CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 710.9 730.2 19.3 2.7% 688.8
High 732.6 733.8 1.2 0.2% 732.6
Low 709.4 720.5 11.1 1.6% 675.9
Close 731.9 721.6 -10.3 -1.4% 731.9
Range 23.2 13.3 -9.9 -42.7% 56.7
ATR 24.5 23.7 -0.8 -3.3% 0.0
Volume 360,433 272,774 -87,659 -24.3% 1,412,779
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 765.2 756.7 728.9
R3 751.9 743.4 725.3
R2 738.6 738.6 724.0
R1 730.1 730.1 722.8 727.7
PP 725.3 725.3 725.3 724.1
S1 716.8 716.8 720.4 714.4
S2 712.0 712.0 719.2
S3 698.7 703.5 717.9
S4 685.4 690.2 714.3
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 883.6 864.4 763.1
R3 826.9 807.7 747.5
R2 770.2 770.2 742.3
R1 751.0 751.0 737.1 760.6
PP 713.5 713.5 713.5 718.3
S1 694.3 694.3 726.7 703.9
S2 656.8 656.8 721.5
S3 600.1 637.6 716.3
S4 543.4 580.9 700.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.8 682.5 51.3 7.1% 22.9 3.2% 76% True False 281,820
10 733.8 637.5 96.3 13.3% 28.0 3.9% 87% True False 329,519
20 739.0 637.5 101.5 14.1% 25.3 3.5% 83% False False 326,643
40 804.7 637.5 167.2 23.2% 22.0 3.0% 50% False False 239,856
60 804.7 637.5 167.2 23.2% 20.6 2.9% 50% False False 160,038
80 863.7 637.5 226.2 31.3% 20.1 2.8% 37% False False 120,060
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 9.5
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 790.3
2.618 768.6
1.618 755.3
1.000 747.1
0.618 742.0
HIGH 733.8
0.618 728.7
0.500 727.2
0.382 725.6
LOW 720.5
0.618 712.3
1.000 707.2
1.618 699.0
2.618 685.7
4.250 664.0
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 727.2 717.1
PP 725.3 712.6
S1 723.5 708.2

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

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