CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 713.2 721.0 7.8 1.1% 727.8
High 729.0 722.0 -7.0 -1.0% 739.0
Low 704.3 704.6 0.3 0.0% 692.0
Close 721.5 708.1 -13.4 -1.9% 708.1
Range 24.7 17.4 -7.3 -29.6% 47.0
ATR 20.3 20.1 -0.2 -1.0% 0.0
Volume 388,125 375,992 -12,133 -3.1% 1,738,950
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 763.8 753.3 717.7
R3 746.4 735.9 712.9
R2 729.0 729.0 711.3
R1 718.5 718.5 709.7 715.1
PP 711.6 711.6 711.6 709.8
S1 701.1 701.1 706.5 697.7
S2 694.2 694.2 704.9
S3 676.8 683.7 703.3
S4 659.4 666.3 698.5
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 854.0 828.1 734.0
R3 807.0 781.1 721.0
R2 760.0 760.0 716.7
R1 734.1 734.1 712.4 723.6
PP 713.0 713.0 713.0 707.8
S1 687.1 687.1 703.8 676.6
S2 666.0 666.0 699.5
S3 619.0 640.1 695.2
S4 572.0 593.1 682.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.0 692.0 47.0 6.6% 23.9 3.4% 34% False False 347,790
10 788.8 692.0 96.8 13.7% 21.6 3.0% 17% False False 258,148
20 804.7 692.0 112.7 15.9% 19.2 2.7% 14% False False 237,004
40 804.7 692.0 112.7 15.9% 18.5 2.6% 14% False False 120,185
60 838.5 692.0 146.5 20.7% 19.0 2.7% 11% False False 80,175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 796.0
2.618 767.6
1.618 750.2
1.000 739.4
0.618 732.8
HIGH 722.0
0.618 715.4
0.500 713.3
0.382 711.2
LOW 704.6
0.618 693.8
1.000 687.2
1.618 676.4
2.618 659.0
4.250 630.7
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 713.3 710.5
PP 711.6 709.7
S1 709.8 708.9

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

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