CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 774.0 769.0 -5.0 -0.6% 791.0
High 775.7 771.9 -3.8 -0.5% 804.7
Low 762.2 752.2 -10.0 -1.3% 773.0
Close 772.2 758.5 -13.7 -1.8% 773.3
Range 13.5 19.7 6.2 45.9% 31.7
ATR 17.4 17.6 0.2 1.0% 0.0
Volume 139,022 114,373 -24,649 -17.7% 470,453
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 820.0 808.9 769.3
R3 800.3 789.2 763.9
R2 780.6 780.6 762.1
R1 769.5 769.5 760.3 765.2
PP 760.9 760.9 760.9 758.7
S1 749.8 749.8 756.7 745.5
S2 741.2 741.2 754.9
S3 721.5 730.1 753.1
S4 701.8 710.4 747.7
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 878.8 857.7 790.7
R3 847.1 826.0 782.0
R2 815.4 815.4 779.1
R1 794.3 794.3 776.2 789.0
PP 783.7 783.7 783.7 781.0
S1 762.6 762.6 770.4 757.3
S2 752.0 752.0 767.5
S3 720.3 730.9 764.6
S4 688.6 699.2 755.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 804.7 752.2 52.5 6.9% 17.2 2.3% 12% False True 108,134
10 804.7 738.7 66.0 8.7% 16.8 2.2% 30% False False 197,184
20 804.7 738.7 66.0 8.7% 17.7 2.3% 30% False False 131,564
40 812.6 735.0 77.6 10.2% 18.3 2.4% 30% False False 65,956
60 863.7 735.0 128.7 17.0% 17.9 2.4% 18% False False 44,009
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 855.6
2.618 823.5
1.618 803.8
1.000 791.6
0.618 784.1
HIGH 771.9
0.618 764.4
0.500 762.1
0.382 759.7
LOW 752.2
0.618 740.0
1.000 732.5
1.618 720.3
2.618 700.6
4.250 668.5
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 762.1 770.5
PP 760.9 766.5
S1 759.7 762.5

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

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