CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 782.0 772.6 -9.4 -1.2% 800.4
High 785.3 785.9 0.6 0.1% 806.0
Low 765.8 764.7 -1.1 -0.1% 763.1
Close 773.4 765.4 -8.0 -1.0% 773.4
Range 19.5 21.2 1.7 8.7% 42.9
ATR 19.4 19.6 0.1 0.6% 0.0
Volume 385,012 296,723 -88,289 -22.9% 1,620,158
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 835.6 821.7 777.1
R3 814.4 800.5 771.2
R2 793.2 793.2 769.3
R1 779.3 779.3 767.3 775.7
PP 772.0 772.0 772.0 770.2
S1 758.1 758.1 763.5 754.5
S2 750.8 750.8 761.5
S3 729.6 736.9 759.6
S4 708.4 715.7 753.7
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 5.6% 22.9 3.0% 5% False False 312,853
10 834.3 763.1 71.2 9.3% 22.0 2.9% 3% False False 292,253
20 839.6 763.1 76.5 10.0% 20.3 2.7% 3% False False 275,369
40 858.0 763.1 94.9 12.4% 17.2 2.2% 2% False False 245,298
60 858.0 763.1 94.9 12.4% 16.4 2.1% 2% False False 173,418
80 858.0 743.5 114.5 15.0% 18.7 2.4% 19% False False 130,146
100 869.4 743.5 125.9 16.4% 17.1 2.2% 17% False False 104,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 876.0
2.618 841.4
1.618 820.2
1.000 807.1
0.618 799.0
HIGH 785.9
0.618 777.8
0.500 775.3
0.382 772.8
LOW 764.7
0.618 751.6
1.000 743.5
1.618 730.4
2.618 709.2
4.250 674.6
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 775.3 775.3
PP 772.0 772.0
S1 768.7 768.7

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

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