CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
797.1 |
800.4 |
3.3 |
0.4% |
826.4 |
| High |
809.3 |
800.4 |
-8.9 |
-1.1% |
834.3 |
| Low |
788.8 |
785.7 |
-3.1 |
-0.4% |
788.8 |
| Close |
800.7 |
790.8 |
-9.9 |
-1.2% |
800.7 |
| Range |
20.5 |
14.7 |
-5.8 |
-28.3% |
45.5 |
| ATR |
18.4 |
18.1 |
-0.2 |
-1.3% |
0.0 |
| Volume |
376,674 |
352,614 |
-24,060 |
-6.4% |
1,209,109 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.4 |
828.3 |
798.9 |
|
| R3 |
821.7 |
813.6 |
794.8 |
|
| R2 |
807.0 |
807.0 |
793.5 |
|
| R1 |
798.9 |
798.9 |
792.1 |
795.6 |
| PP |
792.3 |
792.3 |
792.3 |
790.7 |
| S1 |
784.2 |
784.2 |
789.5 |
780.9 |
| S2 |
777.6 |
777.6 |
788.1 |
|
| S3 |
762.9 |
769.5 |
786.8 |
|
| S4 |
748.2 |
754.8 |
782.7 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
944.4 |
918.1 |
825.7 |
|
| R3 |
898.9 |
872.6 |
813.2 |
|
| R2 |
853.4 |
853.4 |
809.0 |
|
| R1 |
827.1 |
827.1 |
804.9 |
817.5 |
| PP |
807.9 |
807.9 |
807.9 |
803.2 |
| S1 |
781.6 |
781.6 |
796.5 |
772.0 |
| S2 |
762.4 |
762.4 |
792.4 |
|
| S3 |
716.9 |
736.1 |
788.2 |
|
| S4 |
671.4 |
690.6 |
775.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
834.3 |
785.7 |
48.6 |
6.1% |
21.0 |
2.7% |
10% |
False |
True |
271,654 |
| 10 |
834.3 |
785.7 |
48.6 |
6.1% |
18.6 |
2.4% |
10% |
False |
True |
273,321 |
| 20 |
858.0 |
785.3 |
72.7 |
9.2% |
18.3 |
2.3% |
8% |
False |
False |
244,531 |
| 40 |
858.0 |
773.8 |
84.2 |
10.6% |
15.9 |
2.0% |
20% |
False |
False |
220,519 |
| 60 |
858.0 |
743.5 |
114.5 |
14.5% |
17.0 |
2.2% |
41% |
False |
False |
147,368 |
| 80 |
868.7 |
743.5 |
125.2 |
15.8% |
18.0 |
2.3% |
38% |
False |
False |
110,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.9 |
|
2.618 |
838.9 |
|
1.618 |
824.2 |
|
1.000 |
815.1 |
|
0.618 |
809.5 |
|
HIGH |
800.4 |
|
0.618 |
794.8 |
|
0.500 |
793.1 |
|
0.382 |
791.3 |
|
LOW |
785.7 |
|
0.618 |
776.6 |
|
1.000 |
771.0 |
|
1.618 |
761.9 |
|
2.618 |
747.2 |
|
4.250 |
723.2 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.1 |
808.6 |
| PP |
792.3 |
802.6 |
| S1 |
791.6 |
796.7 |
|