CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
819.3 |
815.2 |
-4.1 |
-0.5% |
847.6 |
| High |
819.4 |
821.2 |
1.8 |
0.2% |
848.8 |
| Low |
797.8 |
802.2 |
4.4 |
0.6% |
797.6 |
| Close |
815.2 |
813.5 |
-1.7 |
-0.2% |
798.2 |
| Range |
21.6 |
19.0 |
-2.6 |
-12.0% |
51.2 |
| ATR |
17.1 |
17.2 |
0.1 |
0.8% |
0.0 |
| Volume |
231,799 |
350,417 |
118,618 |
51.2% |
1,107,284 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.3 |
860.4 |
824.0 |
|
| R3 |
850.3 |
841.4 |
818.7 |
|
| R2 |
831.3 |
831.3 |
817.0 |
|
| R1 |
822.4 |
822.4 |
815.2 |
817.4 |
| PP |
812.3 |
812.3 |
812.3 |
809.8 |
| S1 |
803.4 |
803.4 |
811.8 |
798.4 |
| S2 |
793.3 |
793.3 |
810.0 |
|
| S3 |
774.3 |
784.4 |
808.3 |
|
| S4 |
755.3 |
765.4 |
803.1 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.5 |
934.5 |
826.4 |
|
| R3 |
917.3 |
883.3 |
812.3 |
|
| R2 |
866.1 |
866.1 |
807.6 |
|
| R1 |
832.1 |
832.1 |
802.9 |
823.5 |
| PP |
814.9 |
814.9 |
814.9 |
810.6 |
| S1 |
780.9 |
780.9 |
793.5 |
772.3 |
| S2 |
763.7 |
763.7 |
788.8 |
|
| S3 |
712.5 |
729.7 |
784.1 |
|
| S4 |
661.3 |
678.5 |
770.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
829.6 |
785.3 |
44.3 |
5.4% |
23.5 |
2.9% |
64% |
False |
False |
275,923 |
| 10 |
849.7 |
785.3 |
64.4 |
7.9% |
19.2 |
2.4% |
44% |
False |
False |
258,788 |
| 20 |
858.0 |
785.3 |
72.7 |
8.9% |
16.3 |
2.0% |
39% |
False |
False |
218,198 |
| 40 |
858.0 |
764.4 |
93.6 |
11.5% |
15.4 |
1.9% |
52% |
False |
False |
174,653 |
| 60 |
858.0 |
743.5 |
114.5 |
14.1% |
17.8 |
2.2% |
61% |
False |
False |
116,530 |
| 80 |
869.4 |
743.5 |
125.9 |
15.5% |
17.2 |
2.1% |
56% |
False |
False |
87,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
902.0 |
|
2.618 |
870.9 |
|
1.618 |
851.9 |
|
1.000 |
840.2 |
|
0.618 |
832.9 |
|
HIGH |
821.2 |
|
0.618 |
813.9 |
|
0.500 |
811.7 |
|
0.382 |
809.5 |
|
LOW |
802.2 |
|
0.618 |
790.5 |
|
1.000 |
783.2 |
|
1.618 |
771.5 |
|
2.618 |
752.5 |
|
4.250 |
721.5 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
812.9 |
812.4 |
| PP |
812.3 |
811.3 |
| S1 |
811.7 |
810.2 |
|