CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
771.6 |
767.4 |
-4.2 |
-0.5% |
786.6 |
| High |
774.0 |
771.0 |
-3.0 |
-0.4% |
800.3 |
| Low |
758.8 |
751.5 |
-7.3 |
-1.0% |
751.5 |
| Close |
767.0 |
752.3 |
-14.7 |
-1.9% |
752.3 |
| Range |
15.2 |
19.5 |
4.3 |
28.3% |
48.8 |
| ATR |
20.0 |
20.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
363,324 |
199,635 |
-163,689 |
-45.1% |
1,198,291 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.8 |
804.0 |
763.0 |
|
| R3 |
797.3 |
784.5 |
757.7 |
|
| R2 |
777.8 |
777.8 |
755.9 |
|
| R1 |
765.0 |
765.0 |
754.1 |
761.7 |
| PP |
758.3 |
758.3 |
758.3 |
756.6 |
| S1 |
745.5 |
745.5 |
750.5 |
742.2 |
| S2 |
738.8 |
738.8 |
748.7 |
|
| S3 |
719.3 |
726.0 |
746.9 |
|
| S4 |
699.8 |
706.5 |
741.6 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.4 |
882.2 |
779.1 |
|
| R3 |
865.6 |
833.4 |
765.7 |
|
| R2 |
816.8 |
816.8 |
761.2 |
|
| R1 |
784.6 |
784.6 |
756.8 |
776.3 |
| PP |
768.0 |
768.0 |
768.0 |
763.9 |
| S1 |
735.8 |
735.8 |
747.8 |
727.5 |
| S2 |
719.2 |
719.2 |
743.4 |
|
| S3 |
670.4 |
687.0 |
738.9 |
|
| S4 |
621.6 |
638.2 |
725.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
800.3 |
751.5 |
48.8 |
6.5% |
22.3 |
3.0% |
2% |
False |
True |
239,658 |
| 10 |
800.3 |
748.7 |
51.6 |
6.9% |
18.7 |
2.5% |
7% |
False |
False |
227,534 |
| 20 |
800.3 |
730.0 |
70.3 |
9.3% |
20.2 |
2.7% |
32% |
False |
False |
240,322 |
| 40 |
834.3 |
730.0 |
104.3 |
13.9% |
20.9 |
2.8% |
21% |
False |
False |
259,698 |
| 60 |
858.0 |
730.0 |
128.0 |
17.0% |
18.2 |
2.4% |
17% |
False |
False |
239,991 |
| 80 |
858.0 |
730.0 |
128.0 |
17.0% |
17.8 |
2.4% |
17% |
False |
False |
199,955 |
| 100 |
858.0 |
730.0 |
128.0 |
17.0% |
19.1 |
2.5% |
17% |
False |
False |
160,023 |
| 120 |
869.4 |
730.0 |
139.4 |
18.5% |
17.8 |
2.4% |
16% |
False |
False |
133,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.9 |
|
2.618 |
822.1 |
|
1.618 |
802.6 |
|
1.000 |
790.5 |
|
0.618 |
783.1 |
|
HIGH |
771.0 |
|
0.618 |
763.6 |
|
0.500 |
761.3 |
|
0.382 |
758.9 |
|
LOW |
751.5 |
|
0.618 |
739.4 |
|
1.000 |
732.0 |
|
1.618 |
719.9 |
|
2.618 |
700.4 |
|
4.250 |
668.6 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
761.3 |
771.2 |
| PP |
758.3 |
764.9 |
| S1 |
755.3 |
758.6 |
|