CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
831.1 |
828.2 |
-2.9 |
-0.3% |
847.6 |
| High |
832.3 |
829.6 |
-2.7 |
-0.3% |
848.8 |
| Low |
821.7 |
797.6 |
-24.1 |
-2.9% |
797.6 |
| Close |
828.5 |
798.2 |
-30.3 |
-3.7% |
798.2 |
| Range |
10.6 |
32.0 |
21.4 |
201.9% |
51.2 |
| ATR |
14.5 |
15.8 |
1.2 |
8.6% |
0.0 |
| Volume |
251,553 |
191,498 |
-60,055 |
-23.9% |
1,107,284 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.5 |
883.3 |
815.8 |
|
| R3 |
872.5 |
851.3 |
807.0 |
|
| R2 |
840.5 |
840.5 |
804.1 |
|
| R1 |
819.3 |
819.3 |
801.1 |
813.9 |
| PP |
808.5 |
808.5 |
808.5 |
805.8 |
| S1 |
787.3 |
787.3 |
795.3 |
781.9 |
| S2 |
776.5 |
776.5 |
792.3 |
|
| S3 |
744.5 |
755.3 |
789.4 |
|
| S4 |
712.5 |
723.3 |
780.6 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.5 |
934.5 |
826.4 |
|
| R3 |
917.3 |
883.3 |
812.3 |
|
| R2 |
866.1 |
866.1 |
807.6 |
|
| R1 |
832.1 |
832.1 |
802.9 |
823.5 |
| PP |
814.9 |
814.9 |
814.9 |
810.6 |
| S1 |
780.9 |
780.9 |
793.5 |
772.3 |
| S2 |
763.7 |
763.7 |
788.8 |
|
| S3 |
712.5 |
729.7 |
784.1 |
|
| S4 |
661.3 |
678.5 |
770.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.8 |
797.6 |
51.2 |
6.4% |
18.9 |
2.4% |
1% |
False |
True |
221,456 |
| 10 |
858.0 |
797.6 |
60.4 |
7.6% |
15.8 |
2.0% |
1% |
False |
True |
205,686 |
| 20 |
858.0 |
797.6 |
60.4 |
7.6% |
14.0 |
1.8% |
1% |
False |
True |
196,440 |
| 40 |
858.0 |
764.4 |
93.6 |
11.7% |
14.9 |
1.9% |
36% |
False |
False |
144,992 |
| 60 |
858.0 |
743.5 |
114.5 |
14.3% |
17.9 |
2.2% |
48% |
False |
False |
96,746 |
| 80 |
869.4 |
743.5 |
125.9 |
15.8% |
16.5 |
2.1% |
43% |
False |
False |
72,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
965.6 |
|
2.618 |
913.4 |
|
1.618 |
881.4 |
|
1.000 |
861.6 |
|
0.618 |
849.4 |
|
HIGH |
829.6 |
|
0.618 |
817.4 |
|
0.500 |
813.6 |
|
0.382 |
809.8 |
|
LOW |
797.6 |
|
0.618 |
777.8 |
|
1.000 |
765.6 |
|
1.618 |
745.8 |
|
2.618 |
713.8 |
|
4.250 |
661.6 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
813.6 |
817.6 |
| PP |
808.5 |
811.1 |
| S1 |
803.3 |
804.7 |
|