CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 822.8 818.5 -4.3 -0.5% 797.1
High 825.4 831.6 6.2 0.8% 831.6
Low 807.0 815.9 8.9 1.1% 791.9
Close 818.3 831.2 12.9 1.6% 831.2
Range 18.4 15.7 -2.7 -14.7% 39.7
ATR 15.4 15.5 0.0 0.1% 0.0
Volume 281 41 -240 -85.4% 713
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 873.3 868.0 839.8
R3 857.6 852.3 835.5
R2 841.9 841.9 834.1
R1 836.6 836.6 832.6 839.3
PP 826.2 826.2 826.2 827.6
S1 820.9 820.9 829.8 823.6
S2 810.5 810.5 828.3
S3 794.8 805.2 826.9
S4 779.1 789.5 822.6
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 937.3 924.0 853.0
R3 897.6 884.3 842.1
R2 857.9 857.9 838.5
R1 844.6 844.6 834.8 851.3
PP 818.2 818.2 818.2 821.6
S1 804.9 804.9 827.6 811.6
S2 778.5 778.5 823.9
S3 738.8 765.2 820.3
S4 699.1 725.5 809.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.6 791.9 39.7 4.8% 19.3 2.3% 99% True False 142
10 853.8 791.9 61.9 7.4% 18.7 2.2% 63% False False 108
20 863.7 791.9 71.8 8.6% 15.5 1.9% 55% False False 99
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 2.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 898.3
2.618 872.7
1.618 857.0
1.000 847.3
0.618 841.3
HIGH 831.6
0.618 825.6
0.500 823.8
0.382 821.9
LOW 815.9
0.618 806.2
1.000 800.2
1.618 790.5
2.618 774.8
4.250 749.2
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 828.7 826.6
PP 826.2 821.9
S1 823.8 817.3

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

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