CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 14-Jan-2008

Day Change Summary
	Previous	Current
	11-Jan-2008	14-Jan-2008	Change	Change %	Previous Week
Open	721.7	711.8	-9.9	-1.4%	727.0
High	722.8	718.8	-4.0	-0.6%	741.1
Low	707.3	708.4	1.1	0.2%	694.9
Close	710.5	714.7	4.2	0.6%	710.5
Range	15.5	10.4	-5.1	-32.9%	46.2
ATR	18.6	18.0	-0.6	-3.1%	0.0
Volume	77	117	40	51.9%	367

Daily Pivots for day following 14-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	745.2	740.3	720.4
R3	734.8	729.9	717.6
R2	724.4	724.4	716.6
R1	719.5	719.5	715.7	722.0
PP	714.0	714.0	714.0	715.2
S1	709.1	709.1	713.7	711.6
S2	703.6	703.6	712.8
S3	693.2	698.7	711.8
S4	682.8	688.3	709.0

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%	21.6	3.0%	43%	False	False	92
10	780.7	694.9	85.8	12.0%	19.6	2.7%	23%	False	False	60

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.8
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	763.0
2.618	746.0
1.618	735.6
1.000	729.2
0.618	725.2
HIGH	718.8
0.618	714.8
0.500	713.6
0.382	712.4
LOW	708.4
0.618	702.0
1.000	698.0
1.618	691.6
2.618	681.2
4.250	664.2

Fisher Pivots for day following 14-Jan-2008
Pivot	1 day	3 day
R1	714.3	719.0
PP	714.0	717.5
S1	713.6	716.1

Download as Excel Spreadsheet

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

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