CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 831.6 826.5 -5.1 -0.6% 797.1
High 831.6 838.5 6.9 0.8% 831.6
Low 820.6 818.5 -2.1 -0.3% 791.9
Close 823.2 836.9 13.7 1.7% 831.2
Range 11.0 20.0 9.0 81.8% 39.7
ATR 14.8 15.2 0.4 2.5% 0.0
Volume 40 38 -2 -5.0% 713
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 891.3 884.1 847.9
R3 871.3 864.1 842.4
R2 851.3 851.3 840.6
R1 844.1 844.1 838.7 847.7
PP 831.3 831.3 831.3 833.1
S1 824.1 824.1 835.1 827.7
S2 811.3 811.3 833.2
S3 791.3 804.1 831.4
S4 771.3 784.1 825.9
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
5 838.5 807.0 31.5 3.8% 15.1 1.8% 95% True False 103
10 838.5 791.9 46.6 5.6% 17.8 2.1% 97% True False 101
20 863.7 791.9 71.8 8.6% 15.7 1.9% 63% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 923.5
2.618 890.9
1.618 870.9
1.000 858.5
0.618 850.9
HIGH 838.5
0.618 830.9
0.500 828.5
0.382 826.1
LOW 818.5
0.618 806.1
1.000 798.5
1.618 786.1
2.618 766.1
4.250 733.5
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 834.1 834.1
PP 831.3 831.3
S1 828.5 828.5

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

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