CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 12-Feb-2008

Day Change Summary
	Previous	Current
	11-Feb-2008	12-Feb-2008	Change	Change %	Previous Week
Open	697.7	702.6	4.9	0.7%	730.6
High	705.1	713.7	8.6	1.2%	733.4
Low	691.1	698.6	7.5	1.1%	686.9
Close	699.8	707.8	8.0	1.1%	699.4
Range	14.0	15.1	1.1	7.9%	46.5
ATR	21.1	20.6	-0.4	-2.0%	0.0
Volume	31	12	-19	-61.3%	1,075

Daily Pivots for day following 12-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	752.0	745.0	716.1
R3	736.9	729.9	712.0
R2	721.8	721.8	710.6
R1	714.8	714.8	709.2	718.3
PP	706.7	706.7	706.7	708.5
S1	699.7	699.7	706.4	703.2
S2	691.6	691.6	705.0
S3	676.5	684.6	703.6
S4	661.4	669.5	699.5

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	846.1	819.2	725.0
R3	799.6	772.7	712.2
R2	753.1	753.1	707.9
R1	726.2	726.2	703.7	716.4
PP	706.6	706.6	706.6	701.7
S1	679.7	679.7	695.1	669.9
S2	660.1	660.1	690.9
S3	613.6	633.2	686.6
S4	567.1	586.7	673.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	713.7	686.9	26.8	3.8%	17.4	2.5%	78%	True	False	159
10	733.4	683.8	49.6	7.0%	20.2	2.8%	48%	False	False	132
20	733.4	638.6	94.8	13.4%	23.1	3.3%	73%	False	False	135

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	777.9
2.618	753.2
1.618	738.1
1.000	728.8
0.618	723.0
HIGH	713.7
0.618	707.9
0.500	706.2
0.382	704.4
LOW	698.6
0.618	689.3
1.000	683.5
1.618	674.2
2.618	659.1
4.250	634.4

Fisher Pivots for day following 12-Feb-2008
Pivot	1 day	3 day
R1	707.3	706.0
PP	706.7	704.2
S1	706.2	702.4

Download as Excel Spreadsheet

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

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