CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
805.2 |
779.2 |
-26.0 |
-3.2% |
826.4 |
| High |
805.6 |
787.4 |
-18.2 |
-2.3% |
834.3 |
| Low |
776.4 |
763.1 |
-13.3 |
-1.7% |
788.8 |
| Close |
780.4 |
782.0 |
1.6 |
0.2% |
800.7 |
| Range |
29.2 |
24.3 |
-4.9 |
-16.8% |
45.5 |
| ATR |
19.1 |
19.4 |
0.4 |
2.0% |
0.0 |
| Volume |
255,244 |
348,640 |
93,396 |
36.6% |
1,209,109 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.4 |
840.5 |
795.4 |
|
| R3 |
826.1 |
816.2 |
788.7 |
|
| R2 |
801.8 |
801.8 |
786.5 |
|
| R1 |
791.9 |
791.9 |
784.2 |
796.9 |
| PP |
777.5 |
777.5 |
777.5 |
780.0 |
| S1 |
767.6 |
767.6 |
779.8 |
772.6 |
| S2 |
753.2 |
753.2 |
777.5 |
|
| S3 |
728.9 |
743.3 |
775.3 |
|
| S4 |
704.6 |
719.0 |
768.6 |
|
|
| 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 |
809.3 |
763.1 |
46.2 |
5.9% |
21.8 |
2.8% |
41% |
False |
True |
322,364 |
| 10 |
834.3 |
763.1 |
71.2 |
9.1% |
20.6 |
2.6% |
27% |
False |
True |
273,461 |
| 20 |
849.7 |
763.1 |
86.6 |
11.1% |
19.9 |
2.5% |
22% |
False |
True |
266,125 |
| 40 |
858.0 |
763.1 |
94.9 |
12.1% |
16.8 |
2.1% |
20% |
False |
True |
239,720 |
| 60 |
858.0 |
743.5 |
114.5 |
14.6% |
17.1 |
2.2% |
34% |
False |
False |
162,067 |
| 80 |
866.0 |
743.5 |
122.5 |
15.7% |
18.6 |
2.4% |
31% |
False |
False |
121,636 |
| 100 |
869.4 |
743.5 |
125.9 |
16.1% |
16.9 |
2.2% |
31% |
False |
False |
97,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890.7 |
|
2.618 |
851.0 |
|
1.618 |
826.7 |
|
1.000 |
811.7 |
|
0.618 |
802.4 |
|
HIGH |
787.4 |
|
0.618 |
778.1 |
|
0.500 |
775.3 |
|
0.382 |
772.4 |
|
LOW |
763.1 |
|
0.618 |
748.1 |
|
1.000 |
738.8 |
|
1.618 |
723.8 |
|
2.618 |
699.5 |
|
4.250 |
659.8 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
779.8 |
784.6 |
| PP |
777.5 |
783.7 |
| S1 |
775.3 |
782.9 |
|