CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
851.4 |
850.2 |
-1.2 |
-0.1% |
810.5 |
| High |
851.7 |
858.0 |
6.3 |
0.7% |
853.2 |
| Low |
843.4 |
835.0 |
-8.4 |
-1.0% |
808.1 |
| Close |
850.3 |
840.5 |
-9.8 |
-1.2% |
850.2 |
| Range |
8.3 |
23.0 |
14.7 |
177.1% |
45.1 |
| ATR |
13.7 |
14.4 |
0.7 |
4.9% |
0.0 |
| Volume |
167,266 |
166,331 |
-935 |
-0.6% |
951,023 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
913.5 |
900.0 |
853.2 |
|
| R3 |
890.5 |
877.0 |
846.8 |
|
| R2 |
867.5 |
867.5 |
844.7 |
|
| R1 |
854.0 |
854.0 |
842.6 |
849.3 |
| PP |
844.5 |
844.5 |
844.5 |
842.1 |
| S1 |
831.0 |
831.0 |
838.4 |
826.3 |
| S2 |
821.5 |
821.5 |
836.3 |
|
| S3 |
798.5 |
808.0 |
834.2 |
|
| S4 |
775.5 |
785.0 |
827.9 |
|
|
| 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 |
858.0 |
832.7 |
25.3 |
3.0% |
14.4 |
1.7% |
31% |
True |
False |
156,416 |
| 10 |
858.0 |
808.1 |
49.9 |
5.9% |
13.4 |
1.6% |
65% |
True |
False |
177,607 |
| 20 |
858.0 |
775.2 |
82.8 |
9.9% |
13.7 |
1.6% |
79% |
True |
False |
213,315 |
| 40 |
858.0 |
743.5 |
114.5 |
13.6% |
15.7 |
1.9% |
85% |
True |
False |
110,039 |
| 60 |
866.0 |
743.5 |
122.5 |
14.6% |
18.1 |
2.2% |
79% |
False |
False |
73,473 |
| 80 |
869.4 |
743.5 |
125.9 |
15.0% |
16.2 |
1.9% |
77% |
False |
False |
55,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
955.8 |
|
2.618 |
918.2 |
|
1.618 |
895.2 |
|
1.000 |
881.0 |
|
0.618 |
872.2 |
|
HIGH |
858.0 |
|
0.618 |
849.2 |
|
0.500 |
846.5 |
|
0.382 |
843.8 |
|
LOW |
835.0 |
|
0.618 |
820.8 |
|
1.000 |
812.0 |
|
1.618 |
797.8 |
|
2.618 |
774.8 |
|
4.250 |
737.3 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
846.5 |
846.5 |
| PP |
844.5 |
844.5 |
| S1 |
842.5 |
842.5 |
|