CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 788.7 790.3 1.6 0.2% 774.1
High 795.0 799.2 4.2 0.5% 795.0
Low 785.7 785.9 0.2 0.0% 752.7
Close 790.7 798.4 7.7 1.0% 790.7
Range 9.3 13.3 4.0 43.0% 42.3
ATR 17.5 17.2 -0.3 -1.7% 0.0
Volume 9,855 11,547 1,692 17.2% 14,454
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 834.4 829.7 805.7
R3 821.1 816.4 802.1
R2 807.8 807.8 800.8
R1 803.1 803.1 799.6 805.5
PP 794.5 794.5 794.5 795.7
S1 789.8 789.8 797.2 792.2
S2 781.2 781.2 796.0
S3 767.9 776.5 794.7
S4 754.6 763.2 791.1
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
5 799.2 752.7 46.5 5.8% 15.1 1.9% 98% True False 5,047
10 799.2 735.0 64.2 8.0% 16.7 2.1% 99% True False 2,812
20 800.5 735.0 65.5 8.2% 17.1 2.1% 97% False False 1,554
40 845.3 735.0 110.3 13.8% 18.2 2.3% 57% False False 849
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 855.7
2.618 834.0
1.618 820.7
1.000 812.5
0.618 807.4
HIGH 799.2
0.618 794.1
0.500 792.6
0.382 791.0
LOW 785.9
0.618 777.7
1.000 772.6
1.618 764.4
2.618 751.1
4.250 729.4
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 796.5 793.0
PP 794.5 787.6
S1 792.6 782.2

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

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