CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 759.5 753.4 -6.1 -0.8% 754.3
High 761.1 769.1 8.0 1.1% 783.3
Low 748.7 753.3 4.6 0.6% 730.0
Close 753.4 767.4 14.0 1.9% 769.4
Range 12.4 15.8 3.4 27.4% 53.3
ATR 19.7 19.4 -0.3 -1.4% 0.0
Volume 182,100 200,984 18,884 10.4% 1,067,331
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 810.7 804.8 776.1
R3 794.9 789.0 771.7
R2 779.1 779.1 770.3
R1 773.2 773.2 768.8 776.2
PP 763.3 763.3 763.3 764.7
S1 757.4 757.4 766.0 760.4
S2 747.5 747.5 764.5
S3 731.7 741.6 763.1
S4 715.9 725.8 758.7
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
5 783.3 748.7 34.6 4.5% 14.5 1.9% 54% False False 221,741
10 783.3 730.0 53.3 6.9% 19.3 2.5% 70% False False 226,640
20 805.6 730.0 75.6 9.9% 21.0 2.7% 49% False False 261,672
40 858.0 730.0 128.0 16.7% 19.9 2.6% 29% False False 257,141
60 858.0 730.0 128.0 16.7% 17.7 2.3% 29% False False 238,543
80 858.0 730.0 128.0 16.7% 18.0 2.3% 29% False False 179,423
100 867.8 730.0 137.8 18.0% 18.7 2.4% 27% False False 143,612
120 869.4 730.0 139.4 18.2% 17.4 2.3% 27% False False 119,711
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 836.3
2.618 810.5
1.618 794.7
1.000 784.9
0.618 778.9
HIGH 769.1
0.618 763.1
0.500 761.2
0.382 759.3
LOW 753.3
0.618 743.5
1.000 737.5
1.618 727.7
2.618 711.9
4.250 686.2
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 765.3 765.3
PP 763.3 763.2
S1 761.2 761.1

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

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