CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 775.0 788.7 13.7 1.8% 774.1
High 791.2 795.0 3.8 0.5% 795.0
Low 765.2 785.7 20.5 2.7% 752.7
Close 789.4 790.7 1.3 0.2% 790.7
Range 26.0 9.3 -16.7 -64.2% 42.3
ATR 18.1 17.5 -0.6 -3.5% 0.0
Volume 2,242 9,855 7,613 339.6% 14,454
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 818.4 813.8 795.8
R3 809.1 804.5 793.3
R2 799.8 799.8 792.4
R1 795.2 795.2 791.6 797.5
PP 790.5 790.5 790.5 791.6
S1 785.9 785.9 789.8 788.2
S2 781.2 781.2 789.0
S3 771.9 776.6 788.1
S4 762.6 767.3 785.6
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 906.4 890.8 814.0
R3 864.1 848.5 802.3
R2 821.8 821.8 798.5
R1 806.2 806.2 794.6 814.0
PP 779.5 779.5 779.5 783.4
S1 763.9 763.9 786.8 771.7
S2 737.2 737.2 782.9
S3 694.9 721.6 779.1
S4 652.6 679.3 767.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 795.0 752.7 42.3 5.3% 15.2 1.9% 90% True False 2,890
10 795.0 735.0 60.0 7.6% 18.4 2.3% 93% True False 1,677
20 800.5 735.0 65.5 8.3% 17.4 2.2% 85% False False 984
40 853.8 735.0 118.8 15.0% 18.3 2.3% 47% False False 564
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 834.5
2.618 819.3
1.618 810.0
1.000 804.3
0.618 800.7
HIGH 795.0
0.618 791.4
0.500 790.4
0.382 789.3
LOW 785.7
0.618 780.0
1.000 776.4
1.618 770.7
2.618 761.4
4.250 746.2
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 790.6 785.8
PP 790.5 780.8
S1 790.4 775.9

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

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