CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
770.1 |
786.1 |
16.0 |
2.1% |
769.6 |
| High |
787.7 |
791.5 |
3.8 |
0.5% |
791.5 |
| Low |
764.0 |
781.9 |
17.9 |
2.3% |
748.7 |
| Close |
785.7 |
787.0 |
1.3 |
0.2% |
787.0 |
| Range |
23.7 |
9.6 |
-14.1 |
-59.5% |
42.8 |
| ATR |
19.8 |
19.0 |
-0.7 |
-3.7% |
0.0 |
| Volume |
201,468 |
244,380 |
42,912 |
21.3% |
1,077,049 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.6 |
810.9 |
792.3 |
|
| R3 |
806.0 |
801.3 |
789.6 |
|
| R2 |
796.4 |
796.4 |
788.8 |
|
| R1 |
791.7 |
791.7 |
787.9 |
794.1 |
| PP |
786.8 |
786.8 |
786.8 |
788.0 |
| S1 |
782.1 |
782.1 |
786.1 |
784.5 |
| S2 |
777.2 |
777.2 |
785.2 |
|
| S3 |
767.6 |
772.5 |
784.4 |
|
| S4 |
758.0 |
762.9 |
781.7 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.1 |
888.4 |
810.5 |
|
| R3 |
861.3 |
845.6 |
798.8 |
|
| R2 |
818.5 |
818.5 |
794.8 |
|
| R1 |
802.8 |
802.8 |
790.9 |
810.7 |
| PP |
775.7 |
775.7 |
775.7 |
779.7 |
| S1 |
760.0 |
760.0 |
783.1 |
767.9 |
| S2 |
732.9 |
732.9 |
779.2 |
|
| S3 |
690.1 |
717.2 |
775.2 |
|
| S4 |
647.3 |
674.4 |
763.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
791.5 |
748.7 |
42.8 |
5.4% |
15.0 |
1.9% |
89% |
True |
False |
215,409 |
| 10 |
791.5 |
730.0 |
61.5 |
7.8% |
18.5 |
2.4% |
93% |
True |
False |
214,438 |
| 20 |
796.8 |
730.0 |
66.8 |
8.5% |
20.0 |
2.5% |
85% |
False |
False |
253,771 |
| 40 |
849.7 |
730.0 |
119.7 |
15.2% |
19.9 |
2.5% |
48% |
False |
False |
259,948 |
| 60 |
858.0 |
730.0 |
128.0 |
16.3% |
17.9 |
2.3% |
45% |
False |
False |
244,403 |
| 80 |
858.0 |
730.0 |
128.0 |
16.3% |
17.8 |
2.3% |
45% |
False |
False |
184,993 |
| 100 |
866.0 |
730.0 |
136.0 |
17.3% |
18.8 |
2.4% |
42% |
False |
False |
148,063 |
| 120 |
869.4 |
730.0 |
139.4 |
17.7% |
17.4 |
2.2% |
41% |
False |
False |
123,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.3 |
|
2.618 |
816.6 |
|
1.618 |
807.0 |
|
1.000 |
801.1 |
|
0.618 |
797.4 |
|
HIGH |
791.5 |
|
0.618 |
787.8 |
|
0.500 |
786.7 |
|
0.382 |
785.6 |
|
LOW |
781.9 |
|
0.618 |
776.0 |
|
1.000 |
772.3 |
|
1.618 |
766.4 |
|
2.618 |
756.8 |
|
4.250 |
741.1 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
786.9 |
782.1 |
| PP |
786.8 |
777.3 |
| S1 |
786.7 |
772.4 |
|