CME eMini Russell 2000 Future June 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 709.9 688.1 -21.8 -3.1% 711.8
High 709.9 693.4 -16.5 -2.3% 718.8
Low 682.4 668.5 -13.9 -2.0% 668.5
Close 685.6 675.6 -10.0 -1.5% 675.6
Range 27.5 24.9 -2.6 -9.5% 50.3
ATR 18.8 19.2 0.4 2.3% 0.0
Volume 186 105 -81 -43.5% 631
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 753.9 739.6 689.3
R3 729.0 714.7 682.4
R2 704.1 704.1 680.2
R1 689.8 689.8 677.9 684.5
PP 679.2 679.2 679.2 676.5
S1 664.9 664.9 673.3 659.6
S2 654.3 654.3 671.0
S3 629.4 640.0 668.8
S4 604.5 615.1 661.9
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 838.5 807.4 703.3
R3 788.2 757.1 689.4
R2 737.9 737.9 684.8
R1 706.8 706.8 680.2 697.2
PP 687.6 687.6 687.6 682.9
S1 656.5 656.5 671.0 646.9
S2 637.3 637.3 666.4
S3 587.0 606.2 661.8
S4 536.7 555.9 647.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 718.8 668.5 50.3 7.4% 19.8 2.9% 14% False True 126
10 741.1 668.5 72.6 10.7% 21.4 3.2% 10% False True 99
20 808.8 668.5 140.3 20.8% 18.1 2.7% 5% False True 58
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 4.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 799.2
2.618 758.6
1.618 733.7
1.000 718.3
0.618 708.8
HIGH 693.4
0.618 683.9
0.500 681.0
0.382 678.0
LOW 668.5
0.618 653.1
1.000 643.6
1.618 628.2
2.618 603.3
4.250 562.7
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 681.0 690.7
PP 679.2 685.7
S1 677.4 680.6

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

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