CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
799.7 |
803.5 |
3.8 |
0.5% |
830.5 |
| High |
813.7 |
803.5 |
-10.2 |
-1.3% |
838.5 |
| Low |
793.8 |
790.7 |
-3.1 |
-0.4% |
793.8 |
| Close |
805.3 |
796.3 |
-9.0 |
-1.1% |
805.3 |
| Range |
19.9 |
12.8 |
-7.1 |
-35.7% |
44.7 |
| ATR |
16.9 |
16.8 |
-0.2 |
-1.0% |
0.0 |
| Volume |
287 |
268 |
-19 |
-6.6% |
561 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835.2 |
828.6 |
803.3 |
|
| R3 |
822.4 |
815.8 |
799.8 |
|
| R2 |
809.6 |
809.6 |
798.6 |
|
| R1 |
803.0 |
803.0 |
797.5 |
799.9 |
| PP |
796.8 |
796.8 |
796.8 |
795.3 |
| S1 |
790.2 |
790.2 |
795.1 |
787.1 |
| S2 |
784.0 |
784.0 |
794.0 |
|
| S3 |
771.2 |
777.4 |
792.8 |
|
| S4 |
758.4 |
764.6 |
789.3 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.6 |
920.7 |
829.9 |
|
| R3 |
901.9 |
876.0 |
817.6 |
|
| R2 |
857.2 |
857.2 |
813.5 |
|
| R1 |
831.3 |
831.3 |
809.4 |
821.9 |
| PP |
812.5 |
812.5 |
812.5 |
807.9 |
| S1 |
786.6 |
786.6 |
801.2 |
777.2 |
| S2 |
767.8 |
767.8 |
797.1 |
|
| S3 |
723.1 |
741.9 |
793.0 |
|
| S4 |
678.4 |
697.2 |
780.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.9 |
|
2.618 |
837.0 |
|
1.618 |
824.2 |
|
1.000 |
816.3 |
|
0.618 |
811.4 |
|
HIGH |
803.5 |
|
0.618 |
798.6 |
|
0.500 |
797.1 |
|
0.382 |
795.6 |
|
LOW |
790.7 |
|
0.618 |
782.8 |
|
1.000 |
777.9 |
|
1.618 |
770.0 |
|
2.618 |
757.2 |
|
4.250 |
736.3 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
797.1 |
811.1 |
| PP |
796.8 |
806.1 |
| S1 |
796.6 |
801.2 |
|