CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 667.6 677.3 9.7 1.5% 660.0
High 681.8 690.8 9.0 1.3% 690.8
Low 653.6 655.0 1.4 0.2% 642.3
Close 678.7 664.4 -14.3 -2.1% 664.4
Range 28.2 35.8 7.6 27.0% 48.5
ATR 20.8 21.9 1.1 5.1% 0.0
Volume 295,067 301,336 6,269 2.1% 1,555,975
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 777.5 756.7 684.1
R3 741.7 720.9 674.2
R2 705.9 705.9 671.0
R1 685.1 685.1 667.7 677.6
PP 670.1 670.1 670.1 666.3
S1 649.3 649.3 661.1 641.8
S2 634.3 634.3 657.8
S3 598.5 613.5 654.6
S4 562.7 577.7 644.7
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 811.3 786.4 691.1
R3 762.8 737.9 677.7
R2 714.3 714.3 673.3
R1 689.4 689.4 668.8 701.9
PP 665.8 665.8 665.8 672.1
S1 640.9 640.9 660.0 653.4
S2 617.3 617.3 655.5
S3 568.8 592.4 651.1
S4 520.3 543.9 637.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.8 642.3 48.5 7.3% 26.8 4.0% 46% True False 311,195
10 690.8 642.3 48.5 7.3% 22.6 3.4% 46% True False 292,561
20 725.2 642.3 82.9 12.5% 20.5 3.1% 27% False False 267,769
40 733.8 637.5 96.3 14.5% 22.4 3.4% 28% False False 284,760
60 804.7 637.5 167.2 25.2% 21.4 3.2% 16% False False 271,769
80 804.7 637.5 167.2 25.2% 20.4 3.1% 16% False False 212,128
100 838.5 637.5 201.0 30.3% 20.2 3.0% 13% False False 169,739
120 863.7 637.5 226.2 34.0% 19.1 2.9% 12% False False 141,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 843.0
2.618 784.5
1.618 748.7
1.000 726.6
0.618 712.9
HIGH 690.8
0.618 677.1
0.500 672.9
0.382 668.7
LOW 655.0
0.618 632.9
1.000 619.2
1.618 597.1
2.618 561.3
4.250 502.9
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 672.9 672.2
PP 670.1 669.6
S1 667.2 667.0

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

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