CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
750.3 |
754.0 |
3.7 |
0.5% |
786.6 |
| High |
752.9 |
756.4 |
3.5 |
0.5% |
800.3 |
| Low |
739.4 |
735.3 |
-4.1 |
-0.6% |
751.5 |
| Close |
741.2 |
755.5 |
14.3 |
1.9% |
752.3 |
| Range |
13.5 |
21.1 |
7.6 |
56.3% |
48.8 |
| ATR |
19.5 |
19.7 |
0.1 |
0.6% |
0.0 |
| Volume |
120,935 |
166,699 |
45,764 |
37.8% |
1,198,291 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.4 |
805.0 |
767.1 |
|
| R3 |
791.3 |
783.9 |
761.3 |
|
| R2 |
770.2 |
770.2 |
759.4 |
|
| R1 |
762.8 |
762.8 |
757.4 |
766.5 |
| PP |
749.1 |
749.1 |
749.1 |
750.9 |
| S1 |
741.7 |
741.7 |
753.6 |
745.4 |
| S2 |
728.0 |
728.0 |
751.6 |
|
| S3 |
706.9 |
720.6 |
749.7 |
|
| S4 |
685.8 |
699.5 |
743.9 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.4 |
882.2 |
779.1 |
|
| R3 |
865.6 |
833.4 |
765.7 |
|
| R2 |
816.8 |
816.8 |
761.2 |
|
| R1 |
784.6 |
784.6 |
756.8 |
776.3 |
| PP |
768.0 |
768.0 |
768.0 |
763.9 |
| S1 |
735.8 |
735.8 |
747.8 |
727.5 |
| S2 |
719.2 |
719.2 |
743.4 |
|
| S3 |
670.4 |
687.0 |
738.9 |
|
| S4 |
621.6 |
638.2 |
725.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
790.9 |
735.3 |
55.6 |
7.4% |
19.4 |
2.6% |
36% |
False |
True |
228,408 |
| 10 |
800.3 |
735.3 |
65.0 |
8.6% |
19.5 |
2.6% |
31% |
False |
True |
213,275 |
| 20 |
800.3 |
730.0 |
70.3 |
9.3% |
19.8 |
2.6% |
36% |
False |
False |
223,937 |
| 40 |
834.3 |
730.0 |
104.3 |
13.8% |
20.1 |
2.7% |
24% |
False |
False |
254,427 |
| 60 |
858.0 |
730.0 |
128.0 |
16.9% |
18.4 |
2.4% |
20% |
False |
False |
237,578 |
| 80 |
858.0 |
730.0 |
128.0 |
16.9% |
17.8 |
2.4% |
20% |
False |
False |
203,542 |
| 100 |
858.0 |
730.0 |
128.0 |
16.9% |
18.8 |
2.5% |
20% |
False |
False |
162,885 |
| 120 |
869.4 |
730.0 |
139.4 |
18.5% |
17.8 |
2.4% |
18% |
False |
False |
135,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.1 |
|
2.618 |
811.6 |
|
1.618 |
790.5 |
|
1.000 |
777.5 |
|
0.618 |
769.4 |
|
HIGH |
756.4 |
|
0.618 |
748.3 |
|
0.500 |
745.9 |
|
0.382 |
743.4 |
|
LOW |
735.3 |
|
0.618 |
722.3 |
|
1.000 |
714.2 |
|
1.618 |
701.2 |
|
2.618 |
680.1 |
|
4.250 |
645.6 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
752.3 |
754.7 |
| PP |
749.1 |
753.9 |
| S1 |
745.9 |
753.2 |
|