CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 706.6 696.9 -9.7 -1.4% 688.8
High 712.5 708.4 -4.1 -0.6% 732.6
Low 691.5 685.7 -5.8 -0.8% 675.9
Close 696.8 706.3 9.5 1.4% 731.9
Range 21.0 22.7 1.7 8.1% 56.7
ATR 23.3 23.3 0.0 -0.2% 0.0
Volume 303,723 258,881 -44,842 -14.8% 1,412,779
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 768.2 760.0 718.8
R3 745.5 737.3 712.5
R2 722.8 722.8 710.5
R1 714.6 714.6 708.4 718.7
PP 700.1 700.1 700.1 702.2
S1 691.9 691.9 704.2 696.0
S2 677.4 677.4 702.1
S3 654.7 669.2 700.1
S4 632.0 646.5 693.8
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
5 733.8 685.7 48.1 6.8% 20.2 2.9% 43% False True 278,177
10 733.8 675.9 57.9 8.2% 22.9 3.2% 53% False False 272,888
20 733.8 637.5 96.3 13.6% 24.6 3.5% 71% False False 315,786
40 804.7 637.5 167.2 23.7% 22.4 3.2% 41% False False 258,207
60 804.7 637.5 167.2 23.7% 20.6 2.9% 41% False False 172,656
80 845.3 637.5 207.8 29.4% 20.3 2.9% 33% False False 129,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 804.9
2.618 767.8
1.618 745.1
1.000 731.1
0.618 722.4
HIGH 708.4
0.618 699.7
0.500 697.1
0.382 694.4
LOW 685.7
0.618 671.7
1.000 663.0
1.618 649.0
2.618 626.3
4.250 589.2
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 703.2 705.5
PP 700.1 704.8
S1 697.1 704.0

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

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