CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 09-Jan-2008

Day Change Summary
	Previous	Current
	08-Jan-2008	09-Jan-2008	Change	Change %	Previous Week
Open	732.0	710.0	-22.0	-3.0%	780.7
High	741.1	718.5	-22.6	-3.0%	780.7
Low	706.9	694.9	-12.0	-1.7%	726.7
Close	709.0	715.7	6.7	0.9%	730.7
Range	34.2	23.6	-10.6	-31.0%	54.0
ATR	17.9	18.3	0.4	2.3%	0.0
Volume	106	68	-38	-35.8%	121

Daily Pivots for day following 09-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	780.5	771.7	728.7
R3	756.9	748.1	722.2
R2	733.3	733.3	720.0
R1	724.5	724.5	717.9	728.9
PP	709.7	709.7	709.7	711.9
S1	700.9	700.9	713.5	705.3
S2	686.1	686.1	711.4
S3	662.5	677.3	709.2
S4	638.9	653.7	702.7

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	766.0	694.9	71.1	9.9%	24.0	3.4%	29%	False	True	52
10	808.8	694.9	113.9	15.9%	19.6	2.7%	18%	False	True	34

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	4.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	818.8
2.618	780.3
1.618	756.7
1.000	742.1
0.618	733.1
HIGH	718.5
0.618	709.5
0.500	706.7
0.382	703.9
LOW	694.9
0.618	680.3
1.000	671.3
1.618	656.7
2.618	633.1
4.250	594.6

Fisher Pivots for day following 09-Jan-2008
Pivot	1 day	3 day
R1	712.7	718.0
PP	709.7	717.2
S1	706.7	716.5

Download as Excel Spreadsheet

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

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