CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 22-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
751.2 |
745.0 |
-6.2 |
-0.8% |
778.6 |
| High |
755.3 |
747.0 |
-8.3 |
-1.1% |
800.5 |
| Low |
741.1 |
745.0 |
3.9 |
0.5% |
764.9 |
| Close |
742.0 |
747.0 |
5.0 |
0.7% |
770.7 |
| Range |
14.2 |
2.0 |
-12.2 |
-85.9% |
35.6 |
| ATR |
19.3 |
18.2 |
-1.0 |
-5.3% |
0.0 |
| Volume |
352 |
352 |
0 |
0.0% |
1,021 |
|
| Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752.3 |
751.7 |
748.1 |
|
| R3 |
750.3 |
749.7 |
747.6 |
|
| R2 |
748.3 |
748.3 |
747.4 |
|
| R1 |
747.7 |
747.7 |
747.2 |
748.0 |
| PP |
746.3 |
746.3 |
746.3 |
746.5 |
| S1 |
745.7 |
745.7 |
746.8 |
746.0 |
| S2 |
744.3 |
744.3 |
746.6 |
|
| S3 |
742.3 |
743.7 |
746.5 |
|
| S4 |
740.3 |
741.7 |
745.9 |
|
|
| 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 |
755.5 |
|
2.618 |
752.2 |
|
1.618 |
750.2 |
|
1.000 |
749.0 |
|
0.618 |
748.2 |
|
HIGH |
747.0 |
|
0.618 |
746.2 |
|
0.500 |
746.0 |
|
0.382 |
745.8 |
|
LOW |
745.0 |
|
0.618 |
743.8 |
|
1.000 |
743.0 |
|
1.618 |
741.8 |
|
2.618 |
739.8 |
|
4.250 |
736.5 |
|
|
| Fisher Pivots for day following 22-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
746.7 |
751.9 |
| PP |
746.3 |
750.2 |
| S1 |
746.0 |
748.6 |
|