CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 763.0 756.8 -6.2 -0.8% 760.0
High 764.0 772.4 8.4 1.1% 785.7
Low 752.7 756.8 4.1 0.5% 735.0
Close 756.9 771.0 14.1 1.9% 773.0
Range 11.3 15.6 4.3 38.1% 50.7
ATR 17.6 17.5 -0.1 -0.8% 0.0
Volume 1,096 498 -598 -54.6% 2,322
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 813.5 807.9 779.6
R3 797.9 792.3 775.3
R2 782.3 782.3 773.9
R1 776.7 776.7 772.4 779.5
PP 766.7 766.7 766.7 768.2
S1 761.1 761.1 769.6 763.9
S2 751.1 751.1 768.1
S3 735.5 745.5 766.7
S4 719.9 729.9 762.4
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
5 785.7 752.7 33.0 4.3% 14.0 1.8% 55% False False 718
10 785.7 735.0 50.7 6.6% 15.4 2.0% 71% False False 575
20 800.5 735.0 65.5 8.5% 17.8 2.3% 55% False False 404
40 863.7 735.0 128.7 16.7% 18.3 2.4% 28% False False 263
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 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 838.7
2.618 813.2
1.618 797.6
1.000 788.0
0.618 782.0
HIGH 772.4
0.618 766.4
0.500 764.6
0.382 762.8
LOW 756.8
0.618 747.2
1.000 741.2
1.618 731.6
2.618 716.0
4.250 690.5
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 768.9 768.9
PP 766.7 766.7
S1 764.6 764.6

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

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