CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
743.7 |
771.3 |
27.6 |
3.7% |
767.5 |
| High |
772.8 |
774.8 |
2.0 |
0.3% |
770.5 |
| Low |
740.7 |
762.5 |
21.8 |
2.9% |
736.7 |
| Close |
771.6 |
765.5 |
-6.1 |
-0.8% |
755.0 |
| Range |
32.1 |
12.3 |
-19.8 |
-61.7% |
33.8 |
| ATR |
21.7 |
21.0 |
-0.7 |
-3.1% |
0.0 |
| Volume |
256,495 |
268,340 |
11,845 |
4.6% |
1,164,895 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.5 |
797.3 |
772.3 |
|
| R3 |
792.2 |
785.0 |
768.9 |
|
| R2 |
779.9 |
779.9 |
767.8 |
|
| R1 |
772.7 |
772.7 |
766.6 |
770.2 |
| PP |
767.6 |
767.6 |
767.6 |
766.3 |
| S1 |
760.4 |
760.4 |
764.4 |
757.9 |
| S2 |
755.3 |
755.3 |
763.2 |
|
| S3 |
743.0 |
748.1 |
762.1 |
|
| S4 |
730.7 |
735.8 |
758.7 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.5 |
839.0 |
773.6 |
|
| R3 |
821.7 |
805.2 |
764.3 |
|
| R2 |
787.9 |
787.9 |
761.2 |
|
| R1 |
771.4 |
771.4 |
758.1 |
762.8 |
| PP |
754.1 |
754.1 |
754.1 |
749.7 |
| S1 |
737.6 |
737.6 |
751.9 |
729.0 |
| S2 |
720.3 |
720.3 |
748.8 |
|
| S3 |
686.5 |
703.8 |
745.7 |
|
| S4 |
652.7 |
670.0 |
736.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
774.8 |
730.0 |
44.8 |
5.9% |
23.0 |
3.0% |
79% |
True |
False |
219,815 |
| 10 |
787.3 |
730.0 |
57.3 |
7.5% |
22.0 |
2.9% |
62% |
False |
False |
257,765 |
| 20 |
831.4 |
730.0 |
101.4 |
13.2% |
22.6 |
2.9% |
35% |
False |
False |
283,041 |
| 40 |
858.0 |
730.0 |
128.0 |
16.7% |
19.6 |
2.6% |
28% |
False |
False |
251,850 |
| 60 |
858.0 |
730.0 |
128.0 |
16.7% |
17.9 |
2.3% |
28% |
False |
False |
225,081 |
| 80 |
858.0 |
730.0 |
128.0 |
16.7% |
18.6 |
2.4% |
28% |
False |
False |
168,935 |
| 100 |
869.4 |
730.0 |
139.4 |
18.2% |
18.5 |
2.4% |
25% |
False |
False |
135,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827.1 |
|
2.618 |
807.0 |
|
1.618 |
794.7 |
|
1.000 |
787.1 |
|
0.618 |
782.4 |
|
HIGH |
774.8 |
|
0.618 |
770.1 |
|
0.500 |
768.7 |
|
0.382 |
767.2 |
|
LOW |
762.5 |
|
0.618 |
754.9 |
|
1.000 |
750.2 |
|
1.618 |
742.6 |
|
2.618 |
730.3 |
|
4.250 |
710.2 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
768.7 |
761.1 |
| PP |
767.6 |
756.8 |
| S1 |
766.6 |
752.4 |
|