CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 10-Jan-2008

Day Change Summary
	Previous	Current
	09-Jan-2008	10-Jan-2008	Change	Change %	Previous Week
Open	710.0	717.7	7.7	1.1%	780.7
High	718.5	731.0	12.5	1.7%	780.7
Low	694.9	706.9	12.0	1.7%	726.7
Close	715.7	724.2	8.5	1.2%	730.7
Range	23.6	24.1	0.5	2.1%	54.0
ATR	18.3	18.7	0.4	2.3%	0.0
Volume	68	96	28	41.2%	121

Daily Pivots for day following 10-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	793.0	782.7	737.5
R3	768.9	758.6	730.8
R2	744.8	744.8	728.6
R1	734.5	734.5	726.4	739.7
PP	720.7	720.7	720.7	723.3
S1	710.4	710.4	722.0	715.6
S2	696.6	696.6	719.8
S3	672.5	686.3	717.6
S4	648.4	662.2	710.9

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	756.3	694.9	61.4	8.5%	25.8	3.6%	48%	False	False	61
10	805.1	694.9	110.2	15.2%	20.9	2.9%	27%	False	False	44

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	4.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	833.4
2.618	794.1
1.618	770.0
1.000	755.1
0.618	745.9
HIGH	731.0
0.618	721.8
0.500	719.0
0.382	716.1
LOW	706.9
0.618	692.0
1.000	682.8
1.618	667.9
2.618	643.8
4.250	604.5

Fisher Pivots for day following 10-Jan-2008
Pivot	1 day	3 day
R1	722.5	722.1
PP	720.7	720.1
S1	719.0	718.0

Download as Excel Spreadsheet

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

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