CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 740.7 754.3 13.6 1.8% 767.5
High 761.4 762.9 1.5 0.2% 770.5
Low 738.3 733.1 -5.2 -0.7% 736.7
Close 755.0 733.5 -21.5 -2.8% 755.0
Range 23.1 29.8 6.7 29.0% 33.8
ATR 20.5 21.1 0.7 3.3% 0.0
Volume 240,912 84,227 -156,685 -65.0% 1,164,895
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 832.6 812.8 749.9
R3 802.8 783.0 741.7
R2 773.0 773.0 739.0
R1 753.2 753.2 736.2 748.2
PP 743.2 743.2 743.2 740.7
S1 723.4 723.4 730.8 718.4
S2 713.4 713.4 728.0
S3 683.6 693.6 725.3
S4 653.8 663.8 717.1
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 855.5 839.0 773.6
R3 821.7 805.2 764.3
R2 787.9 787.9 761.2
R1 771.4 771.4 758.1 762.8
PP 754.1 754.1 754.1 749.7
S1 737.6 737.6 751.9 729.0
S2 720.3 720.3 748.8
S3 686.5 703.8 745.7
S4 652.7 670.0 736.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770.5 733.1 37.4 5.1% 23.3 3.2% 1% False True 249,824
10 796.8 733.1 63.7 8.7% 22.4 3.1% 1% False True 263,025
20 834.3 733.1 101.2 13.8% 21.7 3.0% 0% False True 272,976
40 858.0 733.1 124.9 17.0% 19.1 2.6% 0% False True 248,647
60 858.0 733.1 124.9 17.0% 17.5 2.4% 0% False True 212,262
80 858.0 733.1 124.9 17.0% 18.8 2.6% 0% False True 159,268
100 869.4 733.1 136.3 18.6% 18.2 2.5% 0% False True 127,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 889.6
2.618 840.9
1.618 811.1
1.000 792.7
0.618 781.3
HIGH 762.9
0.618 751.5
0.500 748.0
0.382 744.5
LOW 733.1
0.618 714.7
1.000 703.3
1.618 684.9
2.618 655.1
4.250 606.5
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 748.0 748.0
PP 743.2 743.2
S1 738.3 738.3

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

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