CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 16-Nov-2007

Day Change Summary
	Previous	Current
	15-Nov-2007	16-Nov-2007	Change	Change %	Previous Week
Open	785.0	772.9	-12.1	-1.5%	778.6
High	787.5	784.2	-3.3	-0.4%	800.5
Low	770.7	764.9	-5.8	-0.8%	764.9
Close	777.2	770.7	-6.5	-0.8%	770.7
Range	16.8	19.3	2.5	14.9%	35.6
ATR	19.1	19.1	0.0	0.1%	0.0
Volume	144	407	263	182.6%	1,021

Daily Pivots for day following 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	831.2	820.2	781.3
R3	811.9	800.9	776.0
R2	792.6	792.6	774.2
R1	781.6	781.6	772.5	777.5
PP	773.3	773.3	773.3	771.2
S1	762.3	762.3	768.9	758.2
S2	754.0	754.0	767.2
S3	734.7	743.0	765.4
S4	715.4	723.7	760.1

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	885.5	863.7	790.3
R3	849.9	828.1	780.5
R2	814.3	814.3	777.2
R1	792.5	792.5	774.0	785.6
PP	778.7	778.7	778.7	775.3
S1	756.9	756.9	767.4	750.0
S2	743.1	743.1	764.2
S3	707.5	721.3	760.9
S4	671.9	685.7	751.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	800.5	764.9	35.6	4.6%	20.4	2.6%	16%	False	True	204
10	812.6	764.9	47.7	6.2%	20.8	2.7%	12%	False	True	226
20	838.5	764.9	73.6	9.5%	19.8	2.6%	8%	False	True	176

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	5.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	866.2
2.618	834.7
1.618	815.4
1.000	803.5
0.618	796.1
HIGH	784.2
0.618	776.8
0.500	774.6
0.382	772.3
LOW	764.9
0.618	753.0
1.000	745.6
1.618	733.7
2.618	714.4
4.250	682.9

Fisher Pivots for day following 16-Nov-2007
Pivot	1 day	3 day
R1	774.6	782.7
PP	773.3	778.7
S1	772.0	774.7

Download as Excel Spreadsheet

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

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