CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 15-Nov-2007

Day Change Summary
	Previous	Current
	14-Nov-2007	15-Nov-2007	Change	Change %	Previous Week
Open	794.0	785.0	-9.0	-1.1%	803.5
High	800.5	787.5	-13.0	-1.6%	812.6
Low	784.8	770.7	-14.1	-1.8%	768.0
Close	789.8	777.2	-12.6	-1.6%	777.9
Range	15.7	16.8	1.1	7.0%	44.6
ATR	19.1	19.1	0.0	0.0%	0.0
Volume	156	144	-12	-7.7%	1,243

Daily Pivots for day following 15-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	828.9	819.8	786.4
R3	812.1	803.0	781.8
R2	795.3	795.3	780.3
R1	786.2	786.2	778.7	782.4
PP	778.5	778.5	778.5	776.5
S1	769.4	769.4	775.7	765.6
S2	761.7	761.7	774.1
S3	744.9	752.6	772.6
S4	728.1	735.8	768.0

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	4.4%	20.1	2.6%	31%	False	False	166
10	813.7	766.5	47.2	6.1%	20.8	2.7%	23%	False	False	214
20	838.5	766.5	72.0	9.3%	20.4	2.6%	15%	False	False	158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	858.9
2.618	831.5
1.618	814.7
1.000	804.3
0.618	797.9
HIGH	787.5
0.618	781.1
0.500	779.1
0.382	777.1
LOW	770.7
0.618	760.3
1.000	753.9
1.618	743.5
2.618	726.7
4.250	699.3

Fisher Pivots for day following 15-Nov-2007
Pivot	1 day	3 day
R1	779.1	783.5
PP	778.5	781.4
S1	777.8	779.3

Download as Excel Spreadsheet

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

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