CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 06-Feb-2008

Day Change Summary
	Previous	Current
	05-Feb-2008	06-Feb-2008	Change	Change %	Previous Week
Open	721.4	705.9	-15.5	-2.1%	684.0
High	722.2	713.0	-9.2	-1.3%	732.6
Low	702.8	692.4	-10.4	-1.5%	677.7
Close	707.5	697.4	-10.1	-1.4%	732.5
Range	19.4	20.6	1.2	6.2%	54.9
ATR	22.2	22.1	-0.1	-0.5%	0.0
Volume	24	479	455	1,895.8%	317

Daily Pivots for day following 06-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	762.7	750.7	708.7
R3	742.1	730.1	703.1
R2	721.5	721.5	701.2
R1	709.5	709.5	699.3	705.2
PP	700.9	700.9	700.9	698.8
S1	688.9	688.9	695.5	684.6
S2	680.3	680.3	693.6
S3	659.7	668.3	691.7
S4	639.1	647.7	686.1

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	879.0	860.6	762.7
R3	824.1	805.7	747.6
R2	769.2	769.2	742.6
R1	750.8	750.8	737.5	760.0
PP	714.3	714.3	714.3	718.9
S1	695.9	695.9	727.5	705.1
S2	659.4	659.4	722.4
S3	604.5	641.0	717.4
S4	549.6	586.1	702.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	733.4	683.8	49.6	7.1%	21.9	3.1%	27%	False	False	187
10	733.4	677.7	55.7	8.0%	21.4	3.1%	35%	False	False	143
20	733.4	638.6	94.8	13.6%	23.5	3.4%	62%	False	False	137

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	5.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	800.6
2.618	766.9
1.618	746.3
1.000	733.6
0.618	725.7
HIGH	713.0
0.618	705.1
0.500	702.7
0.382	700.3
LOW	692.4
0.618	679.7
1.000	671.8
1.618	659.1
2.618	638.5
4.250	604.9

Fisher Pivots for day following 06-Feb-2008
Pivot	1 day	3 day
R1	702.7	712.9
PP	700.9	707.7
S1	699.2	702.6

Download as Excel Spreadsheet

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

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