CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 30-Jan-2008

Day Change Summary
	Previous	Current
	29-Jan-2008	30-Jan-2008	Change	Change %	Previous Week
Open	703.5	706.0	2.5	0.4%	671.7
High	709.8	717.7	7.9	1.1%	706.3
Low	696.6	692.0	-4.6	-0.7%	638.6
Close	707.5	692.8	-14.7	-2.1%	689.6
Range	13.2	25.7	12.5	94.7%	67.7
ATR	22.1	22.4	0.3	1.2%	0.0
Volume	71	72	1	1.4%	761

Daily Pivots for day following 30-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	777.9	761.1	706.9
R3	752.2	735.4	699.9
R2	726.5	726.5	697.5
R1	709.7	709.7	695.2	705.3
PP	700.8	700.8	700.8	698.6
S1	684.0	684.0	690.4	679.6
S2	675.1	675.1	688.1
S3	649.4	658.3	685.7
S4	623.7	632.6	678.7

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	717.7	677.7	40.0	5.8%	20.9	3.0%	38%	True	False	99
10	717.7	638.6	79.1	11.4%	27.0	3.9%	69%	True	False	132
20	768.5	638.6	129.9	18.8%	23.4	3.4%	42%	False	False	102

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	8.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	826.9
2.618	785.0
1.618	759.3
1.000	743.4
0.618	733.6
HIGH	717.7
0.618	707.9
0.500	704.9
0.382	701.8
LOW	692.0
0.618	676.1
1.000	666.3
1.618	650.4
2.618	624.7
4.250	582.8

Fisher Pivots for day following 30-Jan-2008
Pivot	1 day	3 day
R1	704.9	697.7
PP	700.8	696.1
S1	696.8	694.4

Download as Excel Spreadsheet

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

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