CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 696.9 706.3 9.4 1.3% 730.2
High 708.4 709.7 1.3 0.2% 733.8
Low 685.7 692.9 7.2 1.1% 685.7
Close 706.3 698.9 -7.4 -1.0% 698.9
Range 22.7 16.8 -5.9 -26.0% 48.1
ATR 23.3 22.8 -0.5 -2.0% 0.0
Volume 258,881 312,877 53,996 20.9% 1,343,331
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 750.9 741.7 708.1
R3 734.1 724.9 703.5
R2 717.3 717.3 702.0
R1 708.1 708.1 700.4 704.3
PP 700.5 700.5 700.5 698.6
S1 691.3 691.3 697.4 687.5
S2 683.7 683.7 695.8
S3 666.9 674.5 694.3
S4 650.1 657.7 689.7
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 850.4 822.8 725.4
R3 802.3 774.7 712.1
R2 754.2 754.2 707.7
R1 726.6 726.6 703.3 716.4
PP 706.1 706.1 706.1 701.0
S1 678.5 678.5 694.5 668.3
S2 658.0 658.0 690.1
S3 609.9 630.4 685.7
S4 561.8 582.3 672.4
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 6.9% 18.9 2.7% 27% False False 268,666
10 733.8 675.9 57.9 8.3% 22.4 3.2% 40% False False 275,611
20 733.8 637.5 96.3 13.8% 24.2 3.5% 64% False False 312,023
40 804.7 637.5 167.2 23.9% 21.9 3.1% 37% False False 265,716
60 804.7 637.5 167.2 23.9% 20.4 2.9% 37% False False 177,868
80 843.3 637.5 205.8 29.4% 20.3 2.9% 30% False False 133,438
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 6.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 781.1
2.618 753.7
1.618 736.9
1.000 726.5
0.618 720.1
HIGH 709.7
0.618 703.3
0.500 701.3
0.382 699.3
LOW 692.9
0.618 682.5
1.000 676.1
1.618 665.7
2.618 648.9
4.250 621.5
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 701.3 699.1
PP 700.5 699.0
S1 699.7 699.0

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

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