CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 12-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
786.1 |
778.6 |
-7.5 |
-1.0% |
803.5 |
| High |
788.7 |
789.9 |
1.2 |
0.2% |
812.6 |
| Low |
770.7 |
769.7 |
-1.0 |
-0.1% |
768.0 |
| Close |
777.9 |
769.9 |
-8.0 |
-1.0% |
777.9 |
| Range |
18.0 |
20.2 |
2.2 |
12.2% |
44.6 |
| ATR |
18.4 |
18.5 |
0.1 |
0.7% |
0.0 |
| Volume |
218 |
151 |
-67 |
-30.7% |
1,243 |
|
| Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.1 |
823.7 |
781.0 |
|
| R3 |
816.9 |
803.5 |
775.5 |
|
| R2 |
796.7 |
796.7 |
773.6 |
|
| R1 |
783.3 |
783.3 |
771.8 |
779.9 |
| PP |
776.5 |
776.5 |
776.5 |
774.8 |
| S1 |
763.1 |
763.1 |
768.0 |
759.7 |
| S2 |
756.3 |
756.3 |
766.2 |
|
| S3 |
736.1 |
742.9 |
764.3 |
|
| S4 |
715.9 |
722.7 |
758.8 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.0 |
893.5 |
802.4 |
|
| R3 |
875.4 |
848.9 |
790.2 |
|
| R2 |
830.8 |
830.8 |
786.1 |
|
| R1 |
804.3 |
804.3 |
782.0 |
795.3 |
| PP |
786.2 |
786.2 |
786.2 |
781.6 |
| S1 |
759.7 |
759.7 |
773.8 |
750.7 |
| S2 |
741.6 |
741.6 |
769.7 |
|
| S3 |
697.0 |
715.1 |
765.6 |
|
| S4 |
652.4 |
670.5 |
753.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.8 |
|
2.618 |
842.8 |
|
1.618 |
822.6 |
|
1.000 |
810.1 |
|
0.618 |
802.4 |
|
HIGH |
789.9 |
|
0.618 |
782.2 |
|
0.500 |
779.8 |
|
0.382 |
777.4 |
|
LOW |
769.7 |
|
0.618 |
757.2 |
|
1.000 |
749.5 |
|
1.618 |
737.0 |
|
2.618 |
716.8 |
|
4.250 |
683.9 |
|
|
| Fisher Pivots for day following 12-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
779.8 |
779.9 |
| PP |
776.5 |
776.6 |
| S1 |
773.2 |
773.2 |
|