CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 682.5 664.5 -18.0 -2.6% 660.0
High 690.8 677.8 -13.0 -1.9% 690.8
Low 662.6 658.6 -4.0 -0.6% 642.3
Close 664.4 677.8 13.4 2.0% 664.4
Range 28.2 19.2 -9.0 -31.8% 48.5
ATR 23.7 23.4 -0.3 -1.3% 0.0
Volume 165,141 99,974 -65,167 -39.5% 1,555,975
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 729.1 722.7 688.4
R3 709.9 703.5 683.1
R2 690.7 690.7 681.4
R1 684.3 684.3 679.6 687.5
PP 671.4 671.4 671.4 673.0
S1 665.0 665.0 676.1 668.2
S2 652.2 652.2 674.3
S3 632.9 645.8 672.5
S4 613.7 626.5 667.3
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
5 690.8 643.4 47.4 7.0% 29.6 4.4% 73% False False 197,022
10 690.8 642.3 48.5 7.2% 26.3 3.9% 73% False False 251,308
20 725.2 642.3 82.9 12.2% 22.4 3.3% 43% False False 256,162
40 733.8 642.3 91.5 13.5% 21.5 3.2% 39% False False 262,157
60 804.7 637.5 167.2 24.7% 22.0 3.3% 24% False False 262,366
80 804.7 637.5 167.2 24.7% 21.3 3.1% 24% False False 220,656
100 838.5 637.5 201.0 29.7% 20.7 3.0% 20% False False 176,572
120 863.7 637.5 226.2 33.4% 19.8 2.9% 18% False False 147,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 759.6
2.618 728.2
1.618 709.0
1.000 697.1
0.618 689.7
HIGH 677.8
0.618 670.5
0.500 668.2
0.382 665.9
LOW 658.6
0.618 646.7
1.000 639.4
1.618 627.5
2.618 608.2
4.250 576.8
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 674.6 675.5
PP 671.4 673.2
S1 668.2 670.9

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

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