CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
765.3 |
769.6 |
4.3 |
0.6% |
754.3 |
| High |
783.3 |
773.4 |
-9.9 |
-1.3% |
783.3 |
| Low |
764.9 |
760.0 |
-4.9 |
-0.6% |
730.0 |
| Close |
769.4 |
760.3 |
-9.1 |
-1.2% |
769.4 |
| Range |
18.4 |
13.4 |
-5.0 |
-27.2% |
53.3 |
| ATR |
20.8 |
20.3 |
-0.5 |
-2.5% |
0.0 |
| Volume |
209,165 |
248,117 |
38,952 |
18.6% |
1,067,331 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.8 |
795.9 |
767.7 |
|
| R3 |
791.4 |
782.5 |
764.0 |
|
| R2 |
778.0 |
778.0 |
762.8 |
|
| R1 |
769.1 |
769.1 |
761.5 |
766.9 |
| PP |
764.6 |
764.6 |
764.6 |
763.4 |
| S1 |
755.7 |
755.7 |
759.1 |
753.5 |
| S2 |
751.2 |
751.2 |
757.8 |
|
| S3 |
737.8 |
742.3 |
756.6 |
|
| S4 |
724.4 |
728.9 |
752.9 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.8 |
898.4 |
798.7 |
|
| R3 |
867.5 |
845.1 |
784.1 |
|
| R2 |
814.2 |
814.2 |
779.2 |
|
| R1 |
791.8 |
791.8 |
774.3 |
803.0 |
| PP |
760.9 |
760.9 |
760.9 |
766.5 |
| S1 |
738.5 |
738.5 |
764.5 |
749.7 |
| S2 |
707.6 |
707.6 |
759.6 |
|
| S3 |
654.3 |
685.2 |
754.7 |
|
| S4 |
601.0 |
631.9 |
740.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
783.3 |
730.0 |
53.3 |
7.0% |
18.8 |
2.5% |
57% |
False |
False |
246,244 |
| 10 |
783.3 |
730.0 |
53.3 |
7.0% |
21.0 |
2.8% |
57% |
False |
False |
248,034 |
| 20 |
806.0 |
730.0 |
76.0 |
10.0% |
21.3 |
2.8% |
40% |
False |
False |
274,081 |
| 40 |
858.0 |
730.0 |
128.0 |
16.8% |
19.7 |
2.6% |
24% |
False |
False |
255,652 |
| 60 |
858.0 |
730.0 |
128.0 |
16.8% |
17.9 |
2.3% |
24% |
False |
False |
232,551 |
| 80 |
858.0 |
730.0 |
128.0 |
16.8% |
18.4 |
2.4% |
24% |
False |
False |
174,641 |
| 100 |
869.4 |
730.0 |
139.4 |
18.3% |
18.6 |
2.4% |
22% |
False |
False |
139,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830.4 |
|
2.618 |
808.5 |
|
1.618 |
795.1 |
|
1.000 |
786.8 |
|
0.618 |
781.7 |
|
HIGH |
773.4 |
|
0.618 |
768.3 |
|
0.500 |
766.7 |
|
0.382 |
765.1 |
|
LOW |
760.0 |
|
0.618 |
751.7 |
|
1.000 |
746.6 |
|
1.618 |
738.3 |
|
2.618 |
724.9 |
|
4.250 |
703.1 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
766.7 |
771.7 |
| PP |
764.6 |
767.9 |
| S1 |
762.4 |
764.1 |
|