CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
746.4 |
775.6 |
29.2 |
3.9% |
765.6 |
| High |
776.2 |
777.5 |
1.3 |
0.2% |
773.4 |
| Low |
743.6 |
766.4 |
22.8 |
3.1% |
741.0 |
| Close |
775.0 |
769.0 |
-6.0 |
-0.8% |
758.0 |
| Range |
32.6 |
11.1 |
-21.5 |
-66.0% |
32.4 |
| ATR |
19.0 |
18.4 |
-0.6 |
-3.0% |
0.0 |
| Volume |
379 |
904 |
525 |
138.5% |
1,891 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.3 |
797.7 |
775.1 |
|
| R3 |
793.2 |
786.6 |
772.1 |
|
| R2 |
782.1 |
782.1 |
771.0 |
|
| R1 |
775.5 |
775.5 |
770.0 |
773.3 |
| PP |
771.0 |
771.0 |
771.0 |
769.8 |
| S1 |
764.4 |
764.4 |
768.0 |
762.2 |
| S2 |
759.9 |
759.9 |
767.0 |
|
| S3 |
748.8 |
753.3 |
765.9 |
|
| S4 |
737.7 |
742.2 |
762.9 |
|
|
| 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 |
824.7 |
|
2.618 |
806.6 |
|
1.618 |
795.5 |
|
1.000 |
788.6 |
|
0.618 |
784.4 |
|
HIGH |
777.5 |
|
0.618 |
773.3 |
|
0.500 |
772.0 |
|
0.382 |
770.6 |
|
LOW |
766.4 |
|
0.618 |
759.5 |
|
1.000 |
755.3 |
|
1.618 |
748.4 |
|
2.618 |
737.3 |
|
4.250 |
719.2 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
772.0 |
764.8 |
| PP |
771.0 |
760.5 |
| S1 |
770.0 |
756.3 |
|