CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
807.4 |
781.5 |
-25.9 |
-3.2% |
830.5 |
| High |
812.6 |
791.8 |
-20.8 |
-2.6% |
838.5 |
| Low |
781.0 |
768.0 |
-13.0 |
-1.7% |
793.8 |
| Close |
784.9 |
786.5 |
1.6 |
0.2% |
805.3 |
| Range |
31.6 |
23.8 |
-7.8 |
-24.7% |
44.7 |
| ATR |
18.0 |
18.4 |
0.4 |
2.3% |
0.0 |
| Volume |
278 |
271 |
-7 |
-2.5% |
561 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.5 |
843.8 |
799.6 |
|
| R3 |
829.7 |
820.0 |
793.0 |
|
| R2 |
805.9 |
805.9 |
790.9 |
|
| R1 |
796.2 |
796.2 |
788.7 |
801.1 |
| PP |
782.1 |
782.1 |
782.1 |
784.5 |
| S1 |
772.4 |
772.4 |
784.3 |
777.3 |
| S2 |
758.3 |
758.3 |
782.1 |
|
| S3 |
734.5 |
748.6 |
780.0 |
|
| S4 |
710.7 |
724.8 |
773.4 |
|
|
| 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 |
893.0 |
|
2.618 |
854.1 |
|
1.618 |
830.3 |
|
1.000 |
815.6 |
|
0.618 |
806.5 |
|
HIGH |
791.8 |
|
0.618 |
782.7 |
|
0.500 |
779.9 |
|
0.382 |
777.1 |
|
LOW |
768.0 |
|
0.618 |
753.3 |
|
1.000 |
744.2 |
|
1.618 |
729.5 |
|
2.618 |
705.7 |
|
4.250 |
666.9 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
784.3 |
790.3 |
| PP |
782.1 |
789.0 |
| S1 |
779.9 |
787.8 |
|