CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 754.3 733.6 -20.7 -2.7% 767.5
High 762.9 747.6 -15.3 -2.0% 770.5
Low 733.1 730.0 -3.1 -0.4% 736.7
Close 733.5 743.6 10.1 1.4% 755.0
Range 29.8 17.6 -12.2 -40.9% 33.8
ATR 21.1 20.9 -0.3 -1.2% 0.0
Volume 84,227 249,104 164,877 195.8% 1,164,895
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 793.2 786.0 753.3
R3 775.6 768.4 748.4
R2 758.0 758.0 746.8
R1 750.8 750.8 745.2 754.4
PP 740.4 740.4 740.4 742.2
S1 733.2 733.2 742.0 736.8
S2 722.8 722.8 740.4
S3 705.2 715.6 738.8
S4 687.6 698.0 733.9
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 855.5 839.0 773.6
R3 821.7 805.2 764.3
R2 787.9 787.9 761.2
R1 771.4 771.4 758.1 762.8
PP 754.1 754.1 754.1 749.7
S1 737.6 737.6 751.9 729.0
S2 720.3 720.3 748.8
S3 686.5 703.8 745.7
S4 652.7 670.0 736.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 762.9 730.0 32.9 4.4% 22.2 3.0% 41% False True 236,356
10 796.8 730.0 66.8 9.0% 22.1 3.0% 20% False True 258,263
20 834.3 730.0 104.3 14.0% 22.0 3.0% 13% False True 275,258
40 858.0 730.0 128.0 17.2% 18.9 2.5% 11% False True 249,469
60 858.0 730.0 128.0 17.2% 17.6 2.4% 11% False True 216,400
80 858.0 730.0 128.0 17.2% 18.6 2.5% 11% False True 162,381
100 869.4 730.0 139.4 18.7% 18.3 2.5% 10% False True 129,979
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 822.4
2.618 793.7
1.618 776.1
1.000 765.2
0.618 758.5
HIGH 747.6
0.618 740.9
0.500 738.8
0.382 736.7
LOW 730.0
0.618 719.1
1.000 712.4
1.618 701.5
2.618 683.9
4.250 655.2
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 742.0 746.5
PP 740.4 745.5
S1 738.8 744.6

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

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