CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 683.9 680.2 -3.7 -0.5% 694.9
High 686.6 688.8 2.2 0.3% 725.2
Low 669.6 675.9 6.3 0.9% 682.7
Close 679.9 685.9 6.0 0.9% 686.8
Range 17.0 12.9 -4.1 -24.1% 42.5
ATR 19.5 19.0 -0.5 -2.4% 0.0
Volume 251,829 295,131 43,302 17.2% 1,240,230
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 722.2 717.0 693.0
R3 709.3 704.1 689.4
R2 696.4 696.4 688.3
R1 691.2 691.2 687.1 693.8
PP 683.5 683.5 683.5 684.9
S1 678.3 678.3 684.7 680.9
S2 670.6 670.6 683.5
S3 657.7 665.4 682.4
S4 644.8 652.5 678.8
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
5 717.3 669.6 47.7 7.0% 16.7 2.4% 34% False False 252,476
10 725.2 669.6 55.6 8.1% 18.1 2.6% 29% False False 258,688
20 725.4 669.6 55.8 8.1% 18.1 2.6% 29% False False 252,621
40 739.0 637.5 101.5 14.8% 21.7 3.2% 48% False False 286,458
60 804.7 637.5 167.2 24.4% 20.6 3.0% 29% False False 247,325
80 804.7 637.5 167.2 24.4% 19.9 2.9% 29% False False 185,619
100 855.2 637.5 217.7 31.7% 19.7 2.9% 22% False False 148,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 743.6
2.618 722.6
1.618 709.7
1.000 701.7
0.618 696.8
HIGH 688.8
0.618 683.9
0.500 682.4
0.382 680.8
LOW 675.9
0.618 667.9
1.000 663.0
1.618 655.0
2.618 642.1
4.250 621.1
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 684.7 683.9
PP 683.5 681.8
S1 682.4 679.8

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

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