CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 704.0 706.4 2.4 0.3% 675.4
High 709.9 718.0 8.1 1.1% 706.2
Low 695.4 691.6 -3.8 -0.5% 637.5
Close 706.7 692.0 -14.7 -2.1% 688.8
Range 14.5 26.4 11.9 82.1% 68.7
ATR 23.5 23.7 0.2 0.9% 0.0
Volume 250,699 195,311 -55,388 -22.1% 1,609,645
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 779.7 762.3 706.5
R3 753.3 735.9 699.3
R2 726.9 726.9 696.8
R1 709.5 709.5 694.4 705.0
PP 700.5 700.5 700.5 698.3
S1 683.1 683.1 689.6 678.6
S2 674.1 674.1 687.2
S3 647.7 656.7 684.7
S4 621.3 630.3 677.5
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
5 718.0 675.9 42.1 6.1% 22.1 3.2% 38% True False 293,925
10 718.0 637.5 80.5 11.6% 27.9 4.0% 68% True False 334,771
20 771.9 637.5 134.4 19.4% 24.9 3.6% 41% False False 305,791
40 804.7 637.5 167.2 24.2% 21.2 3.1% 33% False False 215,837
60 812.6 637.5 175.1 25.3% 20.4 3.0% 31% False False 143,999
80 863.7 637.5 226.2 32.7% 19.6 2.8% 24% False False 108,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 830.2
2.618 787.1
1.618 760.7
1.000 744.4
0.618 734.3
HIGH 718.0
0.618 707.9
0.500 704.8
0.382 701.7
LOW 691.6
0.618 675.3
1.000 665.2
1.618 648.9
2.618 622.5
4.250 579.4
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 704.8 697.0
PP 700.5 695.3
S1 696.3 693.7

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

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