CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 751.0 754.4 3.4 0.5% 772.6
High 759.3 754.9 -4.4 -0.6% 796.8
Low 736.7 736.8 0.1 0.0% 759.6
Close 754.1 739.0 -15.1 -2.0% 766.7
Range 22.6 18.1 -4.5 -19.9% 37.2
ATR 20.4 20.3 -0.2 -0.8% 0.0
Volume 280,576 326,965 46,389 16.5% 1,381,133
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 797.9 786.5 749.0
R3 779.8 768.4 744.0
R2 761.7 761.7 742.3
R1 750.3 750.3 740.7 747.0
PP 743.6 743.6 743.6 741.9
S1 732.2 732.2 737.3 728.9
S2 725.5 725.5 735.7
S3 707.4 714.1 734.0
S4 689.3 696.0 729.0
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
5 787.3 736.7 50.6 6.8% 21.0 2.8% 5% False False 295,714
10 796.8 736.7 60.1 8.1% 21.5 2.9% 4% False False 303,876
20 834.3 736.7 97.6 13.2% 20.8 2.8% 2% False False 288,758
40 858.0 736.7 121.3 16.4% 18.2 2.5% 2% False False 249,712
60 858.0 736.7 121.3 16.4% 17.2 2.3% 2% False False 206,858
80 858.0 736.7 121.3 16.4% 18.6 2.5% 2% False False 155,209
100 869.4 736.7 132.7 18.0% 17.7 2.4% 2% False False 124,242
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 831.8
2.618 802.3
1.618 784.2
1.000 773.0
0.618 766.1
HIGH 754.9
0.618 748.0
0.500 745.9
0.382 743.7
LOW 736.8
0.618 725.6
1.000 718.7
1.618 707.5
2.618 689.4
4.250 659.9
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 745.9 753.6
PP 743.6 748.7
S1 741.3 743.9

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

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