CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
790.3 |
798.5 |
8.2 |
1.0% |
774.1 |
| High |
799.2 |
803.4 |
4.2 |
0.5% |
795.0 |
| Low |
785.9 |
768.7 |
-17.2 |
-2.2% |
752.7 |
| Close |
798.4 |
769.5 |
-28.9 |
-3.6% |
790.7 |
| Range |
13.3 |
34.7 |
21.4 |
160.9% |
42.3 |
| ATR |
17.2 |
18.4 |
1.3 |
7.3% |
0.0 |
| Volume |
11,547 |
12,495 |
948 |
8.2% |
14,454 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.6 |
861.8 |
788.6 |
|
| R3 |
849.9 |
827.1 |
779.0 |
|
| R2 |
815.2 |
815.2 |
775.9 |
|
| R1 |
792.4 |
792.4 |
772.7 |
786.5 |
| PP |
780.5 |
780.5 |
780.5 |
777.6 |
| S1 |
757.7 |
757.7 |
766.3 |
751.8 |
| S2 |
745.8 |
745.8 |
763.1 |
|
| S3 |
711.1 |
723.0 |
760.0 |
|
| S4 |
676.4 |
688.3 |
750.4 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
906.4 |
890.8 |
814.0 |
|
| R3 |
864.1 |
848.5 |
802.3 |
|
| R2 |
821.8 |
821.8 |
798.5 |
|
| R1 |
806.2 |
806.2 |
794.6 |
814.0 |
| PP |
779.5 |
779.5 |
779.5 |
783.4 |
| S1 |
763.9 |
763.9 |
786.8 |
771.7 |
| S2 |
737.2 |
737.2 |
782.9 |
|
| S3 |
694.9 |
721.6 |
779.1 |
|
| S4 |
652.6 |
679.3 |
767.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
950.9 |
|
2.618 |
894.2 |
|
1.618 |
859.5 |
|
1.000 |
838.1 |
|
0.618 |
824.8 |
|
HIGH |
803.4 |
|
0.618 |
790.1 |
|
0.500 |
786.1 |
|
0.382 |
782.0 |
|
LOW |
768.7 |
|
0.618 |
747.3 |
|
1.000 |
734.0 |
|
1.618 |
712.6 |
|
2.618 |
677.9 |
|
4.250 |
621.2 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
786.1 |
786.1 |
| PP |
780.5 |
780.5 |
| S1 |
775.0 |
775.0 |
|