CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
850.0 |
844.2 |
-5.8 |
-0.7% |
810.5 |
| High |
850.8 |
852.4 |
1.6 |
0.2% |
853.2 |
| Low |
841.3 |
841.8 |
0.5 |
0.1% |
808.1 |
| Close |
844.4 |
851.6 |
7.2 |
0.9% |
850.2 |
| Range |
9.5 |
10.6 |
1.1 |
11.6% |
45.1 |
| ATR |
14.4 |
14.1 |
-0.3 |
-1.9% |
0.0 |
| Volume |
206,439 |
117,061 |
-89,378 |
-43.3% |
951,023 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.4 |
876.6 |
857.4 |
|
| R3 |
869.8 |
866.0 |
854.5 |
|
| R2 |
859.2 |
859.2 |
853.5 |
|
| R1 |
855.4 |
855.4 |
852.6 |
857.3 |
| PP |
848.6 |
848.6 |
848.6 |
849.6 |
| S1 |
844.8 |
844.8 |
850.6 |
846.7 |
| S2 |
838.0 |
838.0 |
849.7 |
|
| S3 |
827.4 |
834.2 |
848.7 |
|
| S4 |
816.8 |
823.6 |
845.8 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.5 |
956.4 |
875.0 |
|
| R3 |
927.4 |
911.3 |
862.6 |
|
| R2 |
882.3 |
882.3 |
858.5 |
|
| R1 |
866.2 |
866.2 |
854.3 |
874.3 |
| PP |
837.2 |
837.2 |
837.2 |
841.2 |
| S1 |
821.1 |
821.1 |
846.1 |
829.2 |
| S2 |
792.1 |
792.1 |
841.9 |
|
| S3 |
747.0 |
776.0 |
837.8 |
|
| S4 |
701.9 |
730.9 |
825.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
853.2 |
828.4 |
24.8 |
2.9% |
11.3 |
1.3% |
94% |
False |
False |
166,214 |
| 10 |
853.2 |
808.0 |
45.2 |
5.3% |
12.0 |
1.4% |
96% |
False |
False |
183,382 |
| 20 |
853.2 |
775.2 |
78.0 |
9.2% |
13.2 |
1.6% |
98% |
False |
False |
201,347 |
| 40 |
853.2 |
743.5 |
109.7 |
12.9% |
16.1 |
1.9% |
99% |
False |
False |
101,704 |
| 60 |
867.8 |
743.5 |
124.3 |
14.6% |
17.9 |
2.1% |
87% |
False |
False |
67,925 |
| 80 |
869.4 |
743.5 |
125.9 |
14.8% |
16.1 |
1.9% |
86% |
False |
False |
50,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
897.5 |
|
2.618 |
880.2 |
|
1.618 |
869.6 |
|
1.000 |
863.0 |
|
0.618 |
859.0 |
|
HIGH |
852.4 |
|
0.618 |
848.4 |
|
0.500 |
847.1 |
|
0.382 |
845.8 |
|
LOW |
841.8 |
|
0.618 |
835.2 |
|
1.000 |
831.2 |
|
1.618 |
824.6 |
|
2.618 |
814.0 |
|
4.250 |
796.8 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
850.1 |
848.7 |
| PP |
848.6 |
845.8 |
| S1 |
847.1 |
843.0 |
|