CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 30-Nov-2007

Day Change Summary
	Previous	Current
	29-Nov-2007	30-Nov-2007	Change	Change %	Previous Week
Open	775.6	767.6	-8.0	-1.0%	760.0
High	777.5	785.7	8.2	1.1%	785.7
Low	766.4	767.6	1.2	0.2%	735.0
Close	769.0	773.0	4.0	0.5%	773.0
Range	11.1	18.1	7.0	63.1%	50.7
ATR	18.4	18.4	0.0	-0.1%	0.0
Volume	904	332	-572	-63.3%	2,322

Daily Pivots for day following 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	829.7	819.5	783.0
R3	811.6	801.4	778.0
R2	793.5	793.5	776.3
R1	783.3	783.3	774.7	788.4
PP	775.4	775.4	775.4	778.0
S1	765.2	765.2	771.3	770.3
S2	757.3	757.3	769.7
S3	739.2	747.1	768.0
S4	721.1	729.0	763.0

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	916.7	895.5	800.9
R3	866.0	844.8	786.9
R2	815.3	815.3	782.3
R1	794.1	794.1	777.6	804.7
PP	764.6	764.6	764.6	769.9
S1	743.4	743.4	768.4	754.0
S2	713.9	713.9	763.7
S3	663.2	692.7	759.1
S4	612.5	642.0	745.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	785.7	735.0	50.7	6.6%	21.6	2.8%	75%	True	False	464
10	785.7	735.0	50.7	6.6%	17.1	2.2%	75%	True	False	421
20	812.6	735.0	77.6	10.0%	18.9	2.4%	49%	False	False	323
40	863.7	735.0	128.7	16.6%	17.9	2.3%	30%	False	False	218

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	3.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	862.6
2.618	833.1
1.618	815.0
1.000	803.8
0.618	796.9
HIGH	785.7
0.618	778.8
0.500	776.7
0.382	774.5
LOW	767.6
0.618	756.4
1.000	749.5
1.618	738.3
2.618	720.2
4.250	690.7

Fisher Pivots for day following 30-Nov-2007
Pivot	1 day	3 day
R1	776.7	770.2
PP	775.4	767.4
S1	774.2	764.7

Download as Excel Spreadsheet

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

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