.1
PP 704.0 697.5
S1 702.7 692.9

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

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