CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
754.4 |
740.7 |
-13.7 |
-1.8% |
767.5 |
| High |
754.9 |
761.4 |
6.5 |
0.9% |
770.5 |
| Low |
736.8 |
738.3 |
1.5 |
0.2% |
736.7 |
| Close |
739.0 |
755.0 |
16.0 |
2.2% |
755.0 |
| Range |
18.1 |
23.1 |
5.0 |
27.6% |
33.8 |
| ATR |
20.3 |
20.5 |
0.2 |
1.0% |
0.0 |
| Volume |
326,965 |
240,912 |
-86,053 |
-26.3% |
1,164,895 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.9 |
811.0 |
767.7 |
|
| R3 |
797.8 |
787.9 |
761.4 |
|
| R2 |
774.7 |
774.7 |
759.2 |
|
| R1 |
764.8 |
764.8 |
757.1 |
769.8 |
| PP |
751.6 |
751.6 |
751.6 |
754.0 |
| S1 |
741.7 |
741.7 |
752.9 |
746.7 |
| S2 |
728.5 |
728.5 |
750.8 |
|
| S3 |
705.4 |
718.6 |
748.6 |
|
| S4 |
682.3 |
695.5 |
742.3 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.5 |
839.0 |
773.6 |
|
| R3 |
821.7 |
805.2 |
764.3 |
|
| R2 |
787.9 |
787.9 |
761.2 |
|
| R1 |
771.4 |
771.4 |
758.1 |
762.8 |
| PP |
754.1 |
754.1 |
754.1 |
749.7 |
| S1 |
737.6 |
737.6 |
751.9 |
729.0 |
| S2 |
720.3 |
720.3 |
748.8 |
|
| S3 |
686.5 |
703.8 |
745.7 |
|
| S4 |
652.7 |
670.0 |
736.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
780.0 |
736.7 |
43.3 |
5.7% |
21.4 |
2.8% |
42% |
False |
False |
292,757 |
| 10 |
796.8 |
736.7 |
60.1 |
8.0% |
21.4 |
2.8% |
30% |
False |
False |
293,104 |
| 20 |
834.3 |
736.7 |
97.6 |
12.9% |
21.0 |
2.8% |
19% |
False |
False |
283,282 |
| 40 |
858.0 |
736.7 |
121.3 |
16.1% |
18.7 |
2.5% |
15% |
False |
False |
250,740 |
| 60 |
858.0 |
736.7 |
121.3 |
16.1% |
17.3 |
2.3% |
15% |
False |
False |
210,863 |
| 80 |
858.0 |
736.7 |
121.3 |
16.1% |
18.6 |
2.5% |
15% |
False |
False |
158,218 |
| 100 |
869.4 |
736.7 |
132.7 |
17.6% |
18.0 |
2.4% |
14% |
False |
False |
126,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.6 |
|
2.618 |
821.9 |
|
1.618 |
798.8 |
|
1.000 |
784.5 |
|
0.618 |
775.7 |
|
HIGH |
761.4 |
|
0.618 |
752.6 |
|
0.500 |
749.9 |
|
0.382 |
747.1 |
|
LOW |
738.3 |
|
0.618 |
724.0 |
|
1.000 |
715.2 |
|
1.618 |
700.9 |
|
2.618 |
677.8 |
|
4.250 |
640.1 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
753.3 |
753.0 |
| PP |
751.6 |
751.0 |
| S1 |
749.9 |
749.1 |
|