CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
760.0 |
745.8 |
-14.2 |
-1.9% |
765.6 |
| High |
767.1 |
750.8 |
-16.3 |
-2.1% |
773.4 |
| Low |
736.9 |
735.0 |
-1.9 |
-0.3% |
741.0 |
| Close |
737.1 |
747.0 |
9.9 |
1.3% |
758.0 |
| Range |
30.2 |
15.8 |
-14.4 |
-47.7% |
32.4 |
| ATR |
18.1 |
18.0 |
-0.2 |
-0.9% |
0.0 |
| Volume |
200 |
507 |
307 |
153.5% |
1,891 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.7 |
785.1 |
755.7 |
|
| R3 |
775.9 |
769.3 |
751.3 |
|
| R2 |
760.1 |
760.1 |
749.9 |
|
| R1 |
753.5 |
753.5 |
748.4 |
756.8 |
| PP |
744.3 |
744.3 |
744.3 |
745.9 |
| S1 |
737.7 |
737.7 |
745.6 |
741.0 |
| S2 |
728.5 |
728.5 |
744.1 |
|
| S3 |
712.7 |
721.9 |
742.7 |
|
| S4 |
696.9 |
706.1 |
738.3 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.7 |
838.7 |
775.8 |
|
| R3 |
822.3 |
806.3 |
766.9 |
|
| R2 |
789.9 |
789.9 |
763.9 |
|
| R1 |
773.9 |
773.9 |
761.0 |
765.7 |
| PP |
757.5 |
757.5 |
757.5 |
753.4 |
| S1 |
741.5 |
741.5 |
755.0 |
733.3 |
| S2 |
725.1 |
725.1 |
752.1 |
|
| S3 |
692.7 |
709.1 |
749.1 |
|
| S4 |
660.3 |
676.7 |
740.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
818.0 |
|
2.618 |
792.2 |
|
1.618 |
776.4 |
|
1.000 |
766.6 |
|
0.618 |
760.6 |
|
HIGH |
750.8 |
|
0.618 |
744.8 |
|
0.500 |
742.9 |
|
0.382 |
741.0 |
|
LOW |
735.0 |
|
0.618 |
725.2 |
|
1.000 |
719.2 |
|
1.618 |
709.4 |
|
2.618 |
693.6 |
|
4.250 |
667.9 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
745.6 |
751.1 |
| PP |
744.3 |
749.7 |
| S1 |
742.9 |
748.4 |
|