CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 13-Feb-2008

Day Change Summary
	Previous	Current
	12-Feb-2008	13-Feb-2008	Change	Change %	Previous Week
Open	702.6	713.6	11.0	1.6%	730.6
High	713.7	723.0	9.3	1.3%	733.4
Low	698.6	706.1	7.5	1.1%	686.9
Close	707.8	721.4	13.6	1.9%	699.4
Range	15.1	16.9	1.8	11.9%	46.5
ATR	20.6	20.4	-0.3	-1.3%	0.0
Volume	12	34	22	183.3%	1,075

Daily Pivots for day following 13-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	767.5	761.4	730.7
R3	750.6	744.5	726.0
R2	733.7	733.7	724.5
R1	727.6	727.6	722.9	730.7
PP	716.8	716.8	716.8	718.4
S1	710.7	710.7	719.9	713.8
S2	699.9	699.9	718.3
S3	683.0	693.8	716.8
S4	666.1	676.9	712.1

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	723.0	686.9	36.1	5.0%	16.7	2.3%	96%	True	False	70
10	733.4	683.8	49.6	6.9%	19.3	2.7%	76%	False	False	129
20	733.4	638.6	94.8	13.1%	23.1	3.2%	87%	False	False	130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	4.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	794.8
2.618	767.2
1.618	750.3
1.000	739.9
0.618	733.4
HIGH	723.0
0.618	716.5
0.500	714.6
0.382	712.6
LOW	706.1
0.618	695.7
1.000	689.2
1.618	678.8
2.618	661.9
4.250	634.3

Fisher Pivots for day following 13-Feb-2008
Pivot	1 day	3 day
R1	719.1	716.6
PP	716.8	711.8
S1	714.6	707.1

Download as Excel Spreadsheet

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

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