CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
745.0 |
745.0 |
0.0 |
0.0% |
765.6 |
| High |
747.0 |
747.2 |
0.2 |
0.0% |
773.4 |
| Low |
745.0 |
743.5 |
-1.5 |
-0.2% |
741.0 |
| Close |
747.0 |
758.0 |
11.0 |
1.5% |
758.0 |
| Range |
2.0 |
3.7 |
1.7 |
85.0% |
32.4 |
| ATR |
18.2 |
17.2 |
-1.0 |
-5.7% |
0.0 |
| Volume |
352 |
724 |
372 |
105.7% |
1,891 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.7 |
763.0 |
760.0 |
|
| R3 |
757.0 |
759.3 |
759.0 |
|
| R2 |
753.3 |
753.3 |
758.7 |
|
| R1 |
755.6 |
755.6 |
758.3 |
754.5 |
| PP |
749.6 |
749.6 |
749.6 |
749.0 |
| S1 |
751.9 |
751.9 |
757.7 |
750.8 |
| S2 |
745.9 |
745.9 |
757.3 |
|
| S3 |
742.2 |
748.2 |
757.0 |
|
| S4 |
738.5 |
744.5 |
756.0 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.7 |
838.7 |
775.8 |
|
| R3 |
822.3 |
806.3 |
766.9 |
|
| R2 |
789.9 |
789.9 |
763.9 |
|
| R1 |
773.9 |
773.9 |
761.0 |
765.7 |
| PP |
757.5 |
757.5 |
757.5 |
753.4 |
| S1 |
741.5 |
741.5 |
755.0 |
733.3 |
| S2 |
725.1 |
725.1 |
752.1 |
|
| S3 |
692.7 |
709.1 |
749.1 |
|
| S4 |
660.3 |
676.7 |
740.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
762.9 |
|
2.618 |
756.9 |
|
1.618 |
753.2 |
|
1.000 |
750.9 |
|
0.618 |
749.5 |
|
HIGH |
747.2 |
|
0.618 |
745.8 |
|
0.500 |
745.4 |
|
0.382 |
744.9 |
|
LOW |
743.5 |
|
0.618 |
741.2 |
|
1.000 |
739.8 |
|
1.618 |
737.5 |
|
2.618 |
733.8 |
|
4.250 |
727.8 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
753.8 |
754.7 |
| PP |
749.6 |
751.5 |
| S1 |
745.4 |
748.2 |
|