CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 830.1 797.1 -33.0 -4.0% 826.4
High 831.4 809.3 -22.1 -2.7% 834.3
Low 795.1 788.8 -6.3 -0.8% 788.8
Close 796.9 800.7 3.8 0.5% 800.7
Range 36.3 20.5 -15.8 -43.5% 45.5
ATR 18.2 18.4 0.2 0.9% 0.0
Volume 259,807 376,674 116,867 45.0% 1,209,109
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 861.1 851.4 812.0
R3 840.6 830.9 806.3
R2 820.1 820.1 804.5
R1 810.4 810.4 802.6 815.3
PP 799.6 799.6 799.6 802.0
S1 789.9 789.9 798.8 794.8
S2 779.1 779.1 796.9
S3 758.6 769.4 795.1
S4 738.1 748.9 789.4
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 944.4 918.1 825.7
R3 898.9 872.6 813.2
R2 853.4 853.4 809.0
R1 827.1 827.1 804.9 817.5
PP 807.9 807.9 807.9 803.2
S1 781.6 781.6 796.5 772.0
S2 762.4 762.4 792.4
S3 716.9 736.1 788.2
S4 671.4 690.6 775.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834.3 788.8 45.5 5.7% 20.2 2.5% 26% False True 241,821
10 834.3 785.3 49.0 6.1% 20.3 2.5% 31% False False 268,759
20 858.0 785.3 72.7 9.1% 18.0 2.3% 21% False False 237,222
40 858.0 764.4 93.6 11.7% 16.1 2.0% 39% False False 211,785
60 858.0 743.5 114.5 14.3% 17.4 2.2% 50% False False 141,495
80 869.4 743.5 125.9 15.7% 17.9 2.2% 45% False False 106,217
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 5.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 896.4
2.618 863.0
1.618 842.5
1.000 829.8
0.618 822.0
HIGH 809.3
0.618 801.5
0.500 799.1
0.382 796.6
LOW 788.8
0.618 776.1
1.000 768.3
1.618 755.6
2.618 735.1
4.250 701.7
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 800.2 811.6
PP 799.6 807.9
S1 799.1 804.3

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

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