CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 744.7 757.8 13.1 1.8% 790.3
High 760.1 762.9 2.8 0.4% 803.4
Low 738.7 752.6 13.9 1.9% 755.8
Close 758.1 762.4 4.3 0.6% 756.1
Range 21.4 10.3 -11.1 -51.9% 47.6
ATR 18.7 18.1 -0.6 -3.2% 0.0
Volume 335,412 363,074 27,662 8.2% 386,622
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 790.2 786.6 768.1
R3 779.9 776.3 765.2
R2 769.6 769.6 764.3
R1 766.0 766.0 763.3 767.8
PP 759.3 759.3 759.3 760.2
S1 755.7 755.7 761.5 757.5
S2 749.0 749.0 760.5
S3 738.7 745.4 759.6
S4 728.4 735.1 756.7
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 914.6 882.9 782.3
R3 867.0 835.3 769.2
R2 819.4 819.4 764.8
R1 787.7 787.7 760.5 779.8
PP 771.8 771.8 771.8 767.8
S1 740.1 740.1 751.7 732.2
S2 724.2 724.2 747.4
S3 676.6 692.5 743.0
S4 629.0 644.9 729.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777.7 738.7 39.0 5.1% 16.0 2.1% 61% False False 259,219
10 803.4 738.7 64.7 8.5% 19.1 2.5% 37% False False 135,633
20 803.4 735.0 68.4 9.0% 17.2 2.3% 40% False False 68,104
40 838.5 735.0 103.5 13.6% 18.4 2.4% 26% False False 34,151
60 863.7 735.0 128.7 16.9% 17.2 2.3% 21% False False 22,798
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 4.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 806.7
2.618 789.9
1.618 779.6
1.000 773.2
0.618 769.3
HIGH 762.9
0.618 759.0
0.500 757.8
0.382 756.5
LOW 752.6
0.618 746.2
1.000 742.3
1.618 735.9
2.618 725.6
4.250 708.8
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 760.9 758.5
PP 759.3 754.7
S1 757.8 750.8

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

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