CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
794.0 |
802.0 |
8.0 |
1.0% |
796.9 |
| High |
801.5 |
808.0 |
6.5 |
0.8% |
811.9 |
| Low |
790.4 |
800.0 |
9.6 |
1.2% |
743.5 |
| Close |
797.6 |
806.9 |
9.3 |
1.2% |
795.4 |
| Range |
11.1 |
8.0 |
-3.1 |
-27.9% |
68.4 |
| ATR |
22.2 |
21.4 |
-0.8 |
-3.8% |
0.0 |
| Volume |
125 |
254 |
129 |
103.2% |
1,245 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829.0 |
825.9 |
811.3 |
|
| R3 |
821.0 |
817.9 |
809.1 |
|
| R2 |
813.0 |
813.0 |
808.4 |
|
| R1 |
809.9 |
809.9 |
807.6 |
811.5 |
| PP |
805.0 |
805.0 |
805.0 |
805.7 |
| S1 |
801.9 |
801.9 |
806.2 |
803.5 |
| S2 |
797.0 |
797.0 |
805.4 |
|
| S3 |
789.0 |
793.9 |
804.7 |
|
| S4 |
781.0 |
785.9 |
802.5 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.8 |
960.5 |
833.0 |
|
| R3 |
920.4 |
892.1 |
814.2 |
|
| R2 |
852.0 |
852.0 |
807.9 |
|
| R1 |
823.7 |
823.7 |
801.7 |
803.7 |
| PP |
783.6 |
783.6 |
783.6 |
773.6 |
| S1 |
755.3 |
755.3 |
789.1 |
735.3 |
| S2 |
715.2 |
715.2 |
782.9 |
|
| S3 |
646.8 |
686.9 |
776.6 |
|
| S4 |
578.4 |
618.5 |
757.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
842.0 |
|
2.618 |
828.9 |
|
1.618 |
820.9 |
|
1.000 |
816.0 |
|
0.618 |
812.9 |
|
HIGH |
808.0 |
|
0.618 |
804.9 |
|
0.500 |
804.0 |
|
0.382 |
803.1 |
|
LOW |
800.0 |
|
0.618 |
795.1 |
|
1.000 |
792.0 |
|
1.618 |
787.1 |
|
2.618 |
779.1 |
|
4.250 |
766.0 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
805.9 |
803.6 |
| PP |
805.0 |
800.4 |
| S1 |
804.0 |
797.1 |
|