CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
779.2 |
782.0 |
2.8 |
0.4% |
800.4 |
| High |
787.4 |
785.3 |
-2.1 |
-0.3% |
806.0 |
| Low |
763.1 |
765.8 |
2.7 |
0.4% |
763.1 |
| Close |
782.0 |
773.4 |
-8.6 |
-1.1% |
773.4 |
| Range |
24.3 |
19.5 |
-4.8 |
-19.8% |
42.9 |
| ATR |
19.4 |
19.4 |
0.0 |
0.0% |
0.0 |
| Volume |
348,640 |
385,012 |
36,372 |
10.4% |
1,620,158 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.3 |
822.9 |
784.1 |
|
| R3 |
813.8 |
803.4 |
778.8 |
|
| R2 |
794.3 |
794.3 |
777.0 |
|
| R1 |
783.9 |
783.9 |
775.2 |
779.4 |
| PP |
774.8 |
774.8 |
774.8 |
772.6 |
| S1 |
764.4 |
764.4 |
771.6 |
759.9 |
| S2 |
755.3 |
755.3 |
769.8 |
|
| S3 |
735.8 |
744.9 |
768.0 |
|
| S4 |
716.3 |
725.4 |
762.7 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
909.5 |
884.4 |
797.0 |
|
| R3 |
866.6 |
841.5 |
785.2 |
|
| R2 |
823.7 |
823.7 |
781.3 |
|
| R1 |
798.6 |
798.6 |
777.3 |
789.7 |
| PP |
780.8 |
780.8 |
780.8 |
776.4 |
| S1 |
755.7 |
755.7 |
769.5 |
746.8 |
| S2 |
737.9 |
737.9 |
765.5 |
|
| S3 |
695.0 |
712.8 |
761.6 |
|
| S4 |
652.1 |
669.9 |
749.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
806.0 |
763.1 |
42.9 |
5.5% |
21.6 |
2.8% |
24% |
False |
False |
324,031 |
| 10 |
834.3 |
763.1 |
71.2 |
9.2% |
20.9 |
2.7% |
14% |
False |
False |
282,926 |
| 20 |
848.8 |
763.1 |
85.7 |
11.1% |
20.3 |
2.6% |
12% |
False |
False |
270,751 |
| 40 |
858.0 |
763.1 |
94.9 |
12.3% |
16.9 |
2.2% |
11% |
False |
False |
243,242 |
| 60 |
858.0 |
763.1 |
94.9 |
12.3% |
16.8 |
2.2% |
11% |
False |
False |
168,480 |
| 80 |
863.5 |
743.5 |
120.0 |
15.5% |
18.7 |
2.4% |
25% |
False |
False |
126,443 |
| 100 |
869.4 |
743.5 |
125.9 |
16.3% |
17.0 |
2.2% |
24% |
False |
False |
101,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
868.2 |
|
2.618 |
836.4 |
|
1.618 |
816.9 |
|
1.000 |
804.8 |
|
0.618 |
797.4 |
|
HIGH |
785.3 |
|
0.618 |
777.9 |
|
0.500 |
775.6 |
|
0.382 |
773.2 |
|
LOW |
765.8 |
|
0.618 |
753.7 |
|
1.000 |
746.3 |
|
1.618 |
734.2 |
|
2.618 |
714.7 |
|
4.250 |
682.9 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
775.6 |
784.4 |
| PP |
774.8 |
780.7 |
| S1 |
774.1 |
777.1 |
|