CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
767.6 |
774.1 |
6.5 |
0.8% |
760.0 |
| High |
785.7 |
776.4 |
-9.3 |
-1.2% |
785.7 |
| Low |
767.6 |
762.4 |
-5.2 |
-0.7% |
735.0 |
| Close |
773.0 |
763.9 |
-9.1 |
-1.2% |
773.0 |
| Range |
18.1 |
14.0 |
-4.1 |
-22.7% |
50.7 |
| ATR |
18.4 |
18.1 |
-0.3 |
-1.7% |
0.0 |
| Volume |
332 |
763 |
431 |
129.8% |
2,322 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.6 |
800.7 |
771.6 |
|
| R3 |
795.6 |
786.7 |
767.8 |
|
| R2 |
781.6 |
781.6 |
766.5 |
|
| R1 |
772.7 |
772.7 |
765.2 |
770.2 |
| PP |
767.6 |
767.6 |
767.6 |
766.3 |
| S1 |
758.7 |
758.7 |
762.6 |
756.2 |
| S2 |
753.6 |
753.6 |
761.3 |
|
| S3 |
739.6 |
744.7 |
760.1 |
|
| S4 |
725.6 |
730.7 |
756.2 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
916.7 |
895.5 |
800.9 |
|
| R3 |
866.0 |
844.8 |
786.9 |
|
| R2 |
815.3 |
815.3 |
782.3 |
|
| R1 |
794.1 |
794.1 |
777.6 |
804.7 |
| PP |
764.6 |
764.6 |
764.6 |
769.9 |
| S1 |
743.4 |
743.4 |
768.4 |
754.0 |
| S2 |
713.9 |
713.9 |
763.7 |
|
| S3 |
663.2 |
692.7 |
759.1 |
|
| S4 |
612.5 |
642.0 |
745.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
835.9 |
|
2.618 |
813.1 |
|
1.618 |
799.1 |
|
1.000 |
790.4 |
|
0.618 |
785.1 |
|
HIGH |
776.4 |
|
0.618 |
771.1 |
|
0.500 |
769.4 |
|
0.382 |
767.7 |
|
LOW |
762.4 |
|
0.618 |
753.7 |
|
1.000 |
748.4 |
|
1.618 |
739.7 |
|
2.618 |
725.7 |
|
4.250 |
702.9 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
769.4 |
774.1 |
| PP |
767.6 |
770.7 |
| S1 |
765.7 |
767.3 |
|