CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 758.6 750.0 -8.6 -1.1% 774.0
High 762.9 753.1 -9.8 -1.3% 775.7
Low 746.6 722.1 -24.5 -3.3% 722.1
Close 750.8 727.2 -23.6 -3.1% 727.2
Range 16.3 31.0 14.7 90.2% 53.6
ATR 17.5 18.5 1.0 5.5% 0.0
Volume 233,194 198,483 -34,711 -14.9% 685,072
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 827.1 808.2 744.3
R3 796.1 777.2 735.7
R2 765.1 765.1 732.9
R1 746.2 746.2 730.0 740.2
PP 734.1 734.1 734.1 731.1
S1 715.2 715.2 724.4 709.2
S2 703.1 703.1 721.5
S3 672.1 684.2 718.7
S4 641.1 653.2 710.2
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 902.5 868.4 756.7
R3 848.9 814.8 741.9
R2 795.3 795.3 737.0
R1 761.2 761.2 732.1 751.5
PP 741.7 741.7 741.7 736.8
S1 707.6 707.6 722.3 697.9
S2 688.1 688.1 717.4
S3 634.5 654.0 712.5
S4 580.9 600.4 697.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788.8 722.1 66.7 9.2% 19.3 2.6% 8% False True 168,506
10 804.7 722.1 82.6 11.4% 18.4 2.5% 6% False True 170,503
20 804.7 722.1 82.6 11.4% 18.7 2.6% 6% False True 153,068
40 804.7 722.1 82.6 11.4% 18.2 2.5% 6% False True 76,736
60 863.7 722.1 141.6 19.5% 18.4 2.5% 4% False True 51,198
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 3.4
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 884.9
2.618 834.3
1.618 803.3
1.000 784.1
0.618 772.3
HIGH 753.1
0.618 741.3
0.500 737.6
0.382 733.9
LOW 722.1
0.618 702.9
1.000 691.1
1.618 671.9
2.618 640.9
4.250 590.4
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 737.6 747.0
PP 734.1 740.4
S1 730.7 733.8

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

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