CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
831.2 |
799.7 |
-31.5 |
-3.8% |
830.5 |
| High |
831.4 |
813.7 |
-17.7 |
-2.1% |
838.5 |
| Low |
800.2 |
793.8 |
-6.4 |
-0.8% |
793.8 |
| Close |
801.5 |
805.3 |
3.8 |
0.5% |
805.3 |
| Range |
31.2 |
19.9 |
-11.3 |
-36.2% |
44.7 |
| ATR |
16.7 |
16.9 |
0.2 |
1.4% |
0.0 |
| Volume |
81 |
287 |
206 |
254.3% |
561 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.0 |
854.5 |
816.2 |
|
| R3 |
844.1 |
834.6 |
810.8 |
|
| R2 |
824.2 |
824.2 |
808.9 |
|
| R1 |
814.7 |
814.7 |
807.1 |
819.5 |
| PP |
804.3 |
804.3 |
804.3 |
806.6 |
| S1 |
794.8 |
794.8 |
803.5 |
799.6 |
| S2 |
784.4 |
784.4 |
801.7 |
|
| S3 |
764.5 |
774.9 |
799.8 |
|
| S4 |
744.6 |
755.0 |
794.4 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.6 |
920.7 |
829.9 |
|
| R3 |
901.9 |
876.0 |
817.6 |
|
| R2 |
857.2 |
857.2 |
813.5 |
|
| R1 |
831.3 |
831.3 |
809.4 |
821.9 |
| PP |
812.5 |
812.5 |
812.5 |
807.9 |
| S1 |
786.6 |
786.6 |
801.2 |
777.2 |
| S2 |
767.8 |
767.8 |
797.1 |
|
| S3 |
723.1 |
741.9 |
793.0 |
|
| S4 |
678.4 |
697.2 |
780.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
898.3 |
|
2.618 |
865.8 |
|
1.618 |
845.9 |
|
1.000 |
833.6 |
|
0.618 |
826.0 |
|
HIGH |
813.7 |
|
0.618 |
806.1 |
|
0.500 |
803.8 |
|
0.382 |
801.4 |
|
LOW |
793.8 |
|
0.618 |
781.5 |
|
1.000 |
773.9 |
|
1.618 |
761.6 |
|
2.618 |
741.7 |
|
4.250 |
709.2 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
804.8 |
816.2 |
| PP |
804.3 |
812.5 |
| S1 |
803.8 |
808.9 |
|