CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 691.5 710.9 19.4 2.8% 688.8
High 719.5 732.6 13.1 1.8% 732.6
Low 682.5 709.4 26.9 3.9% 675.9
Close 715.0 731.9 16.9 2.4% 731.9
Range 37.0 23.2 -13.8 -37.3% 56.7
ATR 24.6 24.5 -0.1 -0.4% 0.0
Volume 329,886 360,433 30,547 9.3% 1,412,779
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 794.2 786.3 744.7
R3 771.0 763.1 738.3
R2 747.8 747.8 736.2
R1 739.9 739.9 734.0 743.9
PP 724.6 724.6 724.6 726.6
S1 716.7 716.7 729.8 720.7
S2 701.4 701.4 727.6
S3 678.2 693.5 725.5
S4 655.0 670.3 719.1
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 883.6 864.4 763.1
R3 826.9 807.7 747.5
R2 770.2 770.2 742.3
R1 751.0 751.0 737.1 760.6
PP 713.5 713.5 713.5 718.3
S1 694.3 694.3 726.7 703.9
S2 656.8 656.8 721.5
S3 600.1 637.6 716.3
S4 543.4 580.9 700.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 732.6 675.9 56.7 7.7% 26.0 3.6% 99% True False 282,555
10 732.6 637.5 95.1 13.0% 29.3 4.0% 99% True False 339,978
20 753.1 637.5 115.6 15.8% 26.1 3.6% 82% False False 322,929
40 804.7 637.5 167.2 22.8% 22.0 3.0% 56% False False 233,049
60 812.6 637.5 175.1 23.9% 20.9 2.9% 54% False False 155,497
80 863.7 637.5 226.2 30.9% 20.1 2.7% 42% False False 116,653
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 10.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 831.2
2.618 793.3
1.618 770.1
1.000 755.8
0.618 746.9
HIGH 732.6
0.618 723.7
0.500 721.0
0.382 718.3
LOW 709.4
0.618 695.1
1.000 686.2
1.618 671.9
2.618 648.7
4.250 610.8
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 728.3 723.8
PP 724.6 715.7
S1 721.0 707.6

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

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