CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
766.0 |
771.6 |
5.6 |
0.7% |
769.6 |
| High |
790.9 |
774.0 |
-16.9 |
-2.1% |
791.5 |
| Low |
763.1 |
758.8 |
-4.3 |
-0.6% |
748.7 |
| Close |
772.4 |
767.0 |
-5.4 |
-0.7% |
787.0 |
| Range |
27.8 |
15.2 |
-12.6 |
-45.3% |
42.8 |
| ATR |
20.4 |
20.0 |
-0.4 |
-1.8% |
0.0 |
| Volume |
291,451 |
363,324 |
71,873 |
24.7% |
1,077,049 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.2 |
804.8 |
775.4 |
|
| R3 |
797.0 |
789.6 |
771.2 |
|
| R2 |
781.8 |
781.8 |
769.8 |
|
| R1 |
774.4 |
774.4 |
768.4 |
770.5 |
| PP |
766.6 |
766.6 |
766.6 |
764.7 |
| S1 |
759.2 |
759.2 |
765.6 |
755.3 |
| S2 |
751.4 |
751.4 |
764.2 |
|
| S3 |
736.2 |
744.0 |
762.8 |
|
| S4 |
721.0 |
728.8 |
758.6 |
|
|
| 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 |
800.3 |
758.8 |
41.5 |
5.4% |
20.4 |
2.7% |
20% |
False |
True |
248,607 |
| 10 |
800.3 |
748.7 |
51.6 |
6.7% |
18.6 |
2.4% |
35% |
False |
False |
228,487 |
| 20 |
800.3 |
730.0 |
70.3 |
9.2% |
20.3 |
2.6% |
53% |
False |
False |
243,126 |
| 40 |
834.3 |
730.0 |
104.3 |
13.6% |
20.6 |
2.7% |
35% |
False |
False |
260,996 |
| 60 |
858.0 |
730.0 |
128.0 |
16.7% |
18.1 |
2.4% |
29% |
False |
False |
242,509 |
| 80 |
858.0 |
730.0 |
128.0 |
16.7% |
17.6 |
2.3% |
29% |
False |
False |
197,462 |
| 100 |
858.0 |
730.0 |
128.0 |
16.7% |
19.1 |
2.5% |
29% |
False |
False |
158,031 |
| 120 |
869.4 |
730.0 |
139.4 |
18.2% |
17.8 |
2.3% |
27% |
False |
False |
131,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.6 |
|
2.618 |
813.8 |
|
1.618 |
798.6 |
|
1.000 |
789.2 |
|
0.618 |
783.4 |
|
HIGH |
774.0 |
|
0.618 |
768.2 |
|
0.500 |
766.4 |
|
0.382 |
764.6 |
|
LOW |
758.8 |
|
0.618 |
749.4 |
|
1.000 |
743.6 |
|
1.618 |
734.2 |
|
2.618 |
719.0 |
|
4.250 |
694.2 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
766.8 |
779.6 |
| PP |
766.6 |
775.4 |
| S1 |
766.4 |
771.2 |
|