CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 705.0 701.3 -3.7 -0.5% 698.9
High 708.3 714.1 5.8 0.8% 725.4
Low 694.1 698.8 4.7 0.7% 690.0
Close 701.3 706.4 5.1 0.7% 701.3
Range 14.2 15.3 1.1 7.7% 35.4
ATR 21.1 20.6 -0.4 -2.0% 0.0
Volume 242,822 196,908 -45,914 -18.9% 1,186,660
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 752.3 744.7 714.8
R3 737.0 729.4 710.6
R2 721.7 721.7 709.2
R1 714.1 714.1 707.8 717.9
PP 706.4 706.4 706.4 708.4
S1 698.8 698.8 705.0 702.6
S2 691.1 691.1 703.6
S3 675.8 683.5 702.2
S4 660.5 668.2 698.0
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 811.8 791.9 720.8
R3 776.4 756.5 711.0
R2 741.0 741.0 707.8
R1 721.1 721.1 704.5 731.1
PP 705.6 705.6 705.6 710.5
S1 685.7 685.7 698.1 695.7
S2 670.2 670.2 694.8
S3 634.8 650.3 691.6
S4 599.4 614.9 681.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.4 694.1 31.3 4.4% 17.1 2.4% 39% False False 231,463
10 725.4 685.7 39.7 5.6% 18.2 2.6% 52% False False 245,412
20 733.8 637.5 96.3 13.6% 23.1 3.3% 72% False False 287,466
40 804.7 637.5 167.2 23.7% 21.8 3.1% 41% False False 267,300
60 804.7 637.5 167.2 23.7% 20.3 2.9% 41% False False 200,902
80 838.5 637.5 201.0 28.5% 20.1 2.8% 34% False False 150,726
100 863.7 637.5 226.2 32.0% 19.0 2.7% 30% False False 120,599
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 True
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 779.1
2.618 754.2
1.618 738.9
1.000 729.4
0.618 723.6
HIGH 714.1
0.618 708.3
0.500 706.5
0.382 704.6
LOW 698.8
0.618 689.3
1.000 683.5
1.618 674.0
2.618 658.7
4.250 633.8
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 706.5 709.8
PP 706.4 708.6
S1 706.4 707.5

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

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