CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 25-Jan-2008

Day Change Summary
	Previous	Current
	24-Jan-2008	25-Jan-2008	Change	Change %	Previous Week
Open	698.0	696.5	-1.5	-0.2%	671.7
High	705.9	706.3	0.4	0.1%	706.3
Low	687.6	686.1	-1.5	-0.2%	638.6
Close	694.1	689.6	-4.5	-0.6%	689.6
Range	18.3	20.2	1.9	10.4%	67.7
ATR	22.6	22.4	-0.2	-0.8%	0.0
Volume	219	99	-120	-54.8%	761

Daily Pivots for day following 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	754.6	742.3	700.7
R3	734.4	722.1	695.2
R2	714.2	714.2	693.3
R1	701.9	701.9	691.5	698.0
PP	694.0	694.0	694.0	692.0
S1	681.7	681.7	687.7	677.8
S2	673.8	673.8	685.9
S3	653.6	661.5	684.0
S4	633.4	641.3	678.5

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	881.3	853.1	726.8
R3	813.6	785.4	708.2
R2	745.9	745.9	702.0
R1	717.7	717.7	695.8	731.8
PP	678.2	678.2	678.2	685.2
S1	650.0	650.0	683.4	664.1
S2	610.5	610.5	677.2
S3	542.8	582.3	671.0
S4	475.1	514.6	652.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	706.3	638.6	67.7	9.8%	31.2	4.5%	75%	True	False	173
10	722.8	638.6	84.2	12.2%	24.6	3.6%	61%	False	False	146
20	805.1	638.6	166.5	24.1%	22.7	3.3%	31%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	792.2
2.618	759.2
1.618	739.0
1.000	726.5
0.618	718.8
HIGH	706.3
0.618	698.6
0.500	696.2
0.382	693.8
LOW	686.1
0.618	673.6
1.000	665.9
1.618	653.4
2.618	633.2
4.250	600.3

Fisher Pivots for day following 25-Jan-2008
Pivot	1 day	3 day
R1	696.2	685.8
PP	694.0	682.0
S1	691.8	678.3

Download as Excel Spreadsheet

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

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