CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 20-Nov-2007

Day Change Summary
	Previous	Current
	19-Nov-2007	20-Nov-2007	Change	Change %	Previous Week
Open	765.6	757.9	-7.7	-1.0%	778.6
High	773.4	762.7	-10.7	-1.4%	800.5
Low	752.1	741.0	-11.1	-1.5%	764.9
Close	754.6	758.1	3.5	0.5%	770.7
Range	21.3	21.7	0.4	1.9%	35.6
ATR	19.3	19.4	0.2	0.9%	0.0
Volume	353	110	-243	-68.8%	1,021

Daily Pivots for day following 20-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	819.0	810.3	770.0
R3	797.3	788.6	764.1
R2	775.6	775.6	762.1
R1	766.9	766.9	760.1	771.3
PP	753.9	753.9	753.9	756.1
S1	745.2	745.2	756.1	749.6
S2	732.2	732.2	754.1
S3	710.5	723.5	752.1
S4	688.8	701.8	746.2

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	741.0	59.5	7.8%	19.0	2.5%	29%	False	True	234
10	812.6	741.0	71.6	9.4%	21.8	2.9%	24%	False	True	225
20	838.5	741.0	97.5	12.9%	19.9	2.6%	18%	False	True	183
40	863.7	741.0	122.7	16.2%	17.0	2.2%	14%	False	True	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	854.9
2.618	819.5
1.618	797.8
1.000	784.4
0.618	776.1
HIGH	762.7
0.618	754.4
0.500	751.9
0.382	749.3
LOW	741.0
0.618	727.6
1.000	719.3
1.618	705.9
2.618	684.2
4.250	648.8

Fisher Pivots for day following 20-Nov-2007
Pivot	1 day	3 day
R1	756.0	762.6
PP	753.9	761.1
S1	751.9	759.6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols