CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 799.7 803.5 3.8 0.5% 830.5
High 813.7 803.5 -10.2 -1.3% 838.5
Low 793.8 790.7 -3.1 -0.4% 793.8
Close 805.3 796.3 -9.0 -1.1% 805.3
Range 19.9 12.8 -7.1 -35.7% 44.7
ATR 16.9 16.8 -0.2 -1.0% 0.0
Volume 287 268 -19 -6.6% 561
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 835.2 828.6 803.3
R3 822.4 815.8 799.8
R2 809.6 809.6 798.6
R1 803.0 803.0 797.5 799.9
PP 796.8 796.8 796.8 795.3
S1 790.2 790.2 795.1 787.1
S2 784.0 784.0 794.0
S3 771.2 777.4 792.8
S4 758.4 764.6 789.3
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 946.6 920.7 829.9
R3 901.9 876.0 817.6
R2 857.2 857.2 813.5
R1 831.3 831.3 809.4 821.9
PP 812.5 812.5 812.5 807.9
S1 786.6 786.6 801.2 777.2
S2 767.8 767.8 797.1
S3 723.1 741.9 793.0
S4 678.4 697.2 780.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.5 790.7 47.8 6.0% 19.0 2.4% 12% False True 142
10 838.5 790.7 47.8 6.0% 17.2 2.2% 12% False True 133
20 863.7 790.7 73.0 9.2% 17.2 2.2% 8% False True 116
Crabel Price Patterns
NR True
NR4 True
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 3.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 857.9
2.618 837.0
1.618 824.2
1.000 816.3
0.618 811.4
HIGH 803.5
0.618 798.6
0.500 797.1
0.382 795.6
LOW 790.7
0.618 782.8
1.000 777.9
1.618 770.0
2.618 757.2
4.250 736.3
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 797.1 811.1
PP 796.8 806.1
S1 796.6 801.2

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

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