CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	697.0	709.9	12.9	1.9%	727.0
High	712.9	709.9	-3.0	-0.4%	741.1
Low	693.1	682.4	-10.7	-1.5%	694.9
Close	702.4	685.6	-16.8	-2.4%	710.5
Range	19.8	27.5	7.7	38.9%	46.2
ATR	18.1	18.8	0.7	3.7%	0.0
Volume	97	186	89	91.8%	367

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	775.1	757.9	700.7
R3	747.6	730.4	693.2
R2	720.1	720.1	690.6
R1	702.9	702.9	688.1	697.8
PP	692.6	692.6	692.6	690.1
S1	675.4	675.4	683.1	670.3
S2	665.1	665.1	680.6
S3	637.6	647.9	678.0
S4	610.1	620.4	670.5

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	722.8	682.4	40.4	5.9%	17.9	2.6%	8%	False	True	120
10	756.3	682.4	73.9	10.8%	21.9	3.2%	4%	False	True	90
20	808.8	682.4	126.4	18.4%	17.5	2.6%	3%	False	True	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	826.8
2.618	781.9
1.618	754.4
1.000	737.4
0.618	726.9
HIGH	709.9
0.618	699.4
0.500	696.2
0.382	692.9
LOW	682.4
0.618	665.4
1.000	654.9
1.618	637.9
2.618	610.4
4.250	565.5

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	696.2	698.1
PP	692.6	693.9
S1	689.1	689.8

Download as Excel Spreadsheet

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

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