CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 745.0 745.0 0.0 0.0% 765.6
High 747.0 747.2 0.2 0.0% 773.4
Low 745.0 743.5 -1.5 -0.2% 741.0
Close 747.0 758.0 11.0 1.5% 758.0
Range 2.0 3.7 1.7 85.0% 32.4
ATR 18.2 17.2 -1.0 -5.7% 0.0
Volume 352 724 372 105.7% 1,891
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 760.7 763.0 760.0
R3 757.0 759.3 759.0
R2 753.3 753.3 758.7
R1 755.6 755.6 758.3 754.5
PP 749.6 749.6 749.6 749.0
S1 751.9 751.9 757.7 750.8
S2 745.9 745.9 757.3
S3 742.2 748.2 757.0
S4 738.5 744.5 756.0
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 854.7 838.7 775.8
R3 822.3 806.3 766.9
R2 789.9 789.9 763.9
R1 773.9 773.9 761.0 765.7
PP 757.5 757.5 757.5 753.4
S1 741.5 741.5 755.0 733.3
S2 725.1 725.1 752.1
S3 692.7 709.1 749.1
S4 660.3 676.7 740.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 773.4 741.0 32.4 4.3% 12.6 1.7% 52% False False 378
10 800.5 741.0 59.5 7.8% 16.5 2.2% 29% False False 291
20 838.5 741.0 97.5 12.9% 18.1 2.4% 17% False False 235
40 863.7 741.0 122.7 16.2% 16.8 2.2% 14% False False 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 762.9
2.618 756.9
1.618 753.2
1.000 750.9
0.618 749.5
HIGH 747.2
0.618 745.8
0.500 745.4
0.382 744.9
LOW 743.5
0.618 741.2
1.000 739.8
1.618 737.5
2.618 733.8
4.250 727.8
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 753.8 754.7
PP 749.6 751.5
S1 745.4 748.2

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

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