CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 765.3 769.6 4.3 0.6% 754.3
High 783.3 773.4 -9.9 -1.3% 783.3
Low 764.9 760.0 -4.9 -0.6% 730.0
Close 769.4 760.3 -9.1 -1.2% 769.4
Range 18.4 13.4 -5.0 -27.2% 53.3
ATR 20.8 20.3 -0.5 -2.5% 0.0
Volume 209,165 248,117 38,952 18.6% 1,067,331
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 804.8 795.9 767.7
R3 791.4 782.5 764.0
R2 778.0 778.0 762.8
R1 769.1 769.1 761.5 766.9
PP 764.6 764.6 764.6 763.4
S1 755.7 755.7 759.1 753.5
S2 751.2 751.2 757.8
S3 737.8 742.3 756.6
S4 724.4 728.9 752.9
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 7.0% 18.8 2.5% 57% False False 246,244
10 783.3 730.0 53.3 7.0% 21.0 2.8% 57% False False 248,034
20 806.0 730.0 76.0 10.0% 21.3 2.8% 40% False False 274,081
40 858.0 730.0 128.0 16.8% 19.7 2.6% 24% False False 255,652
60 858.0 730.0 128.0 16.8% 17.9 2.3% 24% False False 232,551
80 858.0 730.0 128.0 16.8% 18.4 2.4% 24% False False 174,641
100 869.4 730.0 139.4 18.3% 18.6 2.4% 22% False False 139,790
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 830.4
2.618 808.5
1.618 795.1
1.000 786.8
0.618 781.7
HIGH 773.4
0.618 768.3
0.500 766.7
0.382 765.1
LOW 760.0
0.618 751.7
1.000 746.6
1.618 738.3
2.618 724.9
4.250 703.1
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 766.7 771.7
PP 764.6 767.9
S1 762.4 764.1

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

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