CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
788.7 |
790.3 |
1.6 |
0.2% |
774.1 |
| High |
795.0 |
799.2 |
4.2 |
0.5% |
795.0 |
| Low |
785.7 |
785.9 |
0.2 |
0.0% |
752.7 |
| Close |
790.7 |
798.4 |
7.7 |
1.0% |
790.7 |
| Range |
9.3 |
13.3 |
4.0 |
43.0% |
42.3 |
| ATR |
17.5 |
17.2 |
-0.3 |
-1.7% |
0.0 |
| Volume |
9,855 |
11,547 |
1,692 |
17.2% |
14,454 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.4 |
829.7 |
805.7 |
|
| R3 |
821.1 |
816.4 |
802.1 |
|
| R2 |
807.8 |
807.8 |
800.8 |
|
| R1 |
803.1 |
803.1 |
799.6 |
805.5 |
| PP |
794.5 |
794.5 |
794.5 |
795.7 |
| S1 |
789.8 |
789.8 |
797.2 |
792.2 |
| S2 |
781.2 |
781.2 |
796.0 |
|
| S3 |
767.9 |
776.5 |
794.7 |
|
| S4 |
754.6 |
763.2 |
791.1 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
906.4 |
890.8 |
814.0 |
|
| R3 |
864.1 |
848.5 |
802.3 |
|
| R2 |
821.8 |
821.8 |
798.5 |
|
| R1 |
806.2 |
806.2 |
794.6 |
814.0 |
| PP |
779.5 |
779.5 |
779.5 |
783.4 |
| S1 |
763.9 |
763.9 |
786.8 |
771.7 |
| S2 |
737.2 |
737.2 |
782.9 |
|
| S3 |
694.9 |
721.6 |
779.1 |
|
| S4 |
652.6 |
679.3 |
767.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.7 |
|
2.618 |
834.0 |
|
1.618 |
820.7 |
|
1.000 |
812.5 |
|
0.618 |
807.4 |
|
HIGH |
799.2 |
|
0.618 |
794.1 |
|
0.500 |
792.6 |
|
0.382 |
791.0 |
|
LOW |
785.9 |
|
0.618 |
777.7 |
|
1.000 |
772.6 |
|
1.618 |
764.4 |
|
2.618 |
751.1 |
|
4.250 |
729.4 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
796.5 |
793.0 |
| PP |
794.5 |
787.6 |
| S1 |
792.6 |
782.2 |
|