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

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

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