CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 12-Dec-2007

Day Change Summary
	Previous	Current
	11-Dec-2007	12-Dec-2007	Change	Change %	Previous Week
Open	798.5	770.6	-27.9	-3.5%	774.1
High	803.4	794.4	-9.0	-1.1%	795.0
Low	768.7	767.0	-1.7	-0.2%	752.7
Close	769.5	776.3	6.8	0.9%	790.7
Range	34.7	27.4	-7.3	-21.0%	42.3
ATR	18.4	19.1	0.6	3.5%	0.0
Volume	12,495	24,098	11,603	92.9%	14,454

Daily Pivots for day following 12-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	861.4	846.3	791.4
R3	834.0	818.9	783.8
R2	806.6	806.6	781.3
R1	791.5	791.5	778.8	799.1
PP	779.2	779.2	779.2	783.0
S1	764.1	764.1	773.8	771.7
S2	751.8	751.8	771.3
S3	724.4	736.7	768.8
S4	697.0	709.3	761.2

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	803.4	765.2	38.2	4.9%	22.1	2.9%	29%	False	False	12,047
10	803.4	752.7	50.7	6.5%	18.1	2.3%	47%	False	False	6,383
20	803.4	735.0	68.4	8.8%	17.9	2.3%	60%	False	False	3,367
40	838.5	735.0	103.5	13.3%	19.0	2.4%	40%	False	False	1,761

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	3.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	910.9
2.618	866.1
1.618	838.7
1.000	821.8
0.618	811.3
HIGH	794.4
0.618	783.9
0.500	780.7
0.382	777.5
LOW	767.0
0.618	750.1
1.000	739.6
1.618	722.7
2.618	695.3
4.250	650.6

Fisher Pivots for day following 12-Dec-2007
Pivot	1 day	3 day
R1	780.7	785.2
PP	779.2	782.2
S1	777.8	779.3

Download as Excel Spreadsheet

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

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