CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 773.1 767.5 -5.6 -0.7% 772.6
High 780.0 770.5 -9.5 -1.2% 796.8
Low 759.6 747.6 -12.0 -1.6% 759.6
Close 766.7 750.6 -16.1 -2.1% 766.7
Range 20.4 22.9 2.5 12.3% 37.2
ATR 20.1 20.3 0.2 1.0% 0.0
Volume 298,891 316,442 17,551 5.9% 1,381,133
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 824.9 810.7 763.2
R3 802.0 787.8 756.9
R2 779.1 779.1 754.8
R1 764.9 764.9 752.7 760.6
PP 756.2 756.2 756.2 754.1
S1 742.0 742.0 748.5 737.7
S2 733.3 733.3 746.4
S3 710.4 719.1 744.3
S4 687.5 696.2 738.0
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 886.0 863.5 787.2
R3 848.8 826.3 776.9
R2 811.6 811.6 773.5
R1 789.1 789.1 770.1 781.8
PP 774.4 774.4 774.4 770.7
S1 751.9 751.9 763.3 744.6
S2 737.2 737.2 759.9
S3 700.0 714.7 756.5
S4 662.8 677.5 746.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.8 747.6 49.2 6.6% 21.9 2.9% 6% False True 280,170
10 806.0 747.6 58.4 7.8% 22.4 3.0% 5% False True 296,511
20 834.3 747.6 86.7 11.6% 20.5 2.7% 3% False True 284,916
40 858.0 747.6 110.4 14.7% 17.7 2.4% 3% False True 244,399
60 858.0 747.6 110.4 14.7% 17.1 2.3% 3% False True 196,743
80 858.0 743.5 114.5 15.3% 18.6 2.5% 6% False False 147,621
100 869.4 743.5 125.9 16.8% 17.5 2.3% 6% False False 118,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 867.8
2.618 830.5
1.618 807.6
1.000 793.4
0.618 784.7
HIGH 770.5
0.618 761.8
0.500 759.1
0.382 756.3
LOW 747.6
0.618 733.4
1.000 724.7
1.618 710.5
2.618 687.6
4.250 650.3
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 759.1 767.5
PP 756.2 761.8
S1 753.4 756.2

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

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