CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 706.3 698.9 -7.4 -1.0% 730.2
High 709.7 705.1 -4.6 -0.6% 733.8
Low 692.9 690.0 -2.9 -0.4% 685.7
Close 698.9 699.3 0.4 0.1% 698.9
Range 16.8 15.1 -1.7 -10.1% 48.1
ATR 22.8 22.3 -0.6 -2.4% 0.0
Volume 312,877 226,250 -86,627 -27.7% 1,343,331
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 743.4 736.5 707.6
R3 728.3 721.4 703.5
R2 713.2 713.2 702.1
R1 706.3 706.3 700.7 709.8
PP 698.1 698.1 698.1 699.9
S1 691.2 691.2 697.9 694.7
S2 683.0 683.0 696.5
S3 667.9 676.1 695.1
S4 652.8 661.0 691.0
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
5 722.3 685.7 36.6 5.2% 19.2 2.8% 37% False False 259,361
10 733.8 682.5 51.3 7.3% 21.1 3.0% 33% False False 270,591
20 733.8 637.5 96.3 13.8% 24.1 3.4% 64% False False 304,536
40 804.7 637.5 167.2 23.9% 21.6 3.1% 37% False False 270,770
60 804.7 637.5 167.2 23.9% 20.4 2.9% 37% False False 181,636
80 838.5 637.5 201.0 28.7% 20.3 2.9% 31% False False 136,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 769.3
2.618 744.6
1.618 729.5
1.000 720.2
0.618 714.4
HIGH 705.1
0.618 699.3
0.500 697.6
0.382 695.8
LOW 690.0
0.618 680.7
1.000 674.9
1.618 665.6
2.618 650.5
4.250 625.8
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 698.7 698.8
PP 698.1 698.2
S1 697.6 697.7

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

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