CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
814.7 |
826.4 |
11.7 |
1.4% |
798.0 |
| High |
827.2 |
831.1 |
3.9 |
0.5% |
827.2 |
| Low |
811.0 |
820.3 |
9.3 |
1.1% |
785.3 |
| Close |
826.7 |
826.2 |
-0.5 |
-0.1% |
826.7 |
| Range |
16.2 |
10.8 |
-5.4 |
-33.3% |
41.9 |
| ATR |
17.1 |
16.7 |
-0.5 |
-2.6% |
0.0 |
| Volume |
290,361 |
203,452 |
-86,909 |
-29.9% |
1,478,481 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.3 |
853.0 |
832.1 |
|
| R3 |
847.5 |
842.2 |
829.2 |
|
| R2 |
836.7 |
836.7 |
828.2 |
|
| R1 |
831.4 |
831.4 |
827.2 |
828.7 |
| PP |
825.9 |
825.9 |
825.9 |
824.5 |
| S1 |
820.6 |
820.6 |
825.2 |
817.9 |
| S2 |
815.1 |
815.1 |
824.2 |
|
| S3 |
804.3 |
809.8 |
823.2 |
|
| S4 |
793.5 |
799.0 |
820.3 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938.8 |
924.6 |
849.7 |
|
| R3 |
896.9 |
882.7 |
838.2 |
|
| R2 |
855.0 |
855.0 |
834.4 |
|
| R1 |
840.8 |
840.8 |
830.5 |
847.9 |
| PP |
813.1 |
813.1 |
813.1 |
816.6 |
| S1 |
798.9 |
798.9 |
822.9 |
806.0 |
| S2 |
771.2 |
771.2 |
819.0 |
|
| S3 |
729.3 |
757.0 |
815.2 |
|
| S4 |
687.4 |
715.1 |
803.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.1 |
797.8 |
33.3 |
4.0% |
16.3 |
2.0% |
85% |
True |
False |
274,988 |
| 10 |
839.6 |
785.3 |
54.3 |
6.6% |
18.7 |
2.3% |
75% |
False |
False |
258,485 |
| 20 |
858.0 |
785.3 |
72.7 |
8.8% |
15.8 |
1.9% |
56% |
False |
False |
223,681 |
| 40 |
858.0 |
764.4 |
93.6 |
11.3% |
15.4 |
1.9% |
66% |
False |
False |
186,971 |
| 60 |
858.0 |
743.5 |
114.5 |
13.9% |
17.5 |
2.1% |
72% |
False |
False |
124,755 |
| 80 |
869.4 |
743.5 |
125.9 |
15.2% |
17.3 |
2.1% |
66% |
False |
False |
93,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.0 |
|
2.618 |
859.4 |
|
1.618 |
848.6 |
|
1.000 |
841.9 |
|
0.618 |
837.8 |
|
HIGH |
831.1 |
|
0.618 |
827.0 |
|
0.500 |
825.7 |
|
0.382 |
824.4 |
|
LOW |
820.3 |
|
0.618 |
813.6 |
|
1.000 |
809.5 |
|
1.618 |
802.8 |
|
2.618 |
792.0 |
|
4.250 |
774.4 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
826.0 |
823.0 |
| PP |
825.9 |
819.8 |
| S1 |
825.7 |
816.7 |
|