CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 826.2 818.8 -7.4 -0.9% 798.0
High 826.4 834.3 7.9 1.0% 827.2
Low 815.7 811.4 -4.3 -0.5% 785.3
Close 818.7 832.3 13.6 1.7% 826.7
Range 10.7 22.9 12.2 114.0% 41.9
ATR 16.3 16.7 0.5 2.9% 0.0
Volume 174,686 194,490 19,804 11.3% 1,478,481
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 894.7 886.4 844.9
R3 871.8 863.5 838.6
R2 848.9 848.9 836.5
R1 840.6 840.6 834.4 844.8
PP 826.0 826.0 826.0 828.1
S1 817.7 817.7 830.2 821.9
S2 803.1 803.1 828.1
S3 780.2 794.8 826.0
S4 757.3 771.9 819.7
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
5 834.3 802.2 32.1 3.9% 15.9 1.9% 94% True False 242,681
10 834.3 785.3 49.0 5.9% 18.9 2.3% 96% True False 249,416
20 858.0 785.3 72.7 8.7% 16.6 2.0% 65% False False 220,658
40 858.0 764.4 93.6 11.2% 15.5 1.9% 73% False False 196,101
60 858.0 743.5 114.5 13.8% 17.3 2.1% 78% False False 130,899
80 869.4 743.5 125.9 15.1% 17.5 2.1% 71% False False 98,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 931.6
2.618 894.3
1.618 871.4
1.000 857.2
0.618 848.5
HIGH 834.3
0.618 825.6
0.500 822.9
0.382 820.1
LOW 811.4
0.618 797.2
1.000 788.5
1.618 774.3
2.618 751.4
4.250 714.1
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 829.2 829.2
PP 826.0 826.0
S1 822.9 822.9

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

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