CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
786.0 |
808.3 |
22.3 |
2.8% |
780.0 |
| High |
813.0 |
809.5 |
-3.5 |
-0.4% |
804.3 |
| Low |
784.6 |
787.9 |
3.3 |
0.4% |
760.1 |
| Close |
807.9 |
789.3 |
-18.6 |
-2.3% |
766.0 |
| Range |
28.4 |
21.6 |
-6.8 |
-23.9% |
44.2 |
| ATR |
18.9 |
19.1 |
0.2 |
1.0% |
0.0 |
| Volume |
171 |
587 |
416 |
243.3% |
1,036 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.4 |
846.4 |
801.2 |
|
| R3 |
838.8 |
824.8 |
795.2 |
|
| R2 |
817.2 |
817.2 |
793.3 |
|
| R1 |
803.2 |
803.2 |
791.3 |
799.4 |
| PP |
795.6 |
795.6 |
795.6 |
793.7 |
| S1 |
781.6 |
781.6 |
787.3 |
777.8 |
| S2 |
774.0 |
774.0 |
785.3 |
|
| S3 |
752.4 |
760.0 |
783.4 |
|
| S4 |
730.8 |
738.4 |
777.4 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
909.4 |
881.9 |
790.3 |
|
| R3 |
865.2 |
837.7 |
778.2 |
|
| R2 |
821.0 |
821.0 |
774.1 |
|
| R1 |
793.5 |
793.5 |
770.1 |
785.2 |
| PP |
776.8 |
776.8 |
776.8 |
772.6 |
| S1 |
749.3 |
749.3 |
761.9 |
741.0 |
| S2 |
732.6 |
732.6 |
757.9 |
|
| S3 |
688.4 |
705.1 |
753.8 |
|
| S4 |
644.2 |
660.9 |
741.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901.3 |
|
2.618 |
866.0 |
|
1.618 |
844.4 |
|
1.000 |
831.1 |
|
0.618 |
822.8 |
|
HIGH |
809.5 |
|
0.618 |
801.2 |
|
0.500 |
798.7 |
|
0.382 |
796.2 |
|
LOW |
787.9 |
|
0.618 |
774.6 |
|
1.000 |
766.3 |
|
1.618 |
753.0 |
|
2.618 |
731.4 |
|
4.250 |
696.1 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
798.7 |
789.8 |
| PP |
795.6 |
789.6 |
| S1 |
792.4 |
789.5 |
|