CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 15-Jan-2008

Day Change Summary
	Previous	Current
	14-Jan-2008	15-Jan-2008	Change	Change %	Previous Week
Open	711.8	713.7	1.9	0.3%	727.0
High	718.8	713.7	-5.1	-0.7%	741.1
Low	708.4	697.2	-11.2	-1.6%	694.9
Close	714.7	702.9	-11.8	-1.7%	710.5
Range	10.4	16.5	6.1	58.7%	46.2
ATR	18.0	18.0	0.0	-0.2%	0.0
Volume	117	126	9	7.7%	367

Daily Pivots for day following 15-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	754.1	745.0	712.0
R3	737.6	728.5	707.4
R2	721.1	721.1	705.9
R1	712.0	712.0	704.4	708.3
PP	704.6	704.6	704.6	702.8
S1	695.5	695.5	701.4	691.8
S2	688.1	688.1	699.9
S3	671.6	679.0	698.4
S4	655.1	662.5	693.8

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	731.0	694.9	36.1	5.1%	18.0	2.6%	22%	False	False	96
10	768.5	694.9	73.6	10.5%	19.9	2.8%	11%	False	False	71

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 3 trading days

Fibonacci Retracements and Extensions
4.250	783.8
2.618	756.9
1.618	740.4
1.000	730.2
0.618	723.9
HIGH	713.7
0.618	707.4
0.500	705.5
0.382	703.5
LOW	697.2
0.618	687.0
1.000	680.7
1.618	670.5
2.618	654.0
4.250	627.1

Fisher Pivots for day following 15-Jan-2008
Pivot	1 day	3 day
R1	705.5	710.0
PP	704.6	707.6
S1	703.8	705.3

Download as Excel Spreadsheet

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

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