CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 08-Jan-2008

Day Change Summary
	Previous	Current
	07-Jan-2008	08-Jan-2008	Change	Change %	Previous Week
Open	727.0	732.0	5.0	0.7%	780.7
High	737.4	741.1	3.7	0.5%	780.7
Low	720.0	706.9	-13.1	-1.8%	726.7
Close	730.0	709.0	-21.0	-2.9%	730.7
Range	17.4	34.2	16.8	96.6%	54.0
ATR	0.0	17.9	17.9		0.0
Volume	20	106	86	430.0%	121

Daily Pivots for day following 08-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	821.6	799.5	727.8
R3	787.4	765.3	718.4
R2	753.2	753.2	715.3
R1	731.1	731.1	712.1	725.1
PP	719.0	719.0	719.0	716.0
S1	696.9	696.9	705.9	690.9
S2	684.8	684.8	702.7
S3	650.6	662.7	699.6
S4	616.4	628.5	690.2

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	768.5	706.9	61.6	8.7%	21.7	3.1%	3%	False	True	46
10	808.8	706.9	101.9	14.4%	17.7	2.5%	2%	False	True	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	886.5
2.618	830.6
1.618	796.4
1.000	775.3
0.618	762.2
HIGH	741.1
0.618	728.0
0.500	724.0
0.382	720.0
LOW	706.9
0.618	685.8
1.000	672.7
1.618	651.6
2.618	617.4
4.250	561.6

Fisher Pivots for day following 08-Jan-2008
Pivot	1 day	3 day
R1	724.0	731.6
PP	719.0	724.1
S1	714.0	716.5

Download as Excel Spreadsheet

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

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