CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 823.9 820.7 -3.2 -0.4% 851.9
High 827.3 823.0 -4.3 -0.5% 853.8
Low 814.2 803.0 -11.2 -1.4% 804.3
Close 825.5 820.0 -5.5 -0.7% 803.2
Range 13.1 20.0 6.9 52.7% 49.5
ATR 14.6 15.2 0.6 3.8% 0.0
Volume 114 65 -49 -43.0% 375
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 875.3 867.7 831.0
R3 855.3 847.7 825.5
R2 835.3 835.3 823.7
R1 827.7 827.7 821.8 821.5
PP 815.3 815.3 815.3 812.3
S1 807.7 807.7 818.2 801.5
S2 795.3 795.3 816.3
S3 775.3 787.7 814.5
S4 755.3 767.7 809.0
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 968.9 935.6 830.4
R3 919.4 886.1 816.8
R2 869.9 869.9 812.3
R1 836.6 836.6 807.7 828.5
PP 820.4 820.4 820.4 816.4
S1 787.1 787.1 798.7 779.0
S2 770.9 770.9 794.1
S3 721.4 737.6 789.6
S4 671.9 688.1 776.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.2 791.9 45.3 5.5% 20.4 2.5% 62% False False 99
10 863.7 791.9 71.8 8.8% 18.6 2.3% 39% False False 83
20 863.7 791.9 71.8 8.8% 14.7 1.8% 39% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 908.0
2.618 875.4
1.618 855.4
1.000 843.0
0.618 835.4
HIGH 823.0
0.618 815.4
0.500 813.0
0.382 810.6
LOW 803.0
0.618 790.6
1.000 783.0
1.618 770.6
2.618 750.6
4.250 718.0
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 817.7 816.5
PP 815.3 813.1
S1 813.0 809.6

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

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