CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
745.8 |
746.4 |
0.6 |
0.1% |
765.6 |
| High |
750.8 |
776.2 |
25.4 |
3.4% |
773.4 |
| Low |
735.0 |
743.6 |
8.6 |
1.2% |
741.0 |
| Close |
747.0 |
775.0 |
28.0 |
3.7% |
758.0 |
| Range |
15.8 |
32.6 |
16.8 |
106.3% |
32.4 |
| ATR |
18.0 |
19.0 |
1.0 |
5.8% |
0.0 |
| Volume |
507 |
379 |
-128 |
-25.2% |
1,891 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.7 |
851.5 |
792.9 |
|
| R3 |
830.1 |
818.9 |
784.0 |
|
| R2 |
797.5 |
797.5 |
781.0 |
|
| R1 |
786.3 |
786.3 |
778.0 |
791.9 |
| PP |
764.9 |
764.9 |
764.9 |
767.8 |
| S1 |
753.7 |
753.7 |
772.0 |
759.3 |
| S2 |
732.3 |
732.3 |
769.0 |
|
| S3 |
699.7 |
721.1 |
766.0 |
|
| S4 |
667.1 |
688.5 |
757.1 |
|
|
| 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 |
914.8 |
|
2.618 |
861.5 |
|
1.618 |
828.9 |
|
1.000 |
808.8 |
|
0.618 |
796.3 |
|
HIGH |
776.2 |
|
0.618 |
763.7 |
|
0.500 |
759.9 |
|
0.382 |
756.1 |
|
LOW |
743.6 |
|
0.618 |
723.5 |
|
1.000 |
711.0 |
|
1.618 |
690.9 |
|
2.618 |
658.3 |
|
4.250 |
605.1 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
770.0 |
768.5 |
| PP |
764.9 |
762.1 |
| S1 |
759.9 |
755.6 |
|