CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
790.5 |
805.2 |
14.7 |
1.9% |
826.4 |
| High |
806.0 |
805.6 |
-0.4 |
0.0% |
834.3 |
| Low |
785.6 |
776.4 |
-9.2 |
-1.2% |
788.8 |
| Close |
805.6 |
780.4 |
-25.2 |
-3.1% |
800.7 |
| Range |
20.4 |
29.2 |
8.8 |
43.1% |
45.5 |
| ATR |
18.3 |
19.1 |
0.8 |
4.3% |
0.0 |
| Volume |
278,648 |
255,244 |
-23,404 |
-8.4% |
1,209,109 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
875.1 |
856.9 |
796.5 |
|
| R3 |
845.9 |
827.7 |
788.4 |
|
| R2 |
816.7 |
816.7 |
785.8 |
|
| R1 |
798.5 |
798.5 |
783.1 |
793.0 |
| PP |
787.5 |
787.5 |
787.5 |
784.7 |
| S1 |
769.3 |
769.3 |
777.7 |
763.8 |
| S2 |
758.3 |
758.3 |
775.0 |
|
| S3 |
729.1 |
740.1 |
772.4 |
|
| S4 |
699.9 |
710.9 |
764.3 |
|
|
| 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 |
831.4 |
776.4 |
55.0 |
7.0% |
24.2 |
3.1% |
7% |
False |
True |
304,597 |
| 10 |
834.3 |
776.4 |
57.9 |
7.4% |
20.1 |
2.6% |
7% |
False |
True |
273,639 |
| 20 |
858.0 |
776.4 |
81.6 |
10.5% |
19.8 |
2.5% |
5% |
False |
True |
257,009 |
| 40 |
858.0 |
775.2 |
82.8 |
10.6% |
16.5 |
2.1% |
6% |
False |
False |
232,969 |
| 60 |
858.0 |
743.5 |
114.5 |
14.7% |
17.1 |
2.2% |
32% |
False |
False |
156,259 |
| 80 |
866.0 |
743.5 |
122.5 |
15.7% |
18.4 |
2.4% |
30% |
False |
False |
117,280 |
| 100 |
869.4 |
743.5 |
125.9 |
16.1% |
16.8 |
2.2% |
29% |
False |
False |
93,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
929.7 |
|
2.618 |
882.0 |
|
1.618 |
852.8 |
|
1.000 |
834.8 |
|
0.618 |
823.6 |
|
HIGH |
805.6 |
|
0.618 |
794.4 |
|
0.500 |
791.0 |
|
0.382 |
787.6 |
|
LOW |
776.4 |
|
0.618 |
758.4 |
|
1.000 |
747.2 |
|
1.618 |
729.2 |
|
2.618 |
700.0 |
|
4.250 |
652.3 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
791.0 |
791.2 |
| PP |
787.5 |
787.6 |
| S1 |
783.9 |
784.0 |
|