CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
785.2 |
788.9 |
3.7 |
0.5% |
778.8 |
| High |
790.8 |
788.9 |
-1.9 |
-0.2% |
793.5 |
| Low |
775.2 |
779.8 |
4.6 |
0.6% |
764.4 |
| Close |
789.2 |
780.5 |
-8.7 |
-1.1% |
789.2 |
| Range |
15.6 |
9.1 |
-6.5 |
-41.7% |
29.1 |
| ATR |
17.5 |
16.9 |
-0.6 |
-3.3% |
0.0 |
| Volume |
244,125 |
214,496 |
-29,629 |
-12.1% |
361,887 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.4 |
804.5 |
785.5 |
|
| R3 |
801.3 |
795.4 |
783.0 |
|
| R2 |
792.2 |
792.2 |
782.2 |
|
| R1 |
786.3 |
786.3 |
781.3 |
784.7 |
| PP |
783.1 |
783.1 |
783.1 |
782.3 |
| S1 |
777.2 |
777.2 |
779.7 |
775.6 |
| S2 |
774.0 |
774.0 |
778.8 |
|
| S3 |
764.9 |
768.1 |
778.0 |
|
| S4 |
755.8 |
759.0 |
775.5 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.7 |
858.5 |
805.2 |
|
| R3 |
840.6 |
829.4 |
797.2 |
|
| R2 |
811.5 |
811.5 |
794.5 |
|
| R1 |
800.3 |
800.3 |
791.9 |
805.9 |
| PP |
782.4 |
782.4 |
782.4 |
785.2 |
| S1 |
771.2 |
771.2 |
786.5 |
776.8 |
| S2 |
753.3 |
753.3 |
783.9 |
|
| S3 |
724.2 |
742.1 |
781.2 |
|
| S4 |
695.1 |
713.0 |
773.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
793.5 |
773.8 |
19.7 |
2.5% |
12.4 |
1.6% |
34% |
False |
False |
114,625 |
| 10 |
813.2 |
764.4 |
48.8 |
6.3% |
14.9 |
1.9% |
33% |
False |
False |
58,946 |
| 20 |
815.5 |
764.4 |
51.1 |
6.5% |
14.8 |
1.9% |
32% |
False |
False |
29,659 |
| 40 |
854.0 |
743.5 |
110.5 |
14.2% |
20.1 |
2.6% |
33% |
False |
False |
14,994 |
| 60 |
869.4 |
743.5 |
125.9 |
16.1% |
17.0 |
2.2% |
29% |
False |
False |
10,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827.6 |
|
2.618 |
812.7 |
|
1.618 |
803.6 |
|
1.000 |
798.0 |
|
0.618 |
794.5 |
|
HIGH |
788.9 |
|
0.618 |
785.4 |
|
0.500 |
784.4 |
|
0.382 |
783.3 |
|
LOW |
779.8 |
|
0.618 |
774.2 |
|
1.000 |
770.7 |
|
1.618 |
765.1 |
|
2.618 |
756.0 |
|
4.250 |
741.1 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
784.4 |
784.4 |
| PP |
783.1 |
783.1 |
| S1 |
781.8 |
781.8 |
|