CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 706.4 691.5 -14.9 -2.1% 675.4
High 718.0 719.5 1.5 0.2% 706.2
Low 691.6 682.5 -9.1 -1.3% 637.5
Close 692.0 715.0 23.0 3.3% 688.8
Range 26.4 37.0 10.6 40.2% 68.7
ATR 23.7 24.6 1.0 4.0% 0.0
Volume 195,311 329,886 134,575 68.9% 1,609,645
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 816.7 802.8 735.4
R3 779.7 765.8 725.2
R2 742.7 742.7 721.8
R1 728.8 728.8 718.4 735.8
PP 705.7 705.7 705.7 709.1
S1 691.8 691.8 711.6 698.8
S2 668.7 668.7 708.2
S3 631.7 654.8 704.8
S4 594.7 617.8 694.7
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
5 719.5 675.9 43.6 6.1% 25.6 3.6% 90% True False 267,599
10 719.5 637.5 82.0 11.5% 29.6 4.1% 95% True False 338,742
20 762.9 637.5 125.4 17.5% 25.8 3.6% 62% False False 316,567
40 804.7 637.5 167.2 23.4% 21.8 3.0% 46% False False 224,065
60 812.6 637.5 175.1 24.5% 20.8 2.9% 44% False False 149,493
80 863.7 637.5 226.2 31.6% 19.9 2.8% 34% False False 112,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 876.8
2.618 816.4
1.618 779.4
1.000 756.5
0.618 742.4
HIGH 719.5
0.618 705.4
0.500 701.0
0.382 696.6
LOW 682.5
0.618 659.6
1.000 645.5
1.618 622.6
2.618 585.6
4.250 525.3
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 710.3 710.3
PP 705.7 705.7
S1 701.0 701.0

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

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