CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
844.2 |
849.8 |
5.6 |
0.7% |
820.0 |
| High |
858.9 |
856.4 |
-2.5 |
-0.3% |
858.9 |
| Low |
838.7 |
847.5 |
8.8 |
1.0% |
815.4 |
| Close |
856.0 |
850.2 |
-5.8 |
-0.7% |
856.0 |
| Range |
20.2 |
8.9 |
-11.3 |
-55.9% |
43.5 |
| ATR |
|
|
|
|
|
| Volume |
13 |
193 |
180 |
1,384.6% |
282 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.1 |
873.0 |
855.1 |
|
| R3 |
869.2 |
864.1 |
852.6 |
|
| R2 |
860.3 |
860.3 |
851.8 |
|
| R1 |
855.2 |
855.2 |
851.0 |
857.8 |
| PP |
851.4 |
851.4 |
851.4 |
852.6 |
| S1 |
846.3 |
846.3 |
849.4 |
848.9 |
| S2 |
842.5 |
842.5 |
848.6 |
|
| S3 |
833.6 |
837.4 |
847.8 |
|
| S4 |
824.7 |
828.5 |
845.3 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.9 |
958.5 |
879.9 |
|
| R3 |
930.4 |
915.0 |
868.0 |
|
| R2 |
886.9 |
886.9 |
864.0 |
|
| R1 |
871.5 |
871.5 |
860.0 |
879.2 |
| PP |
843.4 |
843.4 |
843.4 |
847.3 |
| S1 |
828.0 |
828.0 |
852.0 |
835.7 |
| S2 |
799.9 |
799.9 |
848.0 |
|
| S3 |
756.4 |
784.5 |
844.0 |
|
| S4 |
712.9 |
741.0 |
832.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
894.2 |
|
2.618 |
879.7 |
|
1.618 |
870.8 |
|
1.000 |
865.3 |
|
0.618 |
861.9 |
|
HIGH |
856.4 |
|
0.618 |
853.0 |
|
0.500 |
852.0 |
|
0.382 |
850.9 |
|
LOW |
847.5 |
|
0.618 |
842.0 |
|
1.000 |
838.6 |
|
1.618 |
833.1 |
|
2.618 |
824.2 |
|
4.250 |
809.7 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
852.0 |
849.1 |
| PP |
851.4 |
848.0 |
| S1 |
850.8 |
846.9 |
|