CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
753.4 |
770.1 |
16.7 |
2.2% |
754.3 |
| High |
769.1 |
787.7 |
18.6 |
2.4% |
783.3 |
| Low |
753.3 |
764.0 |
10.7 |
1.4% |
730.0 |
| Close |
767.4 |
785.7 |
18.3 |
2.4% |
769.4 |
| Range |
15.8 |
23.7 |
7.9 |
50.0% |
53.3 |
| ATR |
19.4 |
19.8 |
0.3 |
1.6% |
0.0 |
| Volume |
200,984 |
201,468 |
484 |
0.2% |
1,067,331 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.2 |
841.7 |
798.7 |
|
| R3 |
826.5 |
818.0 |
792.2 |
|
| R2 |
802.8 |
802.8 |
790.0 |
|
| R1 |
794.3 |
794.3 |
787.9 |
798.6 |
| PP |
779.1 |
779.1 |
779.1 |
781.3 |
| S1 |
770.6 |
770.6 |
783.5 |
774.9 |
| S2 |
755.4 |
755.4 |
781.4 |
|
| S3 |
731.7 |
746.9 |
779.2 |
|
| S4 |
708.0 |
723.2 |
772.7 |
|
|
| 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 |
787.7 |
748.7 |
39.0 |
5.0% |
16.7 |
2.1% |
95% |
True |
False |
208,366 |
| 10 |
787.7 |
730.0 |
57.7 |
7.3% |
19.9 |
2.5% |
97% |
True |
False |
214,091 |
| 20 |
796.8 |
730.0 |
66.8 |
8.5% |
20.7 |
2.6% |
83% |
False |
False |
258,984 |
| 40 |
858.0 |
730.0 |
128.0 |
16.3% |
20.3 |
2.6% |
44% |
False |
False |
257,996 |
| 60 |
858.0 |
730.0 |
128.0 |
16.3% |
17.9 |
2.3% |
44% |
False |
False |
241,640 |
| 80 |
858.0 |
730.0 |
128.0 |
16.3% |
18.0 |
2.3% |
44% |
False |
False |
181,940 |
| 100 |
866.0 |
730.0 |
136.0 |
17.3% |
18.9 |
2.4% |
41% |
False |
False |
145,621 |
| 120 |
869.4 |
730.0 |
139.4 |
17.7% |
17.5 |
2.2% |
40% |
False |
False |
121,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
888.4 |
|
2.618 |
849.7 |
|
1.618 |
826.0 |
|
1.000 |
811.4 |
|
0.618 |
802.3 |
|
HIGH |
787.7 |
|
0.618 |
778.6 |
|
0.500 |
775.9 |
|
0.382 |
773.1 |
|
LOW |
764.0 |
|
0.618 |
749.4 |
|
1.000 |
740.3 |
|
1.618 |
725.7 |
|
2.618 |
702.0 |
|
4.250 |
663.3 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
782.4 |
779.9 |
| PP |
779.1 |
774.0 |
| S1 |
775.9 |
768.2 |
|