CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
844.2 |
851.4 |
7.2 |
0.9% |
810.5 |
| High |
852.4 |
851.7 |
-0.7 |
-0.1% |
853.2 |
| Low |
841.8 |
843.4 |
1.6 |
0.2% |
808.1 |
| Close |
851.6 |
850.3 |
-1.3 |
-0.2% |
850.2 |
| Range |
10.6 |
8.3 |
-2.3 |
-21.7% |
45.1 |
| ATR |
14.1 |
13.7 |
-0.4 |
-2.9% |
0.0 |
| Volume |
117,061 |
167,266 |
50,205 |
42.9% |
951,023 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.4 |
870.1 |
854.9 |
|
| R3 |
865.1 |
861.8 |
852.6 |
|
| R2 |
856.8 |
856.8 |
851.8 |
|
| R1 |
853.5 |
853.5 |
851.1 |
851.0 |
| PP |
848.5 |
848.5 |
848.5 |
847.2 |
| S1 |
845.2 |
845.2 |
849.5 |
842.7 |
| S2 |
840.2 |
840.2 |
848.8 |
|
| S3 |
831.9 |
836.9 |
848.0 |
|
| S4 |
823.6 |
828.6 |
845.7 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.5 |
956.4 |
875.0 |
|
| R3 |
927.4 |
911.3 |
862.6 |
|
| R2 |
882.3 |
882.3 |
858.5 |
|
| R1 |
866.2 |
866.2 |
854.3 |
874.3 |
| PP |
837.2 |
837.2 |
837.2 |
841.2 |
| S1 |
821.1 |
821.1 |
846.1 |
829.2 |
| S2 |
792.1 |
792.1 |
841.9 |
|
| S3 |
747.0 |
776.0 |
837.8 |
|
| S4 |
701.9 |
730.9 |
825.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
853.2 |
828.7 |
24.5 |
2.9% |
11.3 |
1.3% |
88% |
False |
False |
159,193 |
| 10 |
853.2 |
808.1 |
45.1 |
5.3% |
11.7 |
1.4% |
94% |
False |
False |
180,955 |
| 20 |
853.2 |
775.2 |
78.0 |
9.2% |
13.3 |
1.6% |
96% |
False |
False |
208,928 |
| 40 |
853.2 |
743.5 |
109.7 |
12.9% |
15.7 |
1.9% |
97% |
False |
False |
105,884 |
| 60 |
866.0 |
743.5 |
122.5 |
14.4% |
17.9 |
2.1% |
87% |
False |
False |
70,704 |
| 80 |
869.4 |
743.5 |
125.9 |
14.8% |
16.1 |
1.9% |
85% |
False |
False |
53,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.0 |
|
2.618 |
873.4 |
|
1.618 |
865.1 |
|
1.000 |
860.0 |
|
0.618 |
856.8 |
|
HIGH |
851.7 |
|
0.618 |
848.5 |
|
0.500 |
847.6 |
|
0.382 |
846.6 |
|
LOW |
843.4 |
|
0.618 |
838.3 |
|
1.000 |
835.1 |
|
1.618 |
830.0 |
|
2.618 |
821.7 |
|
4.250 |
808.1 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
849.4 |
849.2 |
| PP |
848.5 |
848.0 |
| S1 |
847.6 |
846.9 |
|