CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 722.0 706.6 -15.4 -2.1% 688.8
High 722.3 712.5 -9.8 -1.4% 732.6
Low 701.7 691.5 -10.2 -1.5% 675.9
Close 706.8 696.8 -10.0 -1.4% 731.9
Range 20.6 21.0 0.4 1.9% 56.7
ATR 23.5 23.3 -0.2 -0.8% 0.0
Volume 195,076 303,723 108,647 55.7% 1,412,779
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 763.3 751.0 708.4
R3 742.3 730.0 702.6
R2 721.3 721.3 700.7
R1 709.0 709.0 698.7 704.7
PP 700.3 700.3 700.3 698.1
S1 688.0 688.0 694.9 683.7
S2 679.3 679.3 693.0
S3 658.3 667.0 691.0
S4 637.3 646.0 685.3
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 7.4% 23.0 3.3% 28% False False 292,378
10 733.8 675.9 57.9 8.3% 22.6 3.2% 36% False False 293,152
20 733.8 637.5 96.3 13.8% 24.7 3.5% 62% False False 320,666
40 804.7 637.5 167.2 24.0% 22.1 3.2% 35% False False 252,023
60 804.7 637.5 167.2 24.0% 20.6 3.0% 35% False False 168,343
80 853.8 637.5 216.3 31.0% 20.2 2.9% 27% False False 126,294
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 6.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 801.8
2.618 767.5
1.618 746.5
1.000 733.5
0.618 725.5
HIGH 712.5
0.618 704.5
0.500 702.0
0.382 699.5
LOW 691.5
0.618 678.5
1.000 670.5
1.618 657.5
2.618 636.5
4.250 602.3
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 702.0 712.7
PP 700.3 707.4
S1 698.5 702.1

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

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