CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 743.7 771.3 27.6 3.7% 767.5
High 772.8 774.8 2.0 0.3% 770.5
Low 740.7 762.5 21.8 2.9% 736.7
Close 771.6 765.5 -6.1 -0.8% 755.0
Range 32.1 12.3 -19.8 -61.7% 33.8
ATR 21.7 21.0 -0.7 -3.1% 0.0
Volume 256,495 268,340 11,845 4.6% 1,164,895
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 804.5 797.3 772.3
R3 792.2 785.0 768.9
R2 779.9 779.9 767.8
R1 772.7 772.7 766.6 770.2
PP 767.6 767.6 767.6 766.3
S1 760.4 760.4 764.4 757.9
S2 755.3 755.3 763.2
S3 743.0 748.1 762.1
S4 730.7 735.8 758.7
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
5 774.8 730.0 44.8 5.9% 23.0 3.0% 79% True False 219,815
10 787.3 730.0 57.3 7.5% 22.0 2.9% 62% False False 257,765
20 831.4 730.0 101.4 13.2% 22.6 2.9% 35% False False 283,041
40 858.0 730.0 128.0 16.7% 19.6 2.6% 28% False False 251,850
60 858.0 730.0 128.0 16.7% 17.9 2.3% 28% False False 225,081
80 858.0 730.0 128.0 16.7% 18.6 2.4% 28% False False 168,935
100 869.4 730.0 139.4 18.2% 18.5 2.4% 25% False False 135,223
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 4.2
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 827.1
2.618 807.0
1.618 794.7
1.000 787.1
0.618 782.4
HIGH 774.8
0.618 770.1
0.500 768.7
0.382 767.2
LOW 762.5
0.618 754.9
1.000 750.2
1.618 742.6
2.618 730.3
4.250 710.2
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 768.7 761.1
PP 767.6 756.8
S1 766.6 752.4

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

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