CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 706.1 713.2 7.1 1.0% 774.0
High 716.2 729.0 12.8 1.8% 775.7
Low 692.0 704.3 12.3 1.8% 722.1
Close 712.8 721.5 8.7 1.2% 727.2
Range 24.2 24.7 0.5 2.1% 53.6
ATR 20.0 20.3 0.3 1.7% 0.0
Volume 356,477 388,125 31,648 8.9% 685,072
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 792.4 781.6 735.1
R3 767.7 756.9 728.3
R2 743.0 743.0 726.0
R1 732.2 732.2 723.8 737.6
PP 718.3 718.3 718.3 721.0
S1 707.5 707.5 719.2 712.9
S2 693.6 693.6 717.0
S3 668.9 682.8 714.7
S4 644.2 658.1 707.9
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
5 753.1 692.0 61.1 8.5% 26.6 3.7% 48% False False 312,288
10 802.3 692.0 110.3 15.3% 22.4 3.1% 27% False False 228,892
20 804.7 692.0 112.7 15.6% 19.7 2.7% 26% False False 219,409
40 804.7 692.0 112.7 15.6% 18.5 2.6% 26% False False 110,790
60 843.3 692.0 151.3 21.0% 19.1 2.6% 19% False False 73,909
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 5.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 834.0
2.618 793.7
1.618 769.0
1.000 753.7
0.618 744.3
HIGH 729.0
0.618 719.6
0.500 716.7
0.382 713.7
LOW 704.3
0.618 689.0
1.000 679.6
1.618 664.3
2.618 639.6
4.250 599.3
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 719.9 719.5
PP 718.3 717.5
S1 716.7 715.5

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

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