CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 16-Jan-2008

Day Change Summary
	Previous	Current
	15-Jan-2008	16-Jan-2008	Change	Change %	Previous Week
Open	713.7	697.0	-16.7	-2.3%	727.0
High	713.7	712.9	-0.8	-0.1%	741.1
Low	697.2	693.1	-4.1	-0.6%	694.9
Close	702.9	702.4	-0.5	-0.1%	710.5
Range	16.5	19.8	3.3	20.0%	46.2
ATR	18.0	18.1	0.1	0.7%	0.0
Volume	126	97	-29	-23.0%	367

Daily Pivots for day following 16-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	762.2	752.1	713.3
R3	742.4	732.3	707.8
R2	722.6	722.6	706.0
R1	712.5	712.5	704.2	717.6
PP	702.8	702.8	702.8	705.3
S1	692.7	692.7	700.6	697.8
S2	683.0	683.0	698.8
S3	663.2	672.9	697.0
S4	643.4	653.1	691.5

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	693.1	37.9	5.4%	17.3	2.5%	25%	False	True	102
10	766.0	693.1	72.9	10.4%	20.6	2.9%	13%	False	True	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	797.1
2.618	764.7
1.618	744.9
1.000	732.7
0.618	725.1
HIGH	712.9
0.618	705.3
0.500	703.0
0.382	700.7
LOW	693.1
0.618	680.9
1.000	673.3
1.618	661.1
2.618	641.3
4.250	609.0

Fisher Pivots for day following 16-Jan-2008
Pivot	1 day	3 day
R1	703.0	706.0
PP	702.8	704.8
S1	702.6	703.6

Download as Excel Spreadsheet

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

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