CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 694.9 688.8 -6.1 -0.9% 675.4
High 706.2 704.8 -1.4 -0.2% 706.2
Low 684.9 675.9 -9.0 -1.3% 637.5
Close 688.8 703.8 15.0 2.2% 688.8
Range 21.3 28.9 7.6 35.7% 68.7
ATR 23.8 24.2 0.4 1.5% 0.0
Volume 285,649 276,450 -9,199 -3.2% 1,609,645
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 781.5 771.6 719.7
R3 752.6 742.7 711.7
R2 723.7 723.7 709.1
R1 713.8 713.8 706.4 718.8
PP 694.8 694.8 694.8 697.3
S1 684.9 684.9 701.2 689.9
S2 665.9 665.9 698.5
S3 637.0 656.0 695.9
S4 608.1 627.1 687.9
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 883.6 854.9 726.6
R3 814.9 786.2 707.7
R2 746.2 746.2 701.4
R1 717.5 717.5 695.1 731.9
PP 677.5 677.5 677.5 684.7
S1 648.8 648.8 682.5 663.2
S2 608.8 608.8 676.2
S3 540.1 580.1 669.9
S4 471.4 511.4 651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.2 637.5 68.7 9.8% 33.1 4.7% 97% False False 377,219
10 717.4 637.5 79.9 11.4% 27.1 3.9% 83% False False 338,482
20 788.8 637.5 151.3 21.5% 24.4 3.5% 44% False False 298,315
40 804.7 637.5 167.2 23.8% 20.9 3.0% 40% False False 204,718
60 831.4 637.5 193.9 27.6% 20.6 2.9% 34% False False 136,572
80 863.7 637.5 226.2 32.1% 19.4 2.8% 29% False False 102,453
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 9.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 827.6
2.618 780.5
1.618 751.6
1.000 733.7
0.618 722.7
HIGH 704.8
0.618 693.8
0.500 690.4
0.382 686.9
LOW 675.9
0.618 658.0
1.000 647.0
1.618 629.1
2.618 600.2
4.250 553.1
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 699.3 699.6
PP 694.8 695.3
S1 690.4 691.1

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

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