CME eMini Russell 2000 Future March 2008
Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
762.3 |
774.2 |
11.9 |
1.6% |
756.4 |
High |
775.5 |
792.9 |
17.4 |
2.2% |
792.9 |
Low |
753.5 |
773.8 |
20.3 |
2.7% |
738.7 |
Close |
774.9 |
792.0 |
17.1 |
2.2% |
792.0 |
Range |
22.0 |
19.1 |
-2.9 |
-13.2% |
54.2 |
ATR |
18.3 |
18.4 |
0.1 |
0.3% |
0.0 |
Volume |
289,041 |
260,468 |
-28,573 |
-9.9% |
1,507,123 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
843.5 |
836.9 |
802.5 |
|
R3 |
824.4 |
817.8 |
797.3 |
|
R2 |
805.3 |
805.3 |
795.5 |
|
R1 |
798.7 |
798.7 |
793.8 |
802.0 |
PP |
786.2 |
786.2 |
786.2 |
787.9 |
S1 |
779.6 |
779.6 |
790.2 |
782.9 |
S2 |
767.1 |
767.1 |
788.5 |
|
S3 |
748.0 |
760.5 |
786.7 |
|
S4 |
728.9 |
741.4 |
781.5 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937.1 |
918.8 |
821.8 |
|
R3 |
882.9 |
864.6 |
806.9 |
|
R2 |
828.7 |
828.7 |
801.9 |
|
R1 |
810.4 |
810.4 |
797.0 |
819.6 |
PP |
774.5 |
774.5 |
774.5 |
779.1 |
S1 |
756.2 |
756.2 |
787.0 |
765.4 |
S2 |
720.3 |
720.3 |
782.1 |
|
S3 |
666.1 |
702.0 |
777.1 |
|
S4 |
611.9 |
647.8 |
762.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
792.9 |
738.7 |
54.2 |
6.8% |
17.3 |
2.2% |
98% |
True |
False |
301,424 |
10 |
803.4 |
738.7 |
64.7 |
8.2% |
19.6 |
2.5% |
82% |
False |
False |
189,374 |
20 |
803.4 |
735.0 |
68.4 |
8.6% |
19.0 |
2.4% |
83% |
False |
False |
95,526 |
40 |
838.5 |
735.0 |
103.5 |
13.1% |
18.6 |
2.3% |
55% |
False |
False |
47,880 |
60 |
863.7 |
735.0 |
128.7 |
16.3% |
17.5 |
2.2% |
44% |
False |
False |
31,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
874.1 |
2.618 |
842.9 |
1.618 |
823.8 |
1.000 |
812.0 |
0.618 |
804.7 |
HIGH |
792.9 |
0.618 |
785.6 |
0.500 |
783.4 |
0.382 |
781.1 |
LOW |
773.8 |
0.618 |
762.0 |
1.000 |
754.7 |
1.618 |
742.9 |
2.618 |
723.8 |
4.250 |
692.6 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
789.1 |
785.6 |
PP |
786.2 |
779.2 |
S1 |
783.4 |
772.8 |
|