CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
818.5 |
830.5 |
12.0 |
1.5% |
797.1 |
| High |
831.6 |
835.3 |
3.7 |
0.4% |
831.6 |
| Low |
815.9 |
825.1 |
9.2 |
1.1% |
791.9 |
| Close |
831.2 |
830.7 |
-0.5 |
-0.1% |
831.2 |
| Range |
15.7 |
10.2 |
-5.5 |
-35.0% |
39.7 |
| ATR |
15.5 |
15.1 |
-0.4 |
-2.4% |
0.0 |
| Volume |
41 |
115 |
74 |
180.5% |
713 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.0 |
856.0 |
836.3 |
|
| R3 |
850.8 |
845.8 |
833.5 |
|
| R2 |
840.6 |
840.6 |
832.6 |
|
| R1 |
835.6 |
835.6 |
831.6 |
838.1 |
| PP |
830.4 |
830.4 |
830.4 |
831.6 |
| S1 |
825.4 |
825.4 |
829.8 |
827.9 |
| S2 |
820.2 |
820.2 |
828.8 |
|
| S3 |
810.0 |
815.2 |
827.9 |
|
| S4 |
799.8 |
805.0 |
825.1 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.3 |
924.0 |
853.0 |
|
| R3 |
897.6 |
884.3 |
842.1 |
|
| R2 |
857.9 |
857.9 |
838.5 |
|
| R1 |
844.6 |
844.6 |
834.8 |
851.3 |
| PP |
818.2 |
818.2 |
818.2 |
821.6 |
| S1 |
804.9 |
804.9 |
827.6 |
811.6 |
| S2 |
778.5 |
778.5 |
823.9 |
|
| S3 |
738.8 |
765.2 |
820.3 |
|
| S4 |
699.1 |
725.5 |
809.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.7 |
|
2.618 |
862.0 |
|
1.618 |
851.8 |
|
1.000 |
845.5 |
|
0.618 |
841.6 |
|
HIGH |
835.3 |
|
0.618 |
831.4 |
|
0.500 |
830.2 |
|
0.382 |
829.0 |
|
LOW |
825.1 |
|
0.618 |
818.8 |
|
1.000 |
814.9 |
|
1.618 |
808.6 |
|
2.618 |
798.4 |
|
4.250 |
781.8 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.5 |
827.5 |
| PP |
830.4 |
824.3 |
| S1 |
830.2 |
821.2 |
|