CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
798.5 |
770.6 |
-27.9 |
-3.5% |
774.1 |
| High |
803.4 |
794.4 |
-9.0 |
-1.1% |
795.0 |
| Low |
768.7 |
767.0 |
-1.7 |
-0.2% |
752.7 |
| Close |
769.5 |
776.3 |
6.8 |
0.9% |
790.7 |
| Range |
34.7 |
27.4 |
-7.3 |
-21.0% |
42.3 |
| ATR |
18.4 |
19.1 |
0.6 |
3.5% |
0.0 |
| Volume |
12,495 |
24,098 |
11,603 |
92.9% |
14,454 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.4 |
846.3 |
791.4 |
|
| R3 |
834.0 |
818.9 |
783.8 |
|
| R2 |
806.6 |
806.6 |
781.3 |
|
| R1 |
791.5 |
791.5 |
778.8 |
799.1 |
| PP |
779.2 |
779.2 |
779.2 |
783.0 |
| S1 |
764.1 |
764.1 |
773.8 |
771.7 |
| S2 |
751.8 |
751.8 |
771.3 |
|
| S3 |
724.4 |
736.7 |
768.8 |
|
| S4 |
697.0 |
709.3 |
761.2 |
|
|
| 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 |
910.9 |
|
2.618 |
866.1 |
|
1.618 |
838.7 |
|
1.000 |
821.8 |
|
0.618 |
811.3 |
|
HIGH |
794.4 |
|
0.618 |
783.9 |
|
0.500 |
780.7 |
|
0.382 |
777.5 |
|
LOW |
767.0 |
|
0.618 |
750.1 |
|
1.000 |
739.6 |
|
1.618 |
722.7 |
|
2.618 |
695.3 |
|
4.250 |
650.6 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
780.7 |
785.2 |
| PP |
779.2 |
782.2 |
| S1 |
777.8 |
779.3 |
|