CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
826.4 |
826.2 |
-0.2 |
0.0% |
798.0 |
| High |
831.1 |
826.4 |
-4.7 |
-0.6% |
827.2 |
| Low |
820.3 |
815.7 |
-4.6 |
-0.6% |
785.3 |
| Close |
826.2 |
818.7 |
-7.5 |
-0.9% |
826.7 |
| Range |
10.8 |
10.7 |
-0.1 |
-0.9% |
41.9 |
| ATR |
16.7 |
16.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
203,452 |
174,686 |
-28,766 |
-14.1% |
1,478,481 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.4 |
846.2 |
824.6 |
|
| R3 |
841.7 |
835.5 |
821.6 |
|
| R2 |
831.0 |
831.0 |
820.7 |
|
| R1 |
824.8 |
824.8 |
819.7 |
822.6 |
| PP |
820.3 |
820.3 |
820.3 |
819.1 |
| S1 |
814.1 |
814.1 |
817.7 |
811.9 |
| S2 |
809.6 |
809.6 |
816.7 |
|
| S3 |
798.9 |
803.4 |
815.8 |
|
| S4 |
788.2 |
792.7 |
812.8 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938.8 |
924.6 |
849.7 |
|
| R3 |
896.9 |
882.7 |
838.2 |
|
| R2 |
855.0 |
855.0 |
834.4 |
|
| R1 |
840.8 |
840.8 |
830.5 |
847.9 |
| PP |
813.1 |
813.1 |
813.1 |
816.6 |
| S1 |
798.9 |
798.9 |
822.9 |
806.0 |
| S2 |
771.2 |
771.2 |
819.0 |
|
| S3 |
729.3 |
757.0 |
815.2 |
|
| S4 |
687.4 |
715.1 |
803.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.1 |
797.8 |
33.3 |
4.1% |
15.7 |
1.9% |
63% |
False |
False |
250,143 |
| 10 |
837.5 |
785.3 |
52.2 |
6.4% |
18.5 |
2.3% |
64% |
False |
False |
250,436 |
| 20 |
858.0 |
785.3 |
72.7 |
8.9% |
15.9 |
1.9% |
46% |
False |
False |
221,052 |
| 40 |
858.0 |
764.4 |
93.6 |
11.4% |
15.3 |
1.9% |
58% |
False |
False |
191,329 |
| 60 |
858.0 |
743.5 |
114.5 |
14.0% |
17.3 |
2.1% |
66% |
False |
False |
127,664 |
| 80 |
869.4 |
743.5 |
125.9 |
15.4% |
17.4 |
2.1% |
60% |
False |
False |
95,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.9 |
|
2.618 |
854.4 |
|
1.618 |
843.7 |
|
1.000 |
837.1 |
|
0.618 |
833.0 |
|
HIGH |
826.4 |
|
0.618 |
822.3 |
|
0.500 |
821.1 |
|
0.382 |
819.8 |
|
LOW |
815.7 |
|
0.618 |
809.1 |
|
1.000 |
805.0 |
|
1.618 |
798.4 |
|
2.618 |
787.7 |
|
4.250 |
770.2 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
821.1 |
821.1 |
| PP |
820.3 |
820.3 |
| S1 |
819.5 |
819.5 |
|