CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
756.4 |
744.7 |
-11.7 |
-1.5% |
790.3 |
| High |
756.6 |
760.1 |
3.5 |
0.5% |
803.4 |
| Low |
742.9 |
738.7 |
-4.2 |
-0.6% |
755.8 |
| Close |
744.8 |
758.1 |
13.3 |
1.8% |
756.1 |
| Range |
13.7 |
21.4 |
7.7 |
56.2% |
47.6 |
| ATR |
18.4 |
18.7 |
0.2 |
1.1% |
0.0 |
| Volume |
259,128 |
335,412 |
76,284 |
29.4% |
386,622 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.5 |
808.7 |
769.9 |
|
| R3 |
795.1 |
787.3 |
764.0 |
|
| R2 |
773.7 |
773.7 |
762.0 |
|
| R1 |
765.9 |
765.9 |
760.1 |
769.8 |
| PP |
752.3 |
752.3 |
752.3 |
754.3 |
| S1 |
744.5 |
744.5 |
756.1 |
748.4 |
| S2 |
730.9 |
730.9 |
754.2 |
|
| S3 |
709.5 |
723.1 |
752.2 |
|
| S4 |
688.1 |
701.7 |
746.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.6 |
882.9 |
782.3 |
|
| R3 |
867.0 |
835.3 |
769.2 |
|
| R2 |
819.4 |
819.4 |
764.8 |
|
| R1 |
787.7 |
787.7 |
760.5 |
779.8 |
| PP |
771.8 |
771.8 |
771.8 |
767.8 |
| S1 |
740.1 |
740.1 |
751.7 |
732.2 |
| S2 |
724.2 |
724.2 |
747.4 |
|
| S3 |
676.6 |
692.5 |
743.0 |
|
| S4 |
629.0 |
644.9 |
729.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
794.4 |
738.7 |
55.7 |
7.3% |
19.4 |
2.6% |
35% |
False |
True |
191,424 |
| 10 |
803.4 |
738.7 |
64.7 |
8.5% |
19.6 |
2.6% |
30% |
False |
True |
99,375 |
| 20 |
803.4 |
735.0 |
68.4 |
9.0% |
17.4 |
2.3% |
34% |
False |
False |
49,968 |
| 40 |
838.5 |
735.0 |
103.5 |
13.7% |
18.6 |
2.5% |
22% |
False |
False |
25,076 |
| 60 |
863.7 |
735.0 |
128.7 |
17.0% |
17.1 |
2.3% |
18% |
False |
False |
16,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.1 |
|
2.618 |
816.1 |
|
1.618 |
794.7 |
|
1.000 |
781.5 |
|
0.618 |
773.3 |
|
HIGH |
760.1 |
|
0.618 |
751.9 |
|
0.500 |
749.4 |
|
0.382 |
746.9 |
|
LOW |
738.7 |
|
0.618 |
725.5 |
|
1.000 |
717.3 |
|
1.618 |
704.1 |
|
2.618 |
682.7 |
|
4.250 |
647.8 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
755.2 |
757.7 |
| PP |
752.3 |
757.3 |
| S1 |
749.4 |
756.9 |
|