CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 745.0 760.0 15.0 2.0% 765.6
High 747.2 767.1 19.9 2.7% 773.4
Low 743.5 736.9 -6.6 -0.9% 741.0
Close 758.0 737.1 -20.9 -2.8% 758.0
Range 3.7 30.2 26.5 716.2% 32.4
ATR 17.2 18.1 0.9 5.4% 0.0
Volume 724 200 -524 -72.4% 1,891
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 837.6 817.6 753.7
R3 807.4 787.4 745.4
R2 777.2 777.2 742.6
R1 757.2 757.2 739.9 752.1
PP 747.0 747.0 747.0 744.5
S1 727.0 727.0 734.3 721.9
S2 716.8 716.8 731.6
S3 686.6 696.8 728.8
S4 656.4 666.6 720.5
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 854.7 838.7 775.8
R3 822.3 806.3 766.9
R2 789.9 789.9 763.9
R1 773.9 773.9 761.0 765.7
PP 757.5 757.5 757.5 753.4
S1 741.5 741.5 755.0 733.3
S2 725.1 725.1 752.1
S3 692.7 709.1 749.1
S4 660.3 676.7 740.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 767.1 736.9 30.2 4.1% 14.4 1.9% 1% True True 347
10 800.5 736.9 63.6 8.6% 17.5 2.4% 0% False True 296
20 838.5 736.9 101.6 13.8% 19.1 2.6% 0% False True 240
40 863.7 736.9 126.8 17.2% 17.0 2.3% 0% False True 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 895.5
2.618 846.2
1.618 816.0
1.000 797.3
0.618 785.8
HIGH 767.1
0.618 755.6
0.500 752.0
0.382 748.4
LOW 736.9
0.618 718.2
1.000 706.7
1.618 688.0
2.618 657.8
4.250 608.6
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 752.0 752.0
PP 747.0 747.0
S1 742.1 742.1

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

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