CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
826.5 |
831.2 |
4.7 |
0.6% |
797.1 |
| High |
838.5 |
831.4 |
-7.1 |
-0.8% |
831.6 |
| Low |
818.5 |
800.2 |
-18.3 |
-2.2% |
791.9 |
| Close |
836.9 |
801.5 |
-35.4 |
-4.2% |
831.2 |
| Range |
20.0 |
31.2 |
11.2 |
56.0% |
39.7 |
| ATR |
15.2 |
16.7 |
1.5 |
10.1% |
0.0 |
| Volume |
38 |
81 |
43 |
113.2% |
713 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.6 |
884.3 |
818.7 |
|
| R3 |
873.4 |
853.1 |
810.1 |
|
| R2 |
842.2 |
842.2 |
807.2 |
|
| R1 |
821.9 |
821.9 |
804.4 |
816.5 |
| PP |
811.0 |
811.0 |
811.0 |
808.3 |
| S1 |
790.7 |
790.7 |
798.6 |
785.3 |
| S2 |
779.8 |
779.8 |
795.8 |
|
| S3 |
748.6 |
759.5 |
792.9 |
|
| S4 |
717.4 |
728.3 |
784.3 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.3 |
924.0 |
853.0 |
|
| R3 |
897.6 |
884.3 |
842.1 |
|
| R2 |
857.9 |
857.9 |
838.5 |
|
| R1 |
844.6 |
844.6 |
834.8 |
851.3 |
| PP |
818.2 |
818.2 |
818.2 |
821.6 |
| S1 |
804.9 |
804.9 |
827.6 |
811.6 |
| S2 |
778.5 |
778.5 |
823.9 |
|
| S3 |
738.8 |
765.2 |
820.3 |
|
| S4 |
699.1 |
725.5 |
809.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
964.0 |
|
2.618 |
913.1 |
|
1.618 |
881.9 |
|
1.000 |
862.6 |
|
0.618 |
850.7 |
|
HIGH |
831.4 |
|
0.618 |
819.5 |
|
0.500 |
815.8 |
|
0.382 |
812.1 |
|
LOW |
800.2 |
|
0.618 |
780.9 |
|
1.000 |
769.0 |
|
1.618 |
749.7 |
|
2.618 |
718.5 |
|
4.250 |
667.6 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
815.8 |
819.4 |
| PP |
811.0 |
813.4 |
| S1 |
806.3 |
807.5 |
|