CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 711.7 697.4 -14.3 -2.0% 701.3
High 720.4 699.5 -20.9 -2.9% 720.4
Low 694.8 682.6 -12.2 -1.8% 682.6
Close 697.6 694.9 -2.7 -0.4% 694.9
Range 25.6 16.9 -8.7 -34.0% 37.8
ATR 20.9 20.6 -0.3 -1.4% 0.0
Volume 269,694 273,642 3,948 1.5% 946,736
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 743.0 735.9 704.2
R3 726.1 719.0 699.5
R2 709.2 709.2 698.0
R1 702.1 702.1 696.4 697.2
PP 692.3 692.3 692.3 689.9
S1 685.2 685.2 693.4 680.3
S2 675.4 675.4 691.8
S3 658.5 668.3 690.3
S4 641.6 651.4 685.6
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 812.7 791.6 715.7
R3 774.9 753.8 705.3
R2 737.1 737.1 701.8
R1 716.0 716.0 698.4 707.7
PP 699.3 699.3 699.3 695.1
S1 678.2 678.2 691.4 669.9
S2 661.5 661.5 688.0
S3 623.7 640.4 684.5
S4 585.9 602.6 674.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.4 682.6 37.8 5.4% 18.1 2.6% 33% False True 237,911
10 725.4 682.6 42.8 6.2% 17.9 2.6% 29% False True 244,627
20 733.8 675.9 57.9 8.3% 20.4 2.9% 33% False False 258,757
40 804.7 637.5 167.2 24.1% 22.0 3.2% 34% False False 267,729
60 804.7 637.5 167.2 24.1% 20.7 3.0% 34% False False 213,377
80 838.5 637.5 201.0 28.9% 20.3 2.9% 29% False False 160,093
100 863.7 637.5 226.2 32.6% 19.2 2.8% 25% False False 128,095
Crabel Price Patterns
NR True
NR4 False
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 4.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 771.3
2.618 743.7
1.618 726.8
1.000 716.4
0.618 709.9
HIGH 699.5
0.618 693.0
0.500 691.1
0.382 689.1
LOW 682.6
0.618 672.2
1.000 665.7
1.618 655.3
2.618 638.4
4.250 610.8
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 693.6 701.5
PP 692.3 699.3
S1 691.1 697.1

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

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