CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 767.5 751.0 -16.5 -2.1% 772.6
High 770.5 759.3 -11.2 -1.5% 796.8
Low 747.6 736.7 -10.9 -1.5% 759.6
Close 750.6 754.1 3.5 0.5% 766.7
Range 22.9 22.6 -0.3 -1.3% 37.2
ATR 20.3 20.4 0.2 0.8% 0.0
Volume 316,442 280,576 -35,866 -11.3% 1,381,133
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 817.8 808.6 766.5
R3 795.2 786.0 760.3
R2 772.6 772.6 758.2
R1 763.4 763.4 756.2 768.0
PP 750.0 750.0 750.0 752.4
S1 740.8 740.8 752.0 745.4
S2 727.4 727.4 750.0
S3 704.8 718.2 747.9
S4 682.2 695.6 741.7
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 886.0 863.5 787.2
R3 848.8 826.3 776.9
R2 811.6 811.6 773.5
R1 789.1 789.1 770.1 781.8
PP 774.4 774.4 774.4 770.7
S1 751.9 751.9 763.3 744.6
S2 737.2 737.2 759.9
S3 700.0 714.7 756.5
S4 662.8 677.5 746.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.8 736.7 60.1 8.0% 20.7 2.7% 29% False True 280,735
10 805.6 736.7 68.9 9.1% 22.6 3.0% 25% False True 296,704
20 834.3 736.7 97.6 12.9% 21.0 2.8% 18% False True 283,999
40 858.0 736.7 121.3 16.1% 18.0 2.4% 14% False True 246,327
60 858.0 736.7 121.3 16.1% 17.3 2.3% 14% False True 201,411
80 858.0 736.7 121.3 16.1% 18.6 2.5% 14% False True 151,125
100 869.4 736.7 132.7 17.6% 17.6 2.3% 13% False True 120,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 855.4
2.618 818.5
1.618 795.9
1.000 781.9
0.618 773.3
HIGH 759.3
0.618 750.7
0.500 748.0
0.382 745.3
LOW 736.7
0.618 722.7
1.000 714.1
1.618 700.1
2.618 677.5
4.250 640.7
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 752.1 758.4
PP 750.0 756.9
S1 748.0 755.5

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

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