CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
757.9 |
751.2 |
-6.7 |
-0.9% |
778.6 |
| High |
762.7 |
755.3 |
-7.4 |
-1.0% |
800.5 |
| Low |
741.0 |
741.1 |
0.1 |
0.0% |
764.9 |
| Close |
758.1 |
742.0 |
-16.1 |
-2.1% |
770.7 |
| Range |
21.7 |
14.2 |
-7.5 |
-34.6% |
35.6 |
| ATR |
19.4 |
19.3 |
-0.2 |
-0.9% |
0.0 |
| Volume |
110 |
352 |
242 |
220.0% |
1,021 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.7 |
779.6 |
749.8 |
|
| R3 |
774.5 |
765.4 |
745.9 |
|
| R2 |
760.3 |
760.3 |
744.6 |
|
| R1 |
751.2 |
751.2 |
743.3 |
748.7 |
| PP |
746.1 |
746.1 |
746.1 |
744.9 |
| S1 |
737.0 |
737.0 |
740.7 |
734.5 |
| S2 |
731.9 |
731.9 |
739.4 |
|
| S3 |
717.7 |
722.8 |
738.1 |
|
| S4 |
703.5 |
708.6 |
734.2 |
|
|
| 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 |
815.7 |
|
2.618 |
792.5 |
|
1.618 |
778.3 |
|
1.000 |
769.5 |
|
0.618 |
764.1 |
|
HIGH |
755.3 |
|
0.618 |
749.9 |
|
0.500 |
748.2 |
|
0.382 |
746.5 |
|
LOW |
741.1 |
|
0.618 |
732.3 |
|
1.000 |
726.9 |
|
1.618 |
718.1 |
|
2.618 |
703.9 |
|
4.250 |
680.8 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
748.2 |
757.2 |
| PP |
746.1 |
752.1 |
| S1 |
744.1 |
747.1 |
|