CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 28-Jan-2008

Day Change Summary
	Previous	Current
	25-Jan-2008	28-Jan-2008	Change	Change %	Previous Week
Open	696.5	684.0	-12.5	-1.8%	671.7
High	706.3	705.0	-1.3	-0.2%	706.3
Low	686.1	677.7	-8.4	-1.2%	638.6
Close	689.6	704.6	15.0	2.2%	689.6
Range	20.2	27.3	7.1	35.1%	67.7
ATR	22.4	22.8	0.3	1.5%	0.0
Volume	99	35	-64	-64.6%	761

Daily Pivots for day following 28-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	777.7	768.4	719.6
R3	750.4	741.1	712.1
R2	723.1	723.1	709.6
R1	713.8	713.8	707.1	718.5
PP	695.8	695.8	695.8	698.1
S1	686.5	686.5	702.1	691.2
S2	668.5	668.5	699.6
S3	641.2	659.2	697.1
S4	613.9	631.9	689.6

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	9.6%	31.7	4.5%	97%	False	False	159
10	718.8	638.6	80.2	11.4%	25.8	3.7%	82%	False	False	142
20	794.8	638.6	156.2	22.2%	23.0	3.3%	42%	False	False	96

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	6.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	821.0
2.618	776.5
1.618	749.2
1.000	732.3
0.618	721.9
HIGH	705.0
0.618	694.6
0.500	691.4
0.382	688.1
LOW	677.7
0.618	660.8
1.000	650.4
1.618	633.5
2.618	606.2
4.250	561.7

Fisher Pivots for day following 28-Jan-2008
Pivot	1 day	3 day
R1	700.2	700.4
PP	695.8	696.2
S1	691.4	692.0

Download as Excel Spreadsheet

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

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