CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
850.2 |
840.3 |
-9.9 |
-1.2% |
850.0 |
| High |
858.0 |
849.7 |
-8.3 |
-1.0% |
858.0 |
| Low |
835.0 |
837.5 |
2.5 |
0.3% |
835.0 |
| Close |
840.5 |
846.8 |
6.3 |
0.7% |
846.8 |
| Range |
23.0 |
12.2 |
-10.8 |
-47.0% |
23.0 |
| ATR |
14.4 |
14.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
166,331 |
292,480 |
126,149 |
75.8% |
949,577 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.3 |
876.2 |
853.5 |
|
| R3 |
869.1 |
864.0 |
850.2 |
|
| R2 |
856.9 |
856.9 |
849.0 |
|
| R1 |
851.8 |
851.8 |
847.9 |
854.4 |
| PP |
844.7 |
844.7 |
844.7 |
845.9 |
| S1 |
839.6 |
839.6 |
845.7 |
842.2 |
| S2 |
832.5 |
832.5 |
844.6 |
|
| S3 |
820.3 |
827.4 |
843.4 |
|
| S4 |
808.1 |
815.2 |
840.1 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
915.6 |
904.2 |
859.5 |
|
| R3 |
892.6 |
881.2 |
853.1 |
|
| R2 |
869.6 |
869.6 |
851.0 |
|
| R1 |
858.2 |
858.2 |
848.9 |
852.4 |
| PP |
846.6 |
846.6 |
846.6 |
843.7 |
| S1 |
835.2 |
835.2 |
844.7 |
829.4 |
| S2 |
823.6 |
823.6 |
842.6 |
|
| S3 |
800.6 |
812.2 |
840.5 |
|
| S4 |
777.6 |
789.2 |
834.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
858.0 |
835.0 |
23.0 |
2.7% |
12.7 |
1.5% |
51% |
False |
False |
189,915 |
| 10 |
858.0 |
808.1 |
49.9 |
5.9% |
13.3 |
1.6% |
78% |
False |
False |
190,060 |
| 20 |
858.0 |
777.5 |
80.5 |
9.5% |
13.6 |
1.6% |
86% |
False |
False |
215,733 |
| 40 |
858.0 |
764.4 |
93.6 |
11.1% |
15.1 |
1.8% |
88% |
False |
False |
117,345 |
| 60 |
863.5 |
743.5 |
120.0 |
14.2% |
18.2 |
2.1% |
86% |
False |
False |
78,341 |
| 80 |
869.4 |
743.5 |
125.9 |
14.9% |
16.2 |
1.9% |
82% |
False |
False |
58,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901.6 |
|
2.618 |
881.6 |
|
1.618 |
869.4 |
|
1.000 |
861.9 |
|
0.618 |
857.2 |
|
HIGH |
849.7 |
|
0.618 |
845.0 |
|
0.500 |
843.6 |
|
0.382 |
842.2 |
|
LOW |
837.5 |
|
0.618 |
830.0 |
|
1.000 |
825.3 |
|
1.618 |
817.8 |
|
2.618 |
805.6 |
|
4.250 |
785.7 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
845.7 |
846.7 |
| PP |
844.7 |
846.6 |
| S1 |
843.6 |
846.5 |
|