CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 757.8 762.3 4.5 0.6% 790.3
High 762.9 775.5 12.6 1.7% 803.4
Low 752.6 753.5 0.9 0.1% 755.8
Close 762.4 774.9 12.5 1.6% 756.1
Range 10.3 22.0 11.7 113.6% 47.6
ATR 18.1 18.3 0.3 1.6% 0.0
Volume 363,074 289,041 -74,033 -20.4% 386,622
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 834.0 826.4 787.0
R3 812.0 804.4 781.0
R2 790.0 790.0 778.9
R1 782.4 782.4 776.9 786.2
PP 768.0 768.0 768.0 769.9
S1 760.4 760.4 772.9 764.2
S2 746.0 746.0 770.9
S3 724.0 738.4 768.9
S4 702.0 716.4 762.8
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
5 775.5 738.7 36.8 4.7% 17.3 2.2% 98% True False 307,458
10 803.4 738.7 64.7 8.3% 18.7 2.4% 56% False False 164,313
20 803.4 735.0 68.4 8.8% 18.2 2.4% 58% False False 82,538
40 838.5 735.0 103.5 13.4% 18.5 2.4% 39% False False 41,370
60 863.7 735.0 128.7 16.6% 17.4 2.2% 31% False False 27,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 869.0
2.618 833.1
1.618 811.1
1.000 797.5
0.618 789.1
HIGH 775.5
0.618 767.1
0.500 764.5
0.382 761.9
LOW 753.5
0.618 739.9
1.000 731.5
1.618 717.9
2.618 695.9
4.250 660.0
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 771.4 769.0
PP 768.0 763.0
S1 764.5 757.1

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

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