CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
798.0 |
815.1 |
17.1 |
2.1% |
847.6 |
| High |
816.5 |
822.5 |
6.0 |
0.7% |
848.8 |
| Low |
785.3 |
808.8 |
23.5 |
3.0% |
797.6 |
| Close |
814.8 |
820.5 |
5.7 |
0.7% |
798.2 |
| Range |
31.2 |
13.7 |
-17.5 |
-56.1% |
51.2 |
| ATR |
16.9 |
16.6 |
-0.2 |
-1.3% |
0.0 |
| Volume |
306,993 |
298,911 |
-8,082 |
-2.6% |
1,107,284 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.4 |
853.1 |
828.0 |
|
| R3 |
844.7 |
839.4 |
824.3 |
|
| R2 |
831.0 |
831.0 |
823.0 |
|
| R1 |
825.7 |
825.7 |
821.8 |
828.4 |
| PP |
817.3 |
817.3 |
817.3 |
818.6 |
| S1 |
812.0 |
812.0 |
819.2 |
814.7 |
| S2 |
803.6 |
803.6 |
818.0 |
|
| S3 |
789.9 |
798.3 |
816.7 |
|
| S4 |
776.2 |
784.6 |
813.0 |
|
|
| 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 |
837.5 |
785.3 |
52.2 |
6.4% |
21.3 |
2.6% |
67% |
False |
False |
250,730 |
| 10 |
858.0 |
785.3 |
72.7 |
8.9% |
18.3 |
2.2% |
48% |
False |
False |
233,926 |
| 20 |
858.0 |
785.3 |
72.7 |
8.9% |
15.1 |
1.8% |
48% |
False |
False |
208,654 |
| 40 |
858.0 |
764.4 |
93.6 |
11.4% |
15.5 |
1.9% |
60% |
False |
False |
160,117 |
| 60 |
858.0 |
743.5 |
114.5 |
14.0% |
17.8 |
2.2% |
67% |
False |
False |
106,834 |
| 80 |
869.4 |
743.5 |
125.9 |
15.3% |
16.7 |
2.0% |
61% |
False |
False |
80,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.7 |
|
2.618 |
858.4 |
|
1.618 |
844.7 |
|
1.000 |
836.2 |
|
0.618 |
831.0 |
|
HIGH |
822.5 |
|
0.618 |
817.3 |
|
0.500 |
815.7 |
|
0.382 |
814.0 |
|
LOW |
808.8 |
|
0.618 |
800.3 |
|
1.000 |
795.1 |
|
1.618 |
786.6 |
|
2.618 |
772.9 |
|
4.250 |
750.6 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
818.9 |
816.2 |
| PP |
817.3 |
811.8 |
| S1 |
815.7 |
807.5 |
|