CME eMini Russell 2000 Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 769.6 759.5 -10.1 -1.3% 754.3
High 773.4 761.1 -12.3 -1.6% 783.3
Low 760.0 748.7 -11.3 -1.5% 730.0
Close 760.3 753.4 -6.9 -0.9% 769.4
Range 13.4 12.4 -1.0 -7.5% 53.3
ATR 20.3 19.7 -0.6 -2.8% 0.0
Volume 248,117 182,100 -66,017 -26.6% 1,067,331
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 791.6 784.9 760.2
R3 779.2 772.5 756.8
R2 766.8 766.8 755.7
R1 760.1 760.1 754.5 757.3
PP 754.4 754.4 754.4 753.0
S1 747.7 747.7 752.3 744.9
S2 742.0 742.0 751.1
S3 729.6 735.3 750.0
S4 717.2 722.9 746.6
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 920.8 898.4 798.7
R3 867.5 845.1 784.1
R2 814.2 814.2 779.2
R1 791.8 791.8 774.3 803.0
PP 760.9 760.9 760.9 766.5
S1 738.5 738.5 764.5 749.7
S2 707.6 707.6 759.6
S3 654.3 685.2 754.7
S4 601.0 631.9 740.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 783.3 740.7 42.6 5.7% 17.7 2.4% 30% False False 232,843
10 783.3 730.0 53.3 7.1% 20.0 2.7% 44% False False 234,600
20 806.0 730.0 76.0 10.1% 21.2 2.8% 31% False False 265,556
40 858.0 730.0 128.0 17.0% 19.8 2.6% 18% False False 255,043
60 858.0 730.0 128.0 17.0% 17.7 2.3% 18% False False 235,531
80 858.0 730.0 128.0 17.0% 18.1 2.4% 18% False False 176,915
100 868.7 730.0 138.7 18.4% 18.6 2.5% 17% False False 141,610
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 813.8
2.618 793.6
1.618 781.2
1.000 773.5
0.618 768.8
HIGH 761.1
0.618 756.4
0.500 754.9
0.382 753.4
LOW 748.7
0.618 741.0
1.000 736.3
1.618 728.6
2.618 716.2
4.250 696.0
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 754.9 766.0
PP 754.4 761.8
S1 753.9 757.6

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

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