CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 772.6 765.4 -7.2 -0.9% 800.4
High 785.9 792.4 6.5 0.8% 806.0
Low 764.7 763.6 -1.1 -0.1% 763.1
Close 765.4 789.5 24.1 3.1% 773.4
Range 21.2 28.8 7.6 35.8% 42.9
ATR 19.6 20.2 0.7 3.4% 0.0
Volume 296,723 277,751 -18,972 -6.4% 1,620,158
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 868.2 857.7 805.3
R3 839.4 828.9 797.4
R2 810.6 810.6 794.8
R1 800.1 800.1 792.1 805.4
PP 781.8 781.8 781.8 784.5
S1 771.3 771.3 786.9 776.6
S2 753.0 753.0 784.2
S3 724.2 742.5 781.6
S4 695.4 713.7 773.7
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 909.5 884.4 797.0
R3 866.6 841.5 785.2
R2 823.7 823.7 781.3
R1 798.6 798.6 777.3 789.7
PP 780.8 780.8 780.8 776.4
S1 755.7 755.7 769.5 746.8
S2 737.9 737.9 765.5
S3 695.0 712.8 761.6
S4 652.1 669.9 749.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 805.6 763.1 42.5 5.4% 24.6 3.1% 62% False False 312,674
10 834.3 763.1 71.2 9.0% 23.8 3.0% 37% False False 302,560
20 837.5 763.1 74.4 9.4% 21.1 2.7% 35% False False 276,498
40 858.0 763.1 94.9 12.0% 17.0 2.2% 28% False False 245,613
60 858.0 763.1 94.9 12.0% 16.7 2.1% 28% False False 178,042
80 858.0 743.5 114.5 14.5% 18.9 2.4% 40% False False 133,609
100 869.4 743.5 125.9 15.9% 17.2 2.2% 37% False False 106,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 914.8
2.618 867.8
1.618 839.0
1.000 821.2
0.618 810.2
HIGH 792.4
0.618 781.4
0.500 778.0
0.382 774.6
LOW 763.6
0.618 745.8
1.000 734.8
1.618 717.0
2.618 688.2
4.250 641.2
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 785.7 785.7
PP 781.8 781.8
S1 778.0 778.0

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

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