CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 03-Jan-2008

Day Change Summary
	Previous	Current
	02-Jan-2008	03-Jan-2008	Change	Change %	Previous Week
Open	767.4	761.8	-5.6	-0.7%	799.0
High	768.5	766.0	-2.5	-0.3%	808.8
Low	756.2	750.8	-5.4	-0.7%	777.6
Close	762.8	754.3	-8.5	-1.1%	777.9
Range	12.3	15.2	2.9	23.6%	31.2
ATR
Volume	40	51	11	27.5%	37

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	802.6	793.7	762.7
R3	787.4	778.5	758.5
R2	772.2	772.2	757.1
R1	763.3	763.3	755.7	760.2
PP	757.0	757.0	757.0	755.5
S1	748.1	748.1	752.9	745.0
S2	741.8	741.8	751.5
S3	726.6	732.9	750.1
S4	711.4	717.7	745.9

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	881.7	861.0	795.1
R3	850.5	829.8	786.5
R2	819.3	819.3	783.6
R1	798.6	798.6	780.8	793.4
PP	788.1	788.1	788.1	785.5
S1	767.4	767.4	775.0	762.2
S2	756.9	756.9	772.2
S3	725.7	736.2	769.3
S4	694.5	705.0	760.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	805.1	750.8	54.3	7.2%	15.9	2.1%	6%	False	True	27
10	808.8	750.8	58.0	7.7%	13.2	1.7%	6%	False	True	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	830.6
2.618	805.8
1.618	790.6
1.000	781.2
0.618	775.4
HIGH	766.0
0.618	760.2
0.500	758.4
0.382	756.6
LOW	750.8
0.618	741.4
1.000	735.6
1.618	726.2
2.618	711.0
4.250	686.2

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	758.4	765.8
PP	757.0	761.9
S1	755.7	758.1

Download as Excel Spreadsheet

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

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