CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 673.9 667.6 -6.3 -0.9% 688.1
High 682.0 681.8 -0.2 0.0% 690.0
Low 666.3 653.6 -12.7 -1.9% 653.1
Close 667.4 678.7 11.3 1.7% 660.6
Range 15.7 28.2 12.5 79.6% 36.9
ATR 20.3 20.8 0.6 2.8% 0.0
Volume 365,075 295,067 -70,008 -19.2% 1,369,635
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 756.0 745.5 694.2
R3 727.8 717.3 686.5
R2 699.6 699.6 683.9
R1 689.1 689.1 681.3 694.4
PP 671.4 671.4 671.4 674.0
S1 660.9 660.9 676.1 666.2
S2 643.2 643.2 673.5
S3 615.0 632.7 670.9
S4 586.8 604.5 663.2
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 778.6 756.5 680.9
R3 741.7 719.6 670.7
R2 704.8 704.8 667.4
R1 682.7 682.7 664.0 675.3
PP 667.9 667.9 667.9 664.2
S1 645.8 645.8 657.2 638.4
S2 631.0 631.0 653.8
S3 594.1 608.9 650.5
S4 557.2 572.0 640.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 682.0 642.3 39.7 5.8% 23.0 3.4% 92% False False 305,595
10 704.5 642.3 62.2 9.2% 21.2 3.1% 59% False False 284,231
20 725.4 642.3 83.1 12.2% 19.8 2.9% 44% False False 264,047
40 733.8 637.5 96.3 14.2% 22.0 3.2% 43% False False 284,481
60 804.7 637.5 167.2 24.6% 21.0 3.1% 25% False False 271,066
80 804.7 637.5 167.2 24.6% 20.2 3.0% 25% False False 208,365
100 838.5 637.5 201.0 29.6% 20.1 3.0% 20% False False 166,728
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 5.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 801.7
2.618 755.6
1.618 727.4
1.000 710.0
0.618 699.2
HIGH 681.8
0.618 671.0
0.500 667.7
0.382 664.4
LOW 653.6
0.618 636.2
1.000 625.4
1.618 608.0
2.618 579.8
4.250 533.8
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 675.0 673.5
PP 671.4 668.3
S1 667.7 663.1

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

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