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

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

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