CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 19-Nov-2007

Day Change Summary
	Previous	Current
	16-Nov-2007	19-Nov-2007	Change	Change %	Previous Week
Open	772.9	765.6	-7.3	-0.9%	778.6
High	784.2	773.4	-10.8	-1.4%	800.5
Low	764.9	752.1	-12.8	-1.7%	764.9
Close	770.7	754.6	-16.1	-2.1%	770.7
Range	19.3	21.3	2.0	10.4%	35.6
ATR	19.1	19.3	0.2	0.8%	0.0
Volume	407	353	-54	-13.3%	1,021

Daily Pivots for day following 19-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	823.9	810.6	766.3
R3	802.6	789.3	760.5
R2	781.3	781.3	758.5
R1	768.0	768.0	756.6	764.0
PP	760.0	760.0	760.0	758.1
S1	746.7	746.7	752.6	742.7
S2	738.7	738.7	750.7
S3	717.4	725.4	748.7
S4	696.1	704.1	742.9

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	885.5	863.7	790.3
R3	849.9	828.1	780.5
R2	814.3	814.3	777.2
R1	792.5	792.5	774.0	785.6
PP	778.7	778.7	778.7	775.3
S1	756.9	756.9	767.4	750.0
S2	743.1	743.1	764.2
S3	707.5	721.3	760.9
S4	671.9	685.7	751.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	800.5	752.1	48.4	6.4%	20.6	2.7%	5%	False	True	244
10	812.6	752.1	60.5	8.0%	21.6	2.9%	4%	False	True	234
20	838.5	752.1	86.4	11.4%	19.4	2.6%	3%	False	True	183
40	863.7	752.1	111.6	14.8%	16.6	2.2%	2%	False	True	136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	6.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	863.9
2.618	829.2
1.618	807.9
1.000	794.7
0.618	786.6
HIGH	773.4
0.618	765.3
0.500	762.8
0.382	760.2
LOW	752.1
0.618	738.9
1.000	730.8
1.618	717.6
2.618	696.3
4.250	661.6

Fisher Pivots for day following 19-Nov-2007
Pivot	1 day	3 day
R1	762.8	769.8
PP	760.0	764.7
S1	757.3	759.7

Download as Excel Spreadsheet

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

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