CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
828.5 |
831.1 |
2.6 |
0.3% |
850.0 |
| High |
837.5 |
832.3 |
-5.2 |
-0.6% |
858.0 |
| Low |
818.5 |
821.7 |
3.2 |
0.4% |
835.0 |
| Close |
830.4 |
828.5 |
-1.9 |
-0.2% |
846.8 |
| Range |
19.0 |
10.6 |
-8.4 |
-44.2% |
23.0 |
| ATR |
14.8 |
14.5 |
-0.3 |
-2.0% |
0.0 |
| Volume |
204,696 |
251,553 |
46,857 |
22.9% |
949,577 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.3 |
854.5 |
834.3 |
|
| R3 |
848.7 |
843.9 |
831.4 |
|
| R2 |
838.1 |
838.1 |
830.4 |
|
| R1 |
833.3 |
833.3 |
829.5 |
830.4 |
| PP |
827.5 |
827.5 |
827.5 |
826.1 |
| S1 |
822.7 |
822.7 |
827.5 |
819.8 |
| S2 |
816.9 |
816.9 |
826.6 |
|
| S3 |
806.3 |
812.1 |
825.6 |
|
| S4 |
795.7 |
801.5 |
822.7 |
|
|
| 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 |
849.7 |
818.5 |
31.2 |
3.8% |
14.9 |
1.8% |
32% |
False |
False |
241,653 |
| 10 |
858.0 |
818.5 |
39.5 |
4.8% |
14.7 |
1.8% |
25% |
False |
False |
199,034 |
| 20 |
858.0 |
801.8 |
56.2 |
6.8% |
12.9 |
1.6% |
48% |
False |
False |
200,576 |
| 40 |
858.0 |
764.4 |
93.6 |
11.3% |
14.7 |
1.8% |
68% |
False |
False |
140,211 |
| 60 |
858.0 |
743.5 |
114.5 |
13.8% |
17.9 |
2.2% |
74% |
False |
False |
93,572 |
| 80 |
869.4 |
743.5 |
125.9 |
15.2% |
16.2 |
2.0% |
68% |
False |
False |
70,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.4 |
|
2.618 |
860.1 |
|
1.618 |
849.5 |
|
1.000 |
842.9 |
|
0.618 |
838.9 |
|
HIGH |
832.3 |
|
0.618 |
828.3 |
|
0.500 |
827.0 |
|
0.382 |
825.7 |
|
LOW |
821.7 |
|
0.618 |
815.1 |
|
1.000 |
811.1 |
|
1.618 |
804.5 |
|
2.618 |
793.9 |
|
4.250 |
776.7 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
828.0 |
829.1 |
| PP |
827.5 |
828.9 |
| S1 |
827.0 |
828.7 |
|