CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
772.6 |
765.4 |
-7.2 |
-0.9% |
800.4 |
| High |
785.9 |
792.4 |
6.5 |
0.8% |
806.0 |
| Low |
764.7 |
763.6 |
-1.1 |
-0.1% |
763.1 |
| Close |
765.4 |
789.5 |
24.1 |
3.1% |
773.4 |
| Range |
21.2 |
28.8 |
7.6 |
35.8% |
42.9 |
| ATR |
19.6 |
20.2 |
0.7 |
3.4% |
0.0 |
| Volume |
296,723 |
277,751 |
-18,972 |
-6.4% |
1,620,158 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.2 |
857.7 |
805.3 |
|
| R3 |
839.4 |
828.9 |
797.4 |
|
| R2 |
810.6 |
810.6 |
794.8 |
|
| R1 |
800.1 |
800.1 |
792.1 |
805.4 |
| PP |
781.8 |
781.8 |
781.8 |
784.5 |
| S1 |
771.3 |
771.3 |
786.9 |
776.6 |
| S2 |
753.0 |
753.0 |
784.2 |
|
| S3 |
724.2 |
742.5 |
781.6 |
|
| S4 |
695.4 |
713.7 |
773.7 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
909.5 |
884.4 |
797.0 |
|
| R3 |
866.6 |
841.5 |
785.2 |
|
| R2 |
823.7 |
823.7 |
781.3 |
|
| R1 |
798.6 |
798.6 |
777.3 |
789.7 |
| PP |
780.8 |
780.8 |
780.8 |
776.4 |
| S1 |
755.7 |
755.7 |
769.5 |
746.8 |
| S2 |
737.9 |
737.9 |
765.5 |
|
| S3 |
695.0 |
712.8 |
761.6 |
|
| S4 |
652.1 |
669.9 |
749.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
805.6 |
763.1 |
42.5 |
5.4% |
24.6 |
3.1% |
62% |
False |
False |
312,674 |
| 10 |
834.3 |
763.1 |
71.2 |
9.0% |
23.8 |
3.0% |
37% |
False |
False |
302,560 |
| 20 |
837.5 |
763.1 |
74.4 |
9.4% |
21.1 |
2.7% |
35% |
False |
False |
276,498 |
| 40 |
858.0 |
763.1 |
94.9 |
12.0% |
17.0 |
2.2% |
28% |
False |
False |
245,613 |
| 60 |
858.0 |
763.1 |
94.9 |
12.0% |
16.7 |
2.1% |
28% |
False |
False |
178,042 |
| 80 |
858.0 |
743.5 |
114.5 |
14.5% |
18.9 |
2.4% |
40% |
False |
False |
133,609 |
| 100 |
869.4 |
743.5 |
125.9 |
15.9% |
17.2 |
2.2% |
37% |
False |
False |
106,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
914.8 |
|
2.618 |
867.8 |
|
1.618 |
839.0 |
|
1.000 |
821.2 |
|
0.618 |
810.2 |
|
HIGH |
792.4 |
|
0.618 |
781.4 |
|
0.500 |
778.0 |
|
0.382 |
774.6 |
|
LOW |
763.6 |
|
0.618 |
745.8 |
|
1.000 |
734.8 |
|
1.618 |
717.0 |
|
2.618 |
688.2 |
|
4.250 |
641.2 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
785.7 |
785.7 |
| PP |
781.8 |
781.8 |
| S1 |
778.0 |
778.0 |
|