CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 671.5 693.5 22.0 3.3% 708.0
High 696.1 706.1 10.0 1.4% 717.4
Low 648.4 686.6 38.2 5.9% 667.2
Close 694.6 693.1 -1.5 -0.2% 674.5
Range 47.7 19.5 -28.2 -59.1% 50.2
ATR 24.3 24.0 -0.3 -1.4% 0.0
Volume 488,960 461,519 -27,441 -5.6% 1,498,731
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 753.8 742.9 703.8
R3 734.3 723.4 698.5
R2 714.8 714.8 696.7
R1 703.9 703.9 694.9 699.6
PP 695.3 695.3 695.3 693.1
S1 684.4 684.4 691.3 680.1
S2 675.8 675.8 689.5
S3 656.3 664.9 687.7
S4 636.8 645.4 682.4
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 837.0 805.9 702.1
R3 786.8 755.7 688.3
R2 736.6 736.6 683.7
R1 705.5 705.5 679.1 696.0
PP 686.4 686.4 686.4 681.6
S1 655.3 655.3 669.9 645.8
S2 636.2 636.2 665.3
S3 586.0 605.1 660.7
S4 535.8 554.9 646.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707.5 637.5 70.0 10.1% 33.5 4.8% 79% False False 409,885
10 729.0 637.5 91.5 13.2% 26.3 3.8% 61% False False 358,684
20 804.7 637.5 167.2 24.1% 23.7 3.4% 33% False False 276,701
40 804.7 637.5 167.2 24.1% 20.8 3.0% 33% False False 190,688
60 838.5 637.5 201.0 29.0% 20.3 2.9% 28% False False 127,205
80 863.7 637.5 226.2 32.6% 18.9 2.7% 25% False False 95,429
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 7.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 789.0
2.618 757.2
1.618 737.7
1.000 725.6
0.618 718.2
HIGH 706.1
0.618 698.7
0.500 696.4
0.382 694.0
LOW 686.6
0.618 674.5
1.000 667.1
1.618 655.0
2.618 635.5
4.250 603.7
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 696.4 686.0
PP 695.3 678.9
S1 694.2 671.8

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

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