CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 770.0 794.0 24.0 3.1% 803.5
High 796.5 800.5 4.0 0.5% 812.6
Low 766.5 784.8 18.3 2.4% 768.0
Close 794.0 789.8 -4.2 -0.5% 777.9
Range 30.0 15.7 -14.3 -47.7% 44.6
ATR 19.3 19.1 -0.3 -1.3% 0.0
Volume 163 156 -7 -4.3% 1,243
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 838.8 830.0 798.4
R3 823.1 814.3 794.1
R2 807.4 807.4 792.7
R1 798.6 798.6 791.2 795.2
PP 791.7 791.7 791.7 790.0
S1 782.9 782.9 788.4 779.5
S2 776.0 776.0 786.9
S3 760.3 767.2 785.5
S4 744.6 751.5 781.2
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
5 800.5 766.5 34.0 4.3% 21.5 2.7% 69% True False 191
10 831.4 766.5 64.9 8.2% 22.3 2.8% 36% False False 208
20 838.5 766.5 72.0 9.1% 20.0 2.5% 32% False False 154
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 867.2
2.618 841.6
1.618 825.9
1.000 816.2
0.618 810.2
HIGH 800.5
0.618 794.5
0.500 792.7
0.382 790.8
LOW 784.8
0.618 775.1
1.000 769.1
1.618 759.4
2.618 743.7
4.250 718.1
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 792.7 787.7
PP 791.7 785.6
S1 790.8 783.5

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

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