CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
855.0 |
852.6 |
-2.4 |
-0.3% |
859.1 |
| High |
855.0 |
858.8 |
3.8 |
0.4% |
862.2 |
| Low |
840.1 |
849.4 |
9.3 |
1.1% |
838.9 |
| Close |
852.4 |
854.5 |
2.1 |
0.2% |
859.3 |
| Range |
14.9 |
9.4 |
-5.5 |
-36.9% |
23.3 |
| ATR |
11.7 |
11.6 |
-0.2 |
-1.4% |
0.0 |
| Volume |
200,023 |
317,883 |
117,860 |
58.9% |
956,796 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.4 |
877.9 |
859.7 |
|
| R3 |
873.0 |
868.5 |
857.1 |
|
| R2 |
863.6 |
863.6 |
856.2 |
|
| R1 |
859.1 |
859.1 |
855.4 |
861.4 |
| PP |
854.2 |
854.2 |
854.2 |
855.4 |
| S1 |
849.7 |
849.7 |
853.6 |
852.0 |
| S2 |
844.8 |
844.8 |
852.8 |
|
| S3 |
835.4 |
840.3 |
851.9 |
|
| S4 |
826.0 |
830.9 |
849.3 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
923.4 |
914.6 |
872.1 |
|
| R3 |
900.1 |
891.3 |
865.7 |
|
| R2 |
876.8 |
876.8 |
863.6 |
|
| R1 |
868.0 |
868.0 |
861.4 |
872.4 |
| PP |
853.5 |
853.5 |
853.5 |
855.7 |
| S1 |
844.7 |
844.7 |
857.2 |
849.1 |
| S2 |
830.2 |
830.2 |
855.0 |
|
| S3 |
806.9 |
821.4 |
852.9 |
|
| S4 |
783.6 |
798.1 |
846.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
862.2 |
840.1 |
22.1 |
2.6% |
9.7 |
1.1% |
65% |
False |
False |
207,648 |
| 10 |
862.2 |
838.9 |
23.3 |
2.7% |
10.7 |
1.2% |
67% |
False |
False |
194,016 |
| 20 |
862.2 |
824.2 |
38.0 |
4.4% |
11.7 |
1.4% |
80% |
False |
False |
215,663 |
| 40 |
865.8 |
824.2 |
41.6 |
4.9% |
12.3 |
1.4% |
73% |
False |
False |
172,553 |
| 60 |
865.8 |
818.2 |
47.6 |
5.6% |
11.8 |
1.4% |
76% |
False |
False |
115,383 |
| 80 |
865.8 |
804.2 |
61.6 |
7.2% |
10.9 |
1.3% |
82% |
False |
False |
86,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
898.8 |
|
2.618 |
883.4 |
|
1.618 |
874.0 |
|
1.000 |
868.2 |
|
0.618 |
864.6 |
|
HIGH |
858.8 |
|
0.618 |
855.2 |
|
0.500 |
854.1 |
|
0.382 |
853.0 |
|
LOW |
849.4 |
|
0.618 |
843.6 |
|
1.000 |
840.0 |
|
1.618 |
834.2 |
|
2.618 |
824.8 |
|
4.250 |
809.5 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
854.4 |
853.1 |
| PP |
854.2 |
851.7 |
| S1 |
854.1 |
850.4 |
|