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

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

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