CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
803.5 |
800.0 |
-3.5 |
-0.4% |
830.5 |
| High |
803.5 |
810.2 |
6.7 |
0.8% |
838.5 |
| Low |
790.7 |
790.7 |
0.0 |
0.0% |
793.8 |
| Close |
796.3 |
810.1 |
13.8 |
1.7% |
805.3 |
| Range |
12.8 |
19.5 |
6.7 |
52.3% |
44.7 |
| ATR |
16.8 |
17.0 |
0.2 |
1.2% |
0.0 |
| Volume |
268 |
208 |
-60 |
-22.4% |
561 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.2 |
855.6 |
820.8 |
|
| R3 |
842.7 |
836.1 |
815.5 |
|
| R2 |
823.2 |
823.2 |
813.7 |
|
| R1 |
816.6 |
816.6 |
811.9 |
819.9 |
| PP |
803.7 |
803.7 |
803.7 |
805.3 |
| S1 |
797.1 |
797.1 |
808.3 |
800.4 |
| S2 |
784.2 |
784.2 |
806.5 |
|
| S3 |
764.7 |
777.6 |
804.7 |
|
| S4 |
745.2 |
758.1 |
799.4 |
|
|
| 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 |
893.1 |
|
2.618 |
861.3 |
|
1.618 |
841.8 |
|
1.000 |
829.7 |
|
0.618 |
822.3 |
|
HIGH |
810.2 |
|
0.618 |
802.8 |
|
0.500 |
800.5 |
|
0.382 |
798.1 |
|
LOW |
790.7 |
|
0.618 |
778.6 |
|
1.000 |
771.2 |
|
1.618 |
759.1 |
|
2.618 |
739.6 |
|
4.250 |
707.8 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
806.9 |
807.5 |
| PP |
803.7 |
804.8 |
| S1 |
800.5 |
802.2 |
|