CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
774.2 |
791.0 |
16.8 |
2.2% |
756.4 |
| High |
792.9 |
799.9 |
7.0 |
0.9% |
792.9 |
| Low |
773.8 |
790.4 |
16.6 |
2.1% |
738.7 |
| Close |
792.0 |
797.4 |
5.4 |
0.7% |
792.0 |
| Range |
19.1 |
9.5 |
-9.6 |
-50.3% |
54.2 |
| ATR |
18.4 |
17.8 |
-0.6 |
-3.5% |
0.0 |
| Volume |
260,468 |
183,177 |
-77,291 |
-29.7% |
1,507,123 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.4 |
820.4 |
802.6 |
|
| R3 |
814.9 |
810.9 |
800.0 |
|
| R2 |
805.4 |
805.4 |
799.1 |
|
| R1 |
801.4 |
801.4 |
798.3 |
803.4 |
| PP |
795.9 |
795.9 |
795.9 |
796.9 |
| S1 |
791.9 |
791.9 |
796.5 |
793.9 |
| S2 |
786.4 |
786.4 |
795.7 |
|
| S3 |
776.9 |
782.4 |
794.8 |
|
| S4 |
767.4 |
772.9 |
792.2 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.1 |
918.8 |
821.8 |
|
| R3 |
882.9 |
864.6 |
806.9 |
|
| R2 |
828.7 |
828.7 |
801.9 |
|
| R1 |
810.4 |
810.4 |
797.0 |
819.6 |
| PP |
774.5 |
774.5 |
774.5 |
779.1 |
| S1 |
756.2 |
756.2 |
787.0 |
765.4 |
| S2 |
720.3 |
720.3 |
782.1 |
|
| S3 |
666.1 |
702.0 |
777.1 |
|
| S4 |
611.9 |
647.8 |
762.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
799.9 |
738.7 |
61.2 |
7.7% |
16.5 |
2.1% |
96% |
True |
False |
286,234 |
| 10 |
803.4 |
738.7 |
64.7 |
8.1% |
19.3 |
2.4% |
91% |
False |
False |
206,537 |
| 20 |
803.4 |
735.0 |
68.4 |
8.6% |
18.0 |
2.3% |
91% |
False |
False |
104,674 |
| 40 |
838.5 |
735.0 |
103.5 |
13.0% |
18.6 |
2.3% |
60% |
False |
False |
52,457 |
| 60 |
863.7 |
735.0 |
128.7 |
16.1% |
17.3 |
2.2% |
48% |
False |
False |
35,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
840.3 |
|
2.618 |
824.8 |
|
1.618 |
815.3 |
|
1.000 |
809.4 |
|
0.618 |
805.8 |
|
HIGH |
799.9 |
|
0.618 |
796.3 |
|
0.500 |
795.2 |
|
0.382 |
794.0 |
|
LOW |
790.4 |
|
0.618 |
784.5 |
|
1.000 |
780.9 |
|
1.618 |
775.0 |
|
2.618 |
765.5 |
|
4.250 |
750.0 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
796.7 |
790.5 |
| PP |
795.9 |
783.6 |
| S1 |
795.2 |
776.7 |
|