CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 767.6 774.1 6.5 0.8% 760.0
High 785.7 776.4 -9.3 -1.2% 785.7
Low 767.6 762.4 -5.2 -0.7% 735.0
Close 773.0 763.9 -9.1 -1.2% 773.0
Range 18.1 14.0 -4.1 -22.7% 50.7
ATR 18.4 18.1 -0.3 -1.7% 0.0
Volume 332 763 431 129.8% 2,322
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 809.6 800.7 771.6
R3 795.6 786.7 767.8
R2 781.6 781.6 766.5
R1 772.7 772.7 765.2 770.2
PP 767.6 767.6 767.6 766.3
S1 758.7 758.7 762.6 756.2
S2 753.6 753.6 761.3
S3 739.6 744.7 760.1
S4 725.6 730.7 756.2
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% 18.3 2.4% 57% False False 577
10 785.7 735.0 50.7 6.6% 16.3 2.1% 57% False False 462
20 812.6 735.0 77.6 10.2% 19.0 2.5% 37% False False 348
40 863.7 735.0 128.7 16.8% 18.1 2.4% 22% False False 232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 835.9
2.618 813.1
1.618 799.1
1.000 790.4
0.618 785.1
HIGH 776.4
0.618 771.1
0.500 769.4
0.382 767.7
LOW 762.4
0.618 753.7
1.000 748.4
1.618 739.7
2.618 725.7
4.250 702.9
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 769.4 774.1
PP 767.6 770.7
S1 765.7 767.3

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

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