CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 31-Oct-2007

Day Change Summary
	Previous	Current
	30-Oct-2007	31-Oct-2007	Change	Change %	Previous Week
Open	831.6	826.5	-5.1	-0.6%	797.1
High	831.6	838.5	6.9	0.8%	831.6
Low	820.6	818.5	-2.1	-0.3%	791.9
Close	823.2	836.9	13.7	1.7%	831.2
Range	11.0	20.0	9.0	81.8%	39.7
ATR	14.8	15.2	0.4	2.5%	0.0
Volume	40	38	-2	-5.0%	713

Daily Pivots for day following 31-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.3	884.1	847.9
R3	871.3	864.1	842.4
R2	851.3	851.3	840.6
R1	844.1	844.1	838.7	847.7
PP	831.3	831.3	831.3	833.1
S1	824.1	824.1	835.1	827.7
S2	811.3	811.3	833.2
S3	791.3	804.1	831.4
S4	771.3	784.1	825.9

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	937.3	924.0	853.0
R3	897.6	884.3	842.1
R2	857.9	857.9	838.5
R1	844.6	844.6	834.8	851.3
PP	818.2	818.2	818.2	821.6
S1	804.9	804.9	827.6	811.6
S2	778.5	778.5	823.9
S3	738.8	765.2	820.3
S4	699.1	725.5	809.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.5	807.0	31.5	3.8%	15.1	1.8%	95%	True	False	103
10	838.5	791.9	46.6	5.6%	17.8	2.1%	97%	True	False	101
20	863.7	791.9	71.8	8.6%	15.7	1.9%	63%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	923.5
2.618	890.9
1.618	870.9
1.000	858.5
0.618	850.9
HIGH	838.5
0.618	830.9
0.500	828.5
0.382	826.1
LOW	818.5
0.618	806.1
1.000	798.5
1.618	786.1
2.618	766.1
4.250	733.5

Fisher Pivots for day following 31-Oct-2007
Pivot	1 day	3 day
R1	834.1	834.1
PP	831.3	831.3
S1	828.5	828.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols