CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
786.1 |
786.6 |
0.5 |
0.1% |
769.6 |
| High |
791.5 |
795.5 |
4.0 |
0.5% |
791.5 |
| Low |
781.9 |
781.8 |
-0.1 |
0.0% |
748.7 |
| Close |
787.0 |
794.6 |
7.6 |
1.0% |
787.0 |
| Range |
9.6 |
13.7 |
4.1 |
42.7% |
42.8 |
| ATR |
19.0 |
18.6 |
-0.4 |
-2.0% |
0.0 |
| Volume |
244,380 |
175,066 |
-69,314 |
-28.4% |
1,077,049 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.7 |
826.9 |
802.1 |
|
| R3 |
818.0 |
813.2 |
798.4 |
|
| R2 |
804.3 |
804.3 |
797.1 |
|
| R1 |
799.5 |
799.5 |
795.9 |
801.9 |
| PP |
790.6 |
790.6 |
790.6 |
791.9 |
| S1 |
785.8 |
785.8 |
793.3 |
788.2 |
| S2 |
776.9 |
776.9 |
792.1 |
|
| S3 |
763.2 |
772.1 |
790.8 |
|
| S4 |
749.5 |
758.4 |
787.1 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.1 |
888.4 |
810.5 |
|
| R3 |
861.3 |
845.6 |
798.8 |
|
| R2 |
818.5 |
818.5 |
794.8 |
|
| R1 |
802.8 |
802.8 |
790.9 |
810.7 |
| PP |
775.7 |
775.7 |
775.7 |
779.7 |
| S1 |
760.0 |
760.0 |
783.1 |
767.9 |
| S2 |
732.9 |
732.9 |
779.2 |
|
| S3 |
690.1 |
717.2 |
775.2 |
|
| S4 |
647.3 |
674.4 |
763.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
795.5 |
748.7 |
46.8 |
5.9% |
15.0 |
1.9% |
98% |
True |
False |
200,799 |
| 10 |
795.5 |
730.0 |
65.5 |
8.2% |
16.9 |
2.1% |
99% |
True |
False |
223,521 |
| 20 |
796.8 |
730.0 |
66.8 |
8.4% |
19.7 |
2.5% |
97% |
False |
False |
243,273 |
| 40 |
848.8 |
730.0 |
118.8 |
15.0% |
20.0 |
2.5% |
54% |
False |
False |
257,012 |
| 60 |
858.0 |
730.0 |
128.0 |
16.1% |
17.8 |
2.2% |
50% |
False |
False |
243,253 |
| 80 |
858.0 |
730.0 |
128.0 |
16.1% |
17.5 |
2.2% |
50% |
False |
False |
187,179 |
| 100 |
863.5 |
730.0 |
133.5 |
16.8% |
18.9 |
2.4% |
48% |
False |
False |
149,809 |
| 120 |
869.4 |
730.0 |
139.4 |
17.5% |
17.4 |
2.2% |
46% |
False |
False |
124,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.7 |
|
2.618 |
831.4 |
|
1.618 |
817.7 |
|
1.000 |
809.2 |
|
0.618 |
804.0 |
|
HIGH |
795.5 |
|
0.618 |
790.3 |
|
0.500 |
788.7 |
|
0.382 |
787.0 |
|
LOW |
781.8 |
|
0.618 |
773.3 |
|
1.000 |
768.1 |
|
1.618 |
759.6 |
|
2.618 |
745.9 |
|
4.250 |
723.6 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
792.6 |
789.7 |
| PP |
790.6 |
784.7 |
| S1 |
788.7 |
779.8 |
|