CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
754.0 |
754.0 |
0.0 |
0.0% |
786.6 |
| High |
756.4 |
759.2 |
2.8 |
0.4% |
800.3 |
| Low |
735.3 |
749.0 |
13.7 |
1.9% |
751.5 |
| Close |
755.5 |
758.9 |
3.4 |
0.5% |
752.3 |
| Range |
21.1 |
10.2 |
-10.9 |
-51.7% |
48.8 |
| ATR |
19.7 |
19.0 |
-0.7 |
-3.4% |
0.0 |
| Volume |
166,699 |
130,224 |
-36,475 |
-21.9% |
1,198,291 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.3 |
782.8 |
764.5 |
|
| R3 |
776.1 |
772.6 |
761.7 |
|
| R2 |
765.9 |
765.9 |
760.8 |
|
| R1 |
762.4 |
762.4 |
759.8 |
764.2 |
| PP |
755.7 |
755.7 |
755.7 |
756.6 |
| S1 |
752.2 |
752.2 |
758.0 |
754.0 |
| S2 |
745.5 |
745.5 |
757.0 |
|
| S3 |
735.3 |
742.0 |
756.1 |
|
| S4 |
725.1 |
731.8 |
753.3 |
|
|
| 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 |
774.0 |
735.3 |
38.7 |
5.1% |
15.9 |
2.1% |
61% |
False |
False |
196,163 |
| 10 |
800.3 |
735.3 |
65.0 |
8.6% |
19.0 |
2.5% |
36% |
False |
False |
206,199 |
| 20 |
800.3 |
730.0 |
70.3 |
9.3% |
19.1 |
2.5% |
41% |
False |
False |
216,420 |
| 40 |
834.3 |
730.0 |
104.3 |
13.7% |
20.1 |
2.6% |
28% |
False |
False |
250,210 |
| 60 |
858.0 |
730.0 |
128.0 |
16.9% |
18.4 |
2.4% |
23% |
False |
False |
236,358 |
| 80 |
858.0 |
730.0 |
128.0 |
16.9% |
17.8 |
2.3% |
23% |
False |
False |
205,163 |
| 100 |
858.0 |
730.0 |
128.0 |
16.9% |
18.7 |
2.5% |
23% |
False |
False |
164,184 |
| 120 |
869.4 |
730.0 |
139.4 |
18.4% |
17.8 |
2.4% |
21% |
False |
False |
136,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.6 |
|
2.618 |
785.9 |
|
1.618 |
775.7 |
|
1.000 |
769.4 |
|
0.618 |
765.5 |
|
HIGH |
759.2 |
|
0.618 |
755.3 |
|
0.500 |
754.1 |
|
0.382 |
752.9 |
|
LOW |
749.0 |
|
0.618 |
742.7 |
|
1.000 |
738.8 |
|
1.618 |
732.5 |
|
2.618 |
722.3 |
|
4.250 |
705.7 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
757.3 |
755.0 |
| PP |
755.7 |
751.1 |
| S1 |
754.1 |
747.3 |
|