CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
759.5 |
753.4 |
-6.1 |
-0.8% |
754.3 |
| High |
761.1 |
769.1 |
8.0 |
1.1% |
783.3 |
| Low |
748.7 |
753.3 |
4.6 |
0.6% |
730.0 |
| Close |
753.4 |
767.4 |
14.0 |
1.9% |
769.4 |
| Range |
12.4 |
15.8 |
3.4 |
27.4% |
53.3 |
| ATR |
19.7 |
19.4 |
-0.3 |
-1.4% |
0.0 |
| Volume |
182,100 |
200,984 |
18,884 |
10.4% |
1,067,331 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.7 |
804.8 |
776.1 |
|
| R3 |
794.9 |
789.0 |
771.7 |
|
| R2 |
779.1 |
779.1 |
770.3 |
|
| R1 |
773.2 |
773.2 |
768.8 |
776.2 |
| PP |
763.3 |
763.3 |
763.3 |
764.7 |
| S1 |
757.4 |
757.4 |
766.0 |
760.4 |
| S2 |
747.5 |
747.5 |
764.5 |
|
| S3 |
731.7 |
741.6 |
763.1 |
|
| S4 |
715.9 |
725.8 |
758.7 |
|
|
| 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 |
748.7 |
34.6 |
4.5% |
14.5 |
1.9% |
54% |
False |
False |
221,741 |
| 10 |
783.3 |
730.0 |
53.3 |
6.9% |
19.3 |
2.5% |
70% |
False |
False |
226,640 |
| 20 |
805.6 |
730.0 |
75.6 |
9.9% |
21.0 |
2.7% |
49% |
False |
False |
261,672 |
| 40 |
858.0 |
730.0 |
128.0 |
16.7% |
19.9 |
2.6% |
29% |
False |
False |
257,141 |
| 60 |
858.0 |
730.0 |
128.0 |
16.7% |
17.7 |
2.3% |
29% |
False |
False |
238,543 |
| 80 |
858.0 |
730.0 |
128.0 |
16.7% |
18.0 |
2.3% |
29% |
False |
False |
179,423 |
| 100 |
867.8 |
730.0 |
137.8 |
18.0% |
18.7 |
2.4% |
27% |
False |
False |
143,612 |
| 120 |
869.4 |
730.0 |
139.4 |
18.2% |
17.4 |
2.3% |
27% |
False |
False |
119,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836.3 |
|
2.618 |
810.5 |
|
1.618 |
794.7 |
|
1.000 |
784.9 |
|
0.618 |
778.9 |
|
HIGH |
769.1 |
|
0.618 |
763.1 |
|
0.500 |
761.2 |
|
0.382 |
759.3 |
|
LOW |
753.3 |
|
0.618 |
743.5 |
|
1.000 |
737.5 |
|
1.618 |
727.7 |
|
2.618 |
711.9 |
|
4.250 |
686.2 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
765.3 |
765.3 |
| PP |
763.3 |
763.2 |
| S1 |
761.2 |
761.1 |
|