CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 830.5 831.6 1.1 0.1% 797.1
High 835.3 831.6 -3.7 -0.4% 831.6
Low 825.1 820.6 -4.5 -0.5% 791.9
Close 830.7 823.2 -7.5 -0.9% 831.2
Range 10.2 11.0 0.8 7.8% 39.7
ATR 15.1 14.8 -0.3 -1.9% 0.0
Volume 115 40 -75 -65.2% 713
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 858.1 851.7 829.3
R3 847.1 840.7 826.2
R2 836.1 836.1 825.2
R1 829.7 829.7 824.2 827.4
PP 825.1 825.1 825.1 824.0
S1 818.7 818.7 822.2 816.4
S2 814.1 814.1 821.2
S3 803.1 807.7 820.2
S4 792.1 796.7 817.2
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
5 835.3 803.0 32.3 3.9% 15.1 1.8% 63% False False 108
10 843.3 791.9 51.4 6.2% 17.6 2.1% 61% False False 102
20 863.7 791.9 71.8 8.7% 15.1 1.8% 44% False False 97
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 878.4
2.618 860.4
1.618 849.4
1.000 842.6
0.618 838.4
HIGH 831.6
0.618 827.4
0.500 826.1
0.382 824.8
LOW 820.6
0.618 813.8
1.000 809.6
1.618 802.8
2.618 791.8
4.250 773.9
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 826.1 825.6
PP 825.1 824.8
S1 824.2 824.0

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

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