CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 800.0 807.4 7.4 0.9% 830.5
High 810.2 812.6 2.4 0.3% 838.5
Low 790.7 781.0 -9.7 -1.2% 793.8
Close 810.1 784.9 -25.2 -3.1% 805.3
Range 19.5 31.6 12.1 62.1% 44.7
ATR 17.0 18.0 1.0 6.2% 0.0
Volume 208 278 70 33.7% 561
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 887.6 867.9 802.3
R3 856.0 836.3 793.6
R2 824.4 824.4 790.7
R1 804.7 804.7 787.8 798.8
PP 792.8 792.8 792.8 789.9
S1 773.1 773.1 782.0 767.2
S2 761.2 761.2 779.1
S3 729.6 741.5 776.2
S4 698.0 709.9 767.5
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
5 831.4 781.0 50.4 6.4% 23.0 2.9% 8% False True 224
10 838.5 781.0 57.5 7.3% 19.0 2.4% 7% False True 163
20 863.7 781.0 82.7 10.5% 18.8 2.4% 5% False True 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 946.9
2.618 895.3
1.618 863.7
1.000 844.2
0.618 832.1
HIGH 812.6
0.618 800.5
0.500 796.8
0.382 793.1
LOW 781.0
0.618 761.5
1.000 749.4
1.618 729.9
2.618 698.3
4.250 646.7
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 796.8 796.8
PP 792.8 792.8
S1 788.9 788.9

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

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