CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 27-Dec-2007
Day Change Summary
Previous Current
26-Dec-2007 27-Dec-2007 Change Change % Previous Week
Open 797.3 801.6 4.3 0.5% 756.4
High 804.7 802.3 -2.4 -0.3% 792.9
Low 793.3 776.6 -16.7 -2.1% 738.7
Close 801.4 780.4 -21.0 -2.6% 792.0
Range 11.4 25.7 14.3 125.4% 54.2
ATR 17.3 17.9 0.6 3.5% 0.0
Volume 46,383 83,431 37,048 79.9% 1,507,123
Daily Pivots for day following 27-Dec-2007
Classic Woodie Camarilla DeMark
R4 863.5 847.7 794.5
R3 837.8 822.0 787.5
R2 812.1 812.1 785.1
R1 796.3 796.3 782.8 791.4
PP 786.4 786.4 786.4 784.0
S1 770.6 770.6 778.0 765.7
S2 760.7 760.7 775.7
S3 735.0 744.9 773.3
S4 709.3 719.2 766.3
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 937.1 918.8 821.8
R3 882.9 864.6 806.9
R2 828.7 828.7 801.9
R1 810.4 810.4 797.0 819.6
PP 774.5 774.5 774.5 779.1
S1 756.2 756.2 787.0 765.4
S2 720.3 720.3 782.1
S3 666.1 702.0 777.1
S4 611.9 647.8 762.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 804.7 753.5 51.2 6.6% 17.5 2.2% 53% False False 172,500
10 804.7 738.7 66.0 8.5% 16.8 2.1% 63% False False 215,859
20 804.7 738.7 66.0 8.5% 17.4 2.2% 63% False False 111,121
40 831.4 735.0 96.4 12.4% 18.7 2.4% 47% False False 55,700
60 863.7 735.0 128.7 16.5% 17.7 2.3% 35% False False 37,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 911.5
2.618 869.6
1.618 843.9
1.000 828.0
0.618 818.2
HIGH 802.3
0.618 792.5
0.500 789.5
0.382 786.4
LOW 776.6
0.618 760.7
1.000 750.9
1.618 735.0
2.618 709.3
4.250 667.4
Fisher Pivots for day following 27-Dec-2007
Pivot 1 day 3 day
R1 789.5 790.7
PP 786.4 787.2
S1 783.4 783.8

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

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