CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
838.2 |
817.5 |
-20.7 |
-2.5% |
859.4 |
| High |
839.5 |
825.6 |
-13.9 |
-1.7% |
861.5 |
| Low |
812.8 |
806.1 |
-6.7 |
-0.8% |
834.6 |
| Close |
818.0 |
815.0 |
-3.0 |
-0.4% |
841.4 |
| Range |
26.7 |
19.5 |
-7.2 |
-27.0% |
26.9 |
| ATR |
13.1 |
13.6 |
0.5 |
3.5% |
0.0 |
| Volume |
203,848 |
344,037 |
140,189 |
68.8% |
1,047,403 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.1 |
864.0 |
825.7 |
|
| R3 |
854.6 |
844.5 |
820.4 |
|
| R2 |
835.1 |
835.1 |
818.6 |
|
| R1 |
825.0 |
825.0 |
816.8 |
820.3 |
| PP |
815.6 |
815.6 |
815.6 |
813.2 |
| S1 |
805.5 |
805.5 |
813.2 |
800.8 |
| S2 |
796.1 |
796.1 |
811.4 |
|
| S3 |
776.6 |
786.0 |
809.6 |
|
| S4 |
757.1 |
766.5 |
804.3 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926.5 |
910.9 |
856.2 |
|
| R3 |
899.6 |
884.0 |
848.8 |
|
| R2 |
872.7 |
872.7 |
846.3 |
|
| R1 |
857.1 |
857.1 |
843.9 |
851.5 |
| PP |
845.8 |
845.8 |
845.8 |
843.0 |
| S1 |
830.2 |
830.2 |
838.9 |
824.6 |
| S2 |
818.9 |
818.9 |
836.5 |
|
| S3 |
792.0 |
803.3 |
834.0 |
|
| S4 |
765.1 |
776.4 |
826.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
858.8 |
806.1 |
52.7 |
6.5% |
17.4 |
2.1% |
17% |
False |
True |
285,131 |
| 10 |
862.2 |
806.1 |
56.1 |
6.9% |
14.0 |
1.7% |
16% |
False |
True |
237,426 |
| 20 |
862.2 |
806.1 |
56.1 |
6.9% |
13.0 |
1.6% |
16% |
False |
True |
216,751 |
| 40 |
865.8 |
806.1 |
59.7 |
7.3% |
13.1 |
1.6% |
15% |
False |
True |
200,194 |
| 60 |
865.8 |
806.1 |
59.7 |
7.3% |
12.4 |
1.5% |
15% |
False |
True |
133,836 |
| 80 |
865.8 |
806.1 |
59.7 |
7.3% |
11.3 |
1.4% |
15% |
False |
True |
100,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
908.5 |
|
2.618 |
876.7 |
|
1.618 |
857.2 |
|
1.000 |
845.1 |
|
0.618 |
837.7 |
|
HIGH |
825.6 |
|
0.618 |
818.2 |
|
0.500 |
815.9 |
|
0.382 |
813.5 |
|
LOW |
806.1 |
|
0.618 |
794.0 |
|
1.000 |
786.6 |
|
1.618 |
774.5 |
|
2.618 |
755.0 |
|
4.250 |
723.2 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
815.9 |
826.7 |
| PP |
815.6 |
822.8 |
| S1 |
815.3 |
818.9 |
|