CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 13-Nov-2007

Day Change Summary
	Previous	Current
	12-Nov-2007	13-Nov-2007	Change	Change %	Previous Week
Open	778.6	770.0	-8.6	-1.1%	803.5
High	789.9	796.5	6.6	0.8%	812.6
Low	769.7	766.5	-3.2	-0.4%	768.0
Close	769.9	794.0	24.1	3.1%	777.9
Range	20.2	30.0	9.8	48.5%	44.6
ATR	18.5	19.3	0.8	4.4%	0.0
Volume	151	163	12	7.9%	1,243

Daily Pivots for day following 13-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	875.7	864.8	810.5
R3	845.7	834.8	802.3
R2	815.7	815.7	799.5
R1	804.8	804.8	796.8	810.3
PP	785.7	785.7	785.7	788.4
S1	774.8	774.8	791.3	780.3
S2	755.7	755.7	788.5
S3	725.7	744.8	785.8
S4	695.7	714.8	777.5

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	766.5	46.1	5.8%	24.7	3.1%	60%	False	True	216
10	838.5	766.5	72.0	9.1%	22.7	2.9%	38%	False	True	196
20	843.3	766.5	76.8	9.7%	20.2	2.5%	36%	False	True	149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	924.0
2.618	875.0
1.618	845.0
1.000	826.5
0.618	815.0
HIGH	796.5
0.618	785.0
0.500	781.5
0.382	778.0
LOW	766.5
0.618	748.0
1.000	736.5
1.618	718.0
2.618	688.0
4.250	639.0

Fisher Pivots for day following 13-Nov-2007
Pivot	1 day	3 day
R1	789.8	789.8
PP	785.7	785.7
S1	781.5	781.5

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