CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
756.8 |
775.0 |
18.2 |
2.4% |
760.0 |
| High |
772.4 |
791.2 |
18.8 |
2.4% |
785.7 |
| Low |
756.8 |
765.2 |
8.4 |
1.1% |
735.0 |
| Close |
771.0 |
789.4 |
18.4 |
2.4% |
773.0 |
| Range |
15.6 |
26.0 |
10.4 |
66.7% |
50.7 |
| ATR |
17.5 |
18.1 |
0.6 |
3.5% |
0.0 |
| Volume |
498 |
2,242 |
1,744 |
350.2% |
2,322 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.9 |
850.7 |
803.7 |
|
| R3 |
833.9 |
824.7 |
796.6 |
|
| R2 |
807.9 |
807.9 |
794.2 |
|
| R1 |
798.7 |
798.7 |
791.8 |
803.3 |
| PP |
781.9 |
781.9 |
781.9 |
784.3 |
| S1 |
772.7 |
772.7 |
787.0 |
777.3 |
| S2 |
755.9 |
755.9 |
784.6 |
|
| S3 |
729.9 |
746.7 |
782.3 |
|
| S4 |
703.9 |
720.7 |
775.1 |
|
|
| 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 |
901.7 |
|
2.618 |
859.3 |
|
1.618 |
833.3 |
|
1.000 |
817.2 |
|
0.618 |
807.3 |
|
HIGH |
791.2 |
|
0.618 |
781.3 |
|
0.500 |
778.2 |
|
0.382 |
775.1 |
|
LOW |
765.2 |
|
0.618 |
749.1 |
|
1.000 |
739.2 |
|
1.618 |
723.1 |
|
2.618 |
697.1 |
|
4.250 |
654.7 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
785.7 |
783.6 |
| PP |
781.9 |
777.8 |
| S1 |
778.2 |
772.0 |
|