CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 826.4 826.2 -0.2 0.0% 798.0
High 831.1 826.4 -4.7 -0.6% 827.2
Low 820.3 815.7 -4.6 -0.6% 785.3
Close 826.2 818.7 -7.5 -0.9% 826.7
Range 10.8 10.7 -0.1 -0.9% 41.9
ATR 16.7 16.3 -0.4 -2.6% 0.0
Volume 203,452 174,686 -28,766 -14.1% 1,478,481
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 852.4 846.2 824.6
R3 841.7 835.5 821.6
R2 831.0 831.0 820.7
R1 824.8 824.8 819.7 822.6
PP 820.3 820.3 820.3 819.1
S1 814.1 814.1 817.7 811.9
S2 809.6 809.6 816.7
S3 798.9 803.4 815.8
S4 788.2 792.7 812.8
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 938.8 924.6 849.7
R3 896.9 882.7 838.2
R2 855.0 855.0 834.4
R1 840.8 840.8 830.5 847.9
PP 813.1 813.1 813.1 816.6
S1 798.9 798.9 822.9 806.0
S2 771.2 771.2 819.0
S3 729.3 757.0 815.2
S4 687.4 715.1 803.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.1 797.8 33.3 4.1% 15.7 1.9% 63% False False 250,143
10 837.5 785.3 52.2 6.4% 18.5 2.3% 64% False False 250,436
20 858.0 785.3 72.7 8.9% 15.9 1.9% 46% False False 221,052
40 858.0 764.4 93.6 11.4% 15.3 1.9% 58% False False 191,329
60 858.0 743.5 114.5 14.0% 17.3 2.1% 66% False False 127,664
80 869.4 743.5 125.9 15.4% 17.4 2.1% 60% False False 95,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 871.9
2.618 854.4
1.618 843.7
1.000 837.1
0.618 833.0
HIGH 826.4
0.618 822.3
0.500 821.1
0.382 819.8
LOW 815.7
0.618 809.1
1.000 805.0
1.618 798.4
2.618 787.7
4.250 770.2
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 821.1 821.1
PP 820.3 820.3
S1 819.5 819.5

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

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