CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 11-Jan-2008

Day Change Summary
	Previous	Current
	10-Jan-2008	11-Jan-2008	Change	Change %	Previous Week
Open	717.7	721.7	4.0	0.6%	727.0
High	731.0	722.8	-8.2	-1.1%	741.1
Low	706.9	707.3	0.4	0.1%	694.9
Close	724.2	710.5	-13.7	-1.9%	710.5
Range	24.1	15.5	-8.6	-35.7%	46.2
ATR	18.7	18.6	-0.1	-0.7%	0.0
Volume	96	77	-19	-19.8%	367

Daily Pivots for day following 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	760.0	750.8	719.0
R3	744.5	735.3	714.8
R2	729.0	729.0	713.3
R1	719.8	719.8	711.9	716.7
PP	713.5	713.5	713.5	712.0
S1	704.3	704.3	709.1	701.2
S2	698.0	698.0	707.7
S3	682.5	688.8	706.2
S4	667.0	673.3	702.0

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	854.1	828.5	735.9
R3	807.9	782.3	723.2
R2	761.7	761.7	719.0
R1	736.1	736.1	714.7	725.8
PP	715.5	715.5	715.5	710.4
S1	689.9	689.9	706.3	679.6
S2	669.3	669.3	702.0
S3	623.1	643.7	697.8
S4	576.9	597.5	685.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	741.1	694.9	46.2	6.5%	23.0	3.2%	34%	False	False	73
10	794.8	694.9	99.9	14.1%	20.2	2.8%	16%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	788.7
2.618	763.4
1.618	747.9
1.000	738.3
0.618	732.4
HIGH	722.8
0.618	716.9
0.500	715.1
0.382	713.2
LOW	707.3
0.618	697.7
1.000	691.8
1.618	682.2
2.618	666.7
4.250	641.4

Fisher Pivots for day following 11-Jan-2008
Pivot	1 day	3 day
R1	715.1	713.0
PP	713.5	712.1
S1	712.0	711.3

Download as Excel Spreadsheet

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

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