CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
781.5 |
786.1 |
4.6 |
0.6% |
803.5 |
| High |
791.8 |
788.7 |
-3.1 |
-0.4% |
812.6 |
| Low |
768.0 |
770.7 |
2.7 |
0.4% |
768.0 |
| Close |
786.5 |
777.9 |
-8.6 |
-1.1% |
777.9 |
| Range |
23.8 |
18.0 |
-5.8 |
-24.4% |
44.6 |
| ATR |
18.4 |
18.4 |
0.0 |
-0.2% |
0.0 |
| Volume |
271 |
218 |
-53 |
-19.6% |
1,243 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.1 |
823.5 |
787.8 |
|
| R3 |
815.1 |
805.5 |
782.9 |
|
| R2 |
797.1 |
797.1 |
781.2 |
|
| R1 |
787.5 |
787.5 |
779.6 |
783.3 |
| PP |
779.1 |
779.1 |
779.1 |
777.0 |
| S1 |
769.5 |
769.5 |
776.3 |
765.3 |
| S2 |
761.1 |
761.1 |
774.6 |
|
| S3 |
743.1 |
751.5 |
773.0 |
|
| S4 |
725.1 |
733.5 |
768.0 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.0 |
893.5 |
802.4 |
|
| R3 |
875.4 |
848.9 |
790.2 |
|
| R2 |
830.8 |
830.8 |
786.1 |
|
| R1 |
804.3 |
804.3 |
782.0 |
795.3 |
| PP |
786.2 |
786.2 |
786.2 |
781.6 |
| S1 |
759.7 |
759.7 |
773.8 |
750.7 |
| S2 |
741.6 |
741.6 |
769.7 |
|
| S3 |
697.0 |
715.1 |
765.6 |
|
| S4 |
652.4 |
670.5 |
753.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
865.2 |
|
2.618 |
835.8 |
|
1.618 |
817.8 |
|
1.000 |
806.7 |
|
0.618 |
799.8 |
|
HIGH |
788.7 |
|
0.618 |
781.8 |
|
0.500 |
779.7 |
|
0.382 |
777.6 |
|
LOW |
770.7 |
|
0.618 |
759.6 |
|
1.000 |
752.7 |
|
1.618 |
741.6 |
|
2.618 |
723.6 |
|
4.250 |
694.2 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
779.7 |
790.3 |
| PP |
779.1 |
786.2 |
| S1 |
778.5 |
782.0 |
|