CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
774.1 |
763.0 |
-11.1 |
-1.4% |
760.0 |
| High |
776.4 |
764.0 |
-12.4 |
-1.6% |
785.7 |
| Low |
762.4 |
752.7 |
-9.7 |
-1.3% |
735.0 |
| Close |
763.9 |
756.9 |
-7.0 |
-0.9% |
773.0 |
| Range |
14.0 |
11.3 |
-2.7 |
-19.3% |
50.7 |
| ATR |
18.1 |
17.6 |
-0.5 |
-2.7% |
0.0 |
| Volume |
763 |
1,096 |
333 |
43.6% |
2,322 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.8 |
785.6 |
763.1 |
|
| R3 |
780.5 |
774.3 |
760.0 |
|
| R2 |
769.2 |
769.2 |
759.0 |
|
| R1 |
763.0 |
763.0 |
757.9 |
760.5 |
| PP |
757.9 |
757.9 |
757.9 |
756.6 |
| S1 |
751.7 |
751.7 |
755.9 |
749.2 |
| S2 |
746.6 |
746.6 |
754.8 |
|
| S3 |
735.3 |
740.4 |
753.8 |
|
| S4 |
724.0 |
729.1 |
750.7 |
|
|
| 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 |
812.0 |
|
2.618 |
793.6 |
|
1.618 |
782.3 |
|
1.000 |
775.3 |
|
0.618 |
771.0 |
|
HIGH |
764.0 |
|
0.618 |
759.7 |
|
0.500 |
758.4 |
|
0.382 |
757.0 |
|
LOW |
752.7 |
|
0.618 |
745.7 |
|
1.000 |
741.4 |
|
1.618 |
734.4 |
|
2.618 |
723.1 |
|
4.250 |
704.7 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
758.4 |
769.2 |
| PP |
757.9 |
765.1 |
| S1 |
757.4 |
761.0 |
|