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

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