CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
769.6 |
759.5 |
-10.1 |
-1.3% |
754.3 |
| High |
773.4 |
761.1 |
-12.3 |
-1.6% |
783.3 |
| Low |
760.0 |
748.7 |
-11.3 |
-1.5% |
730.0 |
| Close |
760.3 |
753.4 |
-6.9 |
-0.9% |
769.4 |
| Range |
13.4 |
12.4 |
-1.0 |
-7.5% |
53.3 |
| ATR |
20.3 |
19.7 |
-0.6 |
-2.8% |
0.0 |
| Volume |
248,117 |
182,100 |
-66,017 |
-26.6% |
1,067,331 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.6 |
784.9 |
760.2 |
|
| R3 |
779.2 |
772.5 |
756.8 |
|
| R2 |
766.8 |
766.8 |
755.7 |
|
| R1 |
760.1 |
760.1 |
754.5 |
757.3 |
| PP |
754.4 |
754.4 |
754.4 |
753.0 |
| S1 |
747.7 |
747.7 |
752.3 |
744.9 |
| S2 |
742.0 |
742.0 |
751.1 |
|
| S3 |
729.6 |
735.3 |
750.0 |
|
| S4 |
717.2 |
722.9 |
746.6 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.8 |
898.4 |
798.7 |
|
| R3 |
867.5 |
845.1 |
784.1 |
|
| R2 |
814.2 |
814.2 |
779.2 |
|
| R1 |
791.8 |
791.8 |
774.3 |
803.0 |
| PP |
760.9 |
760.9 |
760.9 |
766.5 |
| S1 |
738.5 |
738.5 |
764.5 |
749.7 |
| S2 |
707.6 |
707.6 |
759.6 |
|
| S3 |
654.3 |
685.2 |
754.7 |
|
| S4 |
601.0 |
631.9 |
740.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
783.3 |
740.7 |
42.6 |
5.7% |
17.7 |
2.4% |
30% |
False |
False |
232,843 |
| 10 |
783.3 |
730.0 |
53.3 |
7.1% |
20.0 |
2.7% |
44% |
False |
False |
234,600 |
| 20 |
806.0 |
730.0 |
76.0 |
10.1% |
21.2 |
2.8% |
31% |
False |
False |
265,556 |
| 40 |
858.0 |
730.0 |
128.0 |
17.0% |
19.8 |
2.6% |
18% |
False |
False |
255,043 |
| 60 |
858.0 |
730.0 |
128.0 |
17.0% |
17.7 |
2.3% |
18% |
False |
False |
235,531 |
| 80 |
858.0 |
730.0 |
128.0 |
17.0% |
18.1 |
2.4% |
18% |
False |
False |
176,915 |
| 100 |
868.7 |
730.0 |
138.7 |
18.4% |
18.6 |
2.5% |
17% |
False |
False |
141,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
813.8 |
|
2.618 |
793.6 |
|
1.618 |
781.2 |
|
1.000 |
773.5 |
|
0.618 |
768.8 |
|
HIGH |
761.1 |
|
0.618 |
756.4 |
|
0.500 |
754.9 |
|
0.382 |
753.4 |
|
LOW |
748.7 |
|
0.618 |
741.0 |
|
1.000 |
736.3 |
|
1.618 |
728.6 |
|
2.618 |
716.2 |
|
4.250 |
696.0 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
754.9 |
766.0 |
| PP |
754.4 |
761.8 |
| S1 |
753.9 |
757.6 |
|