CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 716.3 704.0 -12.3 -1.7% 694.9
High 717.3 704.5 -12.8 -1.8% 725.2
Low 701.7 682.7 -19.0 -2.7% 682.7
Close 703.5 686.8 -16.7 -2.4% 686.8
Range 15.6 21.8 6.2 39.7% 42.5
ATR 19.8 20.0 0.1 0.7% 0.0
Volume 241,015 218,043 -22,972 -9.5% 1,240,230
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 756.7 743.6 698.8
R3 734.9 721.8 692.8
R2 713.1 713.1 690.8
R1 700.0 700.0 688.8 695.7
PP 691.3 691.3 691.3 689.2
S1 678.2 678.2 684.8 673.9
S2 669.5 669.5 682.8
S3 647.7 656.4 680.8
S4 625.9 634.6 674.8
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 825.7 798.8 710.2
R3 783.2 756.3 698.5
R2 740.7 740.7 694.6
R1 713.8 713.8 690.7 706.0
PP 698.2 698.2 698.2 694.4
S1 671.3 671.3 682.9 663.5
S2 655.7 655.7 679.0
S3 613.2 628.8 675.1
S4 570.7 586.3 663.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.2 682.7 42.5 6.2% 18.6 2.7% 10% False True 248,046
10 725.2 682.6 42.6 6.2% 18.4 2.7% 10% False False 242,978
20 733.8 682.6 51.2 7.5% 18.6 2.7% 8% False False 253,869
40 762.9 637.5 125.4 18.3% 22.2 3.2% 39% False False 285,218
60 804.7 637.5 167.2 24.3% 20.7 3.0% 29% False False 234,000
80 812.6 637.5 175.1 25.5% 20.3 3.0% 28% False False 175,587
100 863.7 637.5 226.2 32.9% 19.6 2.9% 22% False False 140,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 797.2
2.618 761.6
1.618 739.8
1.000 726.3
0.618 718.0
HIGH 704.5
0.618 696.2
0.500 693.6
0.382 691.0
LOW 682.7
0.618 669.2
1.000 660.9
1.618 647.4
2.618 625.6
4.250 590.1
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 693.6 704.0
PP 691.3 698.2
S1 689.1 692.5

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

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