CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 771.3 765.3 -6.0 -0.8% 754.3
High 774.8 783.3 8.5 1.1% 783.3
Low 762.5 764.9 2.4 0.3% 730.0
Close 765.5 769.4 3.9 0.5% 769.4
Range 12.3 18.4 6.1 49.6% 53.3
ATR 21.0 20.8 -0.2 -0.9% 0.0
Volume 268,340 209,165 -59,175 -22.1% 1,067,331
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 827.7 817.0 779.5
R3 809.3 798.6 774.5
R2 790.9 790.9 772.8
R1 780.2 780.2 771.1 785.6
PP 772.5 772.5 772.5 775.2
S1 761.8 761.8 767.7 767.2
S2 754.1 754.1 766.0
S3 735.7 743.4 764.3
S4 717.3 725.0 759.3
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 920.8 898.4 798.7
R3 867.5 845.1 784.1
R2 814.2 814.2 779.2
R1 791.8 791.8 774.3 803.0
PP 760.9 760.9 760.9 766.5
S1 738.5 738.5 764.5 749.7
S2 707.6 707.6 759.6
S3 654.3 685.2 754.7
S4 601.0 631.9 740.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 783.3 730.0 53.3 6.9% 22.0 2.9% 74% True False 213,466
10 783.3 730.0 53.3 6.9% 21.7 2.8% 74% True False 253,111
20 809.3 730.0 79.3 10.3% 21.7 2.8% 50% False False 280,509
40 858.0 730.0 128.0 16.6% 19.9 2.6% 31% False False 252,573
60 858.0 730.0 128.0 16.6% 18.0 2.3% 31% False False 228,525
80 858.0 730.0 128.0 16.6% 18.5 2.4% 31% False False 171,547
100 869.4 730.0 139.4 18.1% 18.6 2.4% 28% False False 137,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 861.5
2.618 831.5
1.618 813.1
1.000 801.7
0.618 794.7
HIGH 783.3
0.618 776.3
0.500 774.1
0.382 771.9
LOW 764.9
0.618 753.5
1.000 746.5
1.618 735.1
2.618 716.7
4.250 686.7
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 774.1 766.9
PP 772.5 764.5
S1 771.0 762.0

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

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