CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 779.2 782.0 2.8 0.4% 800.4
High 787.4 785.3 -2.1 -0.3% 806.0
Low 763.1 765.8 2.7 0.4% 763.1
Close 782.0 773.4 -8.6 -1.1% 773.4
Range 24.3 19.5 -4.8 -19.8% 42.9
ATR 19.4 19.4 0.0 0.0% 0.0
Volume 348,640 385,012 36,372 10.4% 1,620,158
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 833.3 822.9 784.1
R3 813.8 803.4 778.8
R2 794.3 794.3 777.0
R1 783.9 783.9 775.2 779.4
PP 774.8 774.8 774.8 772.6
S1 764.4 764.4 771.6 759.9
S2 755.3 755.3 769.8
S3 735.8 744.9 768.0
S4 716.3 725.4 762.7
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 909.5 884.4 797.0
R3 866.6 841.5 785.2
R2 823.7 823.7 781.3
R1 798.6 798.6 777.3 789.7
PP 780.8 780.8 780.8 776.4
S1 755.7 755.7 769.5 746.8
S2 737.9 737.9 765.5
S3 695.0 712.8 761.6
S4 652.1 669.9 749.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.0 763.1 42.9 5.5% 21.6 2.8% 24% False False 324,031
10 834.3 763.1 71.2 9.2% 20.9 2.7% 14% False False 282,926
20 848.8 763.1 85.7 11.1% 20.3 2.6% 12% False False 270,751
40 858.0 763.1 94.9 12.3% 16.9 2.2% 11% False False 243,242
60 858.0 763.1 94.9 12.3% 16.8 2.2% 11% False False 168,480
80 863.5 743.5 120.0 15.5% 18.7 2.4% 25% False False 126,443
100 869.4 743.5 125.9 16.3% 17.0 2.2% 24% False False 101,205
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 868.2
2.618 836.4
1.618 816.9
1.000 804.8
0.618 797.4
HIGH 785.3
0.618 777.9
0.500 775.6
0.382 773.2
LOW 765.8
0.618 753.7
1.000 746.3
1.618 734.2
2.618 714.7
4.250 682.9
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 775.6 784.4
PP 774.8 780.7
S1 774.1 777.1

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

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