CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
826.2 |
818.8 |
-7.4 |
-0.9% |
798.0 |
| High |
826.4 |
834.3 |
7.9 |
1.0% |
827.2 |
| Low |
815.7 |
811.4 |
-4.3 |
-0.5% |
785.3 |
| Close |
818.7 |
832.3 |
13.6 |
1.7% |
826.7 |
| Range |
10.7 |
22.9 |
12.2 |
114.0% |
41.9 |
| ATR |
16.3 |
16.7 |
0.5 |
2.9% |
0.0 |
| Volume |
174,686 |
194,490 |
19,804 |
11.3% |
1,478,481 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894.7 |
886.4 |
844.9 |
|
| R3 |
871.8 |
863.5 |
838.6 |
|
| R2 |
848.9 |
848.9 |
836.5 |
|
| R1 |
840.6 |
840.6 |
834.4 |
844.8 |
| PP |
826.0 |
826.0 |
826.0 |
828.1 |
| S1 |
817.7 |
817.7 |
830.2 |
821.9 |
| S2 |
803.1 |
803.1 |
828.1 |
|
| S3 |
780.2 |
794.8 |
826.0 |
|
| S4 |
757.3 |
771.9 |
819.7 |
|
|
| 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 |
834.3 |
802.2 |
32.1 |
3.9% |
15.9 |
1.9% |
94% |
True |
False |
242,681 |
| 10 |
834.3 |
785.3 |
49.0 |
5.9% |
18.9 |
2.3% |
96% |
True |
False |
249,416 |
| 20 |
858.0 |
785.3 |
72.7 |
8.7% |
16.6 |
2.0% |
65% |
False |
False |
220,658 |
| 40 |
858.0 |
764.4 |
93.6 |
11.2% |
15.5 |
1.9% |
73% |
False |
False |
196,101 |
| 60 |
858.0 |
743.5 |
114.5 |
13.8% |
17.3 |
2.1% |
78% |
False |
False |
130,899 |
| 80 |
869.4 |
743.5 |
125.9 |
15.1% |
17.5 |
2.1% |
71% |
False |
False |
98,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
931.6 |
|
2.618 |
894.3 |
|
1.618 |
871.4 |
|
1.000 |
857.2 |
|
0.618 |
848.5 |
|
HIGH |
834.3 |
|
0.618 |
825.6 |
|
0.500 |
822.9 |
|
0.382 |
820.1 |
|
LOW |
811.4 |
|
0.618 |
797.2 |
|
1.000 |
788.5 |
|
1.618 |
774.3 |
|
2.618 |
751.4 |
|
4.250 |
714.1 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
829.2 |
829.2 |
| PP |
826.0 |
826.0 |
| S1 |
822.9 |
822.9 |
|