CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 12-Nov-2007

Day Change Summary
	Previous	Current
	09-Nov-2007	12-Nov-2007	Change	Change %	Previous Week
Open	786.1	778.6	-7.5	-1.0%	803.5
High	788.7	789.9	1.2	0.2%	812.6
Low	770.7	769.7	-1.0	-0.1%	768.0
Close	777.9	769.9	-8.0	-1.0%	777.9
Range	18.0	20.2	2.2	12.2%	44.6
ATR	18.4	18.5	0.1	0.7%	0.0
Volume	218	151	-67	-30.7%	1,243

Daily Pivots for day following 12-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	837.1	823.7	781.0
R3	816.9	803.5	775.5
R2	796.7	796.7	773.6
R1	783.3	783.3	771.8	779.9
PP	776.5	776.5	776.5	774.8
S1	763.1	763.1	768.0	759.7
S2	756.3	756.3	766.2
S3	736.1	742.9	764.3
S4	715.9	722.7	758.8

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	920.0	893.5	802.4
R3	875.4	848.9	790.2
R2	830.8	830.8	786.1
R1	804.3	804.3	782.0	795.3
PP	786.2	786.2	786.2	781.6
S1	759.7	759.7	773.8	750.7
S2	741.6	741.6	769.7
S3	697.0	715.1	765.6
S4	652.4	670.5	753.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	812.6	768.0	44.6	5.8%	22.6	2.9%	4%	False	False	225
10	838.5	768.0	70.5	9.2%	20.8	2.7%	3%	False	False	184
20	845.3	768.0	77.3	10.0%	19.3	2.5%	2%	False	False	145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	875.8
2.618	842.8
1.618	822.6
1.000	810.1
0.618	802.4
HIGH	789.9
0.618	782.2
0.500	779.8
0.382	777.4
LOW	769.7
0.618	757.2
1.000	749.5
1.618	737.0
2.618	716.8
4.250	683.9

Fisher Pivots for day following 12-Nov-2007
Pivot	1 day	3 day
R1	779.8	779.9
PP	776.5	776.6
S1	773.2	773.2

Download as Excel Spreadsheet

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

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