CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
765.6 |
757.9 |
-7.7 |
-1.0% |
778.6 |
| High |
773.4 |
762.7 |
-10.7 |
-1.4% |
800.5 |
| Low |
752.1 |
741.0 |
-11.1 |
-1.5% |
764.9 |
| Close |
754.6 |
758.1 |
3.5 |
0.5% |
770.7 |
| Range |
21.3 |
21.7 |
0.4 |
1.9% |
35.6 |
| ATR |
19.3 |
19.4 |
0.2 |
0.9% |
0.0 |
| Volume |
353 |
110 |
-243 |
-68.8% |
1,021 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.0 |
810.3 |
770.0 |
|
| R3 |
797.3 |
788.6 |
764.1 |
|
| R2 |
775.6 |
775.6 |
762.1 |
|
| R1 |
766.9 |
766.9 |
760.1 |
771.3 |
| PP |
753.9 |
753.9 |
753.9 |
756.1 |
| S1 |
745.2 |
745.2 |
756.1 |
749.6 |
| S2 |
732.2 |
732.2 |
754.1 |
|
| S3 |
710.5 |
723.5 |
752.1 |
|
| S4 |
688.8 |
701.8 |
746.2 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.5 |
863.7 |
790.3 |
|
| R3 |
849.9 |
828.1 |
780.5 |
|
| R2 |
814.3 |
814.3 |
777.2 |
|
| R1 |
792.5 |
792.5 |
774.0 |
785.6 |
| PP |
778.7 |
778.7 |
778.7 |
775.3 |
| S1 |
756.9 |
756.9 |
767.4 |
750.0 |
| S2 |
743.1 |
743.1 |
764.2 |
|
| S3 |
707.5 |
721.3 |
760.9 |
|
| S4 |
671.9 |
685.7 |
751.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
854.9 |
|
2.618 |
819.5 |
|
1.618 |
797.8 |
|
1.000 |
784.4 |
|
0.618 |
776.1 |
|
HIGH |
762.7 |
|
0.618 |
754.4 |
|
0.500 |
751.9 |
|
0.382 |
749.3 |
|
LOW |
741.0 |
|
0.618 |
727.6 |
|
1.000 |
719.3 |
|
1.618 |
705.9 |
|
2.618 |
684.2 |
|
4.250 |
648.8 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
756.0 |
762.6 |
| PP |
753.9 |
761.1 |
| S1 |
751.9 |
759.6 |
|