CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 07-Jan-2008

Day Change Summary
	Previous	Current
	04-Jan-2008	07-Jan-2008	Change	Change %	Previous Week
Open	753.9	727.0	-26.9	-3.6%	780.7
High	756.3	737.4	-18.9	-2.5%	780.7
Low	726.7	720.0	-6.7	-0.9%	726.7
Close	730.7	730.0	-0.7	-0.1%	730.7
Range	29.6	17.4	-12.2	-41.2%	54.0
ATR
Volume	16	20	4	25.0%	121

Daily Pivots for day following 07-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	781.3	773.1	739.6
R3	763.9	755.7	734.8
R2	746.5	746.5	733.2
R1	738.3	738.3	731.6	742.4
PP	729.1	729.1	729.1	731.2
S1	720.9	720.9	728.4	725.0
S2	711.7	711.7	726.8
S3	694.3	703.5	725.2
S4	676.9	686.1	720.4

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	908.0	873.4	760.4
R3	854.0	819.4	745.6
R2	800.0	800.0	740.6
R1	765.4	765.4	735.7	755.7
PP	746.0	746.0	746.0	741.2
S1	711.4	711.4	725.8	701.7
S2	692.0	692.0	720.8
S3	638.0	657.4	715.9
S4	584.0	603.4	701.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	780.7	720.0	60.7	8.3%	17.6	2.4%	16%	False	True	28
10	808.8	720.0	88.8	12.2%	14.8	2.0%	11%	False	True	18

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	811.4
2.618	783.0
1.618	765.6
1.000	754.8
0.618	748.2
HIGH	737.4
0.618	730.8
0.500	728.7
0.382	726.6
LOW	720.0
0.618	709.2
1.000	702.6
1.618	691.8
2.618	674.4
4.250	646.1

Fisher Pivots for day following 07-Jan-2008
Pivot	1 day	3 day
R1	729.6	743.0
PP	729.1	738.7
S1	728.7	734.3

Download as Excel Spreadsheet

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

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