CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 22-Jan-2008

Day Change Summary
	Previous	Current
	18-Jan-2008	22-Jan-2008	Change	Change %	Previous Week
Open	688.1	671.7	-16.4	-2.4%	711.8
High	693.4	685.5	-7.9	-1.1%	718.8
Low	668.5	638.6	-29.9	-4.5%	668.5
Close	675.6	672.3	-3.3	-0.5%	675.6
Range	24.9	46.9	22.0	88.4%	50.3
ATR	19.2	21.2	2.0	10.3%	0.0
Volume	105	181	76	72.4%	631

Daily Pivots for day following 22-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	806.2	786.1	698.1
R3	759.3	739.2	685.2
R2	712.4	712.4	680.9
R1	692.3	692.3	676.6	702.4
PP	665.5	665.5	665.5	670.5
S1	645.4	645.4	668.0	655.5
S2	618.6	618.6	663.7
S3	571.7	598.5	659.4
S4	524.8	551.6	646.5

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	838.5	807.4	703.3
R3	788.2	757.1	689.4
R2	737.9	737.9	684.8
R1	706.8	706.8	680.2	697.2
PP	687.6	687.6	687.6	682.9
S1	656.5	656.5	671.0	646.9
S2	637.3	637.3	666.4
S3	587.0	606.2	661.8
S4	536.7	555.9	647.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	713.7	638.6	75.1	11.2%	27.1	4.0%	45%	False	True	139
10	741.1	638.6	102.5	15.2%	24.3	3.6%	33%	False	True	115
20	808.8	638.6	170.2	25.3%	19.6	2.9%	20%	False	True	67

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	5.6
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	884.8
2.618	808.3
1.618	761.4
1.000	732.4
0.618	714.5
HIGH	685.5
0.618	667.6
0.500	662.1
0.382	656.5
LOW	638.6
0.618	609.6
1.000	591.7
1.618	562.7
2.618	515.8
4.250	439.3

Fisher Pivots for day following 22-Jan-2008
Pivot	1 day	3 day
R1	668.9	674.3
PP	665.5	673.6
S1	662.1	673.0

Download as Excel Spreadsheet

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

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