CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
770.0 |
794.0 |
24.0 |
3.1% |
803.5 |
| High |
796.5 |
800.5 |
4.0 |
0.5% |
812.6 |
| Low |
766.5 |
784.8 |
18.3 |
2.4% |
768.0 |
| Close |
794.0 |
789.8 |
-4.2 |
-0.5% |
777.9 |
| Range |
30.0 |
15.7 |
-14.3 |
-47.7% |
44.6 |
| ATR |
19.3 |
19.1 |
-0.3 |
-1.3% |
0.0 |
| Volume |
163 |
156 |
-7 |
-4.3% |
1,243 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838.8 |
830.0 |
798.4 |
|
| R3 |
823.1 |
814.3 |
794.1 |
|
| R2 |
807.4 |
807.4 |
792.7 |
|
| R1 |
798.6 |
798.6 |
791.2 |
795.2 |
| PP |
791.7 |
791.7 |
791.7 |
790.0 |
| S1 |
782.9 |
782.9 |
788.4 |
779.5 |
| S2 |
776.0 |
776.0 |
786.9 |
|
| S3 |
760.3 |
767.2 |
785.5 |
|
| S4 |
744.6 |
751.5 |
781.2 |
|
|
| 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 |
867.2 |
|
2.618 |
841.6 |
|
1.618 |
825.9 |
|
1.000 |
816.2 |
|
0.618 |
810.2 |
|
HIGH |
800.5 |
|
0.618 |
794.5 |
|
0.500 |
792.7 |
|
0.382 |
790.8 |
|
LOW |
784.8 |
|
0.618 |
775.1 |
|
1.000 |
769.1 |
|
1.618 |
759.4 |
|
2.618 |
743.7 |
|
4.250 |
718.1 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
792.7 |
787.7 |
| PP |
791.7 |
785.6 |
| S1 |
790.8 |
783.5 |
|