CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
788.9 |
780.5 |
-8.4 |
-1.1% |
778.8 |
| High |
788.9 |
814.3 |
25.4 |
3.2% |
793.5 |
| Low |
779.8 |
777.5 |
-2.3 |
-0.3% |
764.4 |
| Close |
780.5 |
814.0 |
33.5 |
4.3% |
789.2 |
| Range |
9.1 |
36.8 |
27.7 |
304.4% |
29.1 |
| ATR |
16.9 |
18.3 |
1.4 |
8.4% |
0.0 |
| Volume |
214,496 |
265,130 |
50,634 |
23.6% |
361,887 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.3 |
900.0 |
834.2 |
|
| R3 |
875.5 |
863.2 |
824.1 |
|
| R2 |
838.7 |
838.7 |
820.7 |
|
| R1 |
826.4 |
826.4 |
817.4 |
832.6 |
| PP |
801.9 |
801.9 |
801.9 |
805.0 |
| S1 |
789.6 |
789.6 |
810.6 |
795.8 |
| S2 |
765.1 |
765.1 |
807.3 |
|
| S3 |
728.3 |
752.8 |
803.9 |
|
| S4 |
691.5 |
716.0 |
793.8 |
|
|
| 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 |
814.3 |
775.2 |
39.1 |
4.8% |
16.6 |
2.0% |
99% |
True |
False |
163,596 |
| 10 |
814.3 |
764.4 |
49.9 |
6.1% |
16.8 |
2.1% |
99% |
True |
False |
85,423 |
| 20 |
815.5 |
764.4 |
51.1 |
6.3% |
15.9 |
2.0% |
97% |
False |
False |
42,900 |
| 40 |
845.9 |
743.5 |
102.4 |
12.6% |
20.8 |
2.6% |
69% |
False |
False |
21,604 |
| 60 |
869.4 |
743.5 |
125.9 |
15.5% |
17.4 |
2.1% |
56% |
False |
False |
14,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
970.7 |
|
2.618 |
910.6 |
|
1.618 |
873.8 |
|
1.000 |
851.1 |
|
0.618 |
837.0 |
|
HIGH |
814.3 |
|
0.618 |
800.2 |
|
0.500 |
795.9 |
|
0.382 |
791.6 |
|
LOW |
777.5 |
|
0.618 |
754.8 |
|
1.000 |
740.7 |
|
1.618 |
718.0 |
|
2.618 |
681.2 |
|
4.250 |
621.1 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
808.0 |
807.6 |
| PP |
801.9 |
801.2 |
| S1 |
795.9 |
794.8 |
|