CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 772.9 765.6 -7.3 -0.9% 778.6
High 784.2 773.4 -10.8 -1.4% 800.5
Low 764.9 752.1 -12.8 -1.7% 764.9
Close 770.7 754.6 -16.1 -2.1% 770.7
Range 19.3 21.3 2.0 10.4% 35.6
ATR 19.1 19.3 0.2 0.8% 0.0
Volume 407 353 -54 -13.3% 1,021
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 823.9 810.6 766.3
R3 802.6 789.3 760.5
R2 781.3 781.3 758.5
R1 768.0 768.0 756.6 764.0
PP 760.0 760.0 760.0 758.1
S1 746.7 746.7 752.6 742.7
S2 738.7 738.7 750.7
S3 717.4 725.4 748.7
S4 696.1 704.1 742.9
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
5 800.5 752.1 48.4 6.4% 20.6 2.7% 5% False True 244
10 812.6 752.1 60.5 8.0% 21.6 2.9% 4% False True 234
20 838.5 752.1 86.4 11.4% 19.4 2.6% 3% False True 183
40 863.7 752.1 111.6 14.8% 16.6 2.2% 2% False True 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 863.9
2.618 829.2
1.618 807.9
1.000 794.7
0.618 786.6
HIGH 773.4
0.618 765.3
0.500 762.8
0.382 760.2
LOW 752.1
0.618 738.9
1.000 730.8
1.618 717.6
2.618 696.3
4.250 661.6
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 762.8 769.8
PP 760.0 764.7
S1 757.3 759.7

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

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