CME eMini Russell 2000 Future December 2007


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Trading Metrics calculated at close of trading on 12-Dec-2007
Day Change Summary
Previous Current
11-Dec-2007 12-Dec-2007 Change Change % Previous Week
Open 794.4 766.0 -28.4 -3.6% 769.6
High 800.3 790.9 -9.4 -1.2% 791.5
Low 764.8 763.1 -1.7 -0.2% 748.7
Close 765.6 772.4 6.8 0.9% 787.0
Range 35.5 27.8 -7.7 -21.7% 42.8
ATR 19.8 20.4 0.6 2.9% 0.0
Volume 168,815 291,451 122,636 72.6% 1,077,049
Daily Pivots for day following 12-Dec-2007
Classic Woodie Camarilla DeMark
R4 858.9 843.4 787.7
R3 831.1 815.6 780.0
R2 803.3 803.3 777.5
R1 787.8 787.8 774.9 795.6
PP 775.5 775.5 775.5 779.3
S1 760.0 760.0 769.9 767.8
S2 747.7 747.7 767.3
S3 719.9 732.2 764.8
S4 692.1 704.4 757.1
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 904.1 888.4 810.5
R3 861.3 845.6 798.8
R2 818.5 818.5 794.8
R1 802.8 802.8 790.9 810.7
PP 775.7 775.7 775.7 779.7
S1 760.0 760.0 783.1 767.9
S2 732.9 732.9 779.2
S3 690.1 717.2 775.2
S4 647.3 674.4 763.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.3 763.1 37.2 4.8% 22.1 2.9% 25% False True 216,236
10 800.3 748.7 51.6 6.7% 18.3 2.4% 46% False False 218,988
20 800.3 730.0 70.3 9.1% 20.3 2.6% 60% False False 237,563
40 837.5 730.0 107.5 13.9% 20.7 2.7% 39% False False 257,030
60 858.0 730.0 128.0 16.6% 18.1 2.3% 33% False False 242,930
80 858.0 730.0 128.0 16.6% 17.6 2.3% 33% False False 192,922
100 858.0 730.0 128.0 16.6% 19.2 2.5% 33% False False 154,399
120 869.4 730.0 139.4 18.0% 17.7 2.3% 30% False False 128,718
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 909.1
2.618 863.7
1.618 835.9
1.000 818.7
0.618 808.1
HIGH 790.9
0.618 780.3
0.500 777.0
0.382 773.7
LOW 763.1
0.618 745.9
1.000 735.3
1.618 718.1
2.618 690.3
4.250 645.0
Fisher Pivots for day following 12-Dec-2007
Pivot 1 day 3 day
R1 777.0 781.7
PP 775.5 778.6
S1 773.9 775.5

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

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