CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 730.2 722.0 -8.2 -1.1% 688.8
High 733.8 722.3 -11.5 -1.6% 732.6
Low 720.5 701.7 -18.8 -2.6% 675.9
Close 721.6 706.8 -14.8 -2.1% 731.9
Range 13.3 20.6 7.3 54.9% 56.7
ATR 23.7 23.5 -0.2 -0.9% 0.0
Volume 272,774 195,076 -77,698 -28.5% 1,412,779
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 772.1 760.0 718.1
R3 751.5 739.4 712.5
R2 730.9 730.9 710.6
R1 718.8 718.8 708.7 714.6
PP 710.3 710.3 710.3 708.1
S1 698.2 698.2 704.9 694.0
S2 689.7 689.7 703.0
S3 669.1 677.6 701.1
S4 648.5 657.0 695.5
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 7.3% 24.1 3.4% 47% False False 270,696
10 733.8 648.4 85.4 12.1% 25.2 3.6% 68% False False 311,675
20 739.0 637.5 101.5 14.4% 25.4 3.6% 68% False False 320,294
40 804.7 637.5 167.2 23.7% 21.9 3.1% 41% False False 244,677
60 804.7 637.5 167.2 23.7% 20.5 2.9% 41% False False 163,285
80 855.2 637.5 217.7 30.8% 20.1 2.8% 32% False False 122,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 809.9
2.618 776.2
1.618 755.6
1.000 742.9
0.618 735.0
HIGH 722.3
0.618 714.4
0.500 712.0
0.382 709.6
LOW 701.7
0.618 689.0
1.000 681.1
1.618 668.4
2.618 647.8
4.250 614.2
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 712.0 717.8
PP 710.3 714.1
S1 708.5 710.5

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

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