CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
770.6 |
774.6 |
4.0 |
0.5% |
774.1 |
| High |
794.4 |
777.7 |
-16.7 |
-2.1% |
795.0 |
| Low |
767.0 |
762.5 |
-4.5 |
-0.6% |
752.7 |
| Close |
776.3 |
770.8 |
-5.5 |
-0.7% |
790.7 |
| Range |
27.4 |
15.2 |
-12.2 |
-44.5% |
42.3 |
| ATR |
19.1 |
18.8 |
-0.3 |
-1.4% |
0.0 |
| Volume |
24,098 |
47,844 |
23,746 |
98.5% |
14,454 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.9 |
808.6 |
779.2 |
|
| R3 |
800.7 |
793.4 |
775.0 |
|
| R2 |
785.5 |
785.5 |
773.6 |
|
| R1 |
778.2 |
778.2 |
772.2 |
774.3 |
| PP |
770.3 |
770.3 |
770.3 |
768.4 |
| S1 |
763.0 |
763.0 |
769.4 |
759.1 |
| S2 |
755.1 |
755.1 |
768.0 |
|
| S3 |
739.9 |
747.8 |
766.6 |
|
| S4 |
724.7 |
732.6 |
762.4 |
|
|
| 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 |
842.3 |
|
2.618 |
817.5 |
|
1.618 |
802.3 |
|
1.000 |
792.9 |
|
0.618 |
787.1 |
|
HIGH |
777.7 |
|
0.618 |
771.9 |
|
0.500 |
770.1 |
|
0.382 |
768.3 |
|
LOW |
762.5 |
|
0.618 |
753.1 |
|
1.000 |
747.3 |
|
1.618 |
737.9 |
|
2.618 |
722.7 |
|
4.250 |
697.9 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
770.6 |
783.0 |
| PP |
770.3 |
778.9 |
| S1 |
770.1 |
774.9 |
|