CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
849.8 |
852.5 |
2.7 |
0.3% |
820.0 |
| High |
856.4 |
858.1 |
1.7 |
0.2% |
858.9 |
| Low |
847.5 |
848.0 |
0.5 |
0.1% |
815.4 |
| Close |
850.2 |
857.4 |
7.2 |
0.8% |
856.0 |
| Range |
8.9 |
10.1 |
1.2 |
13.5% |
43.5 |
| ATR |
|
|
|
|
|
| Volume |
193 |
57 |
-136 |
-70.5% |
282 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.8 |
881.2 |
863.0 |
|
| R3 |
874.7 |
871.1 |
860.2 |
|
| R2 |
864.6 |
864.6 |
859.3 |
|
| R1 |
861.0 |
861.0 |
858.3 |
862.8 |
| PP |
854.5 |
854.5 |
854.5 |
855.4 |
| S1 |
850.9 |
850.9 |
856.5 |
852.7 |
| S2 |
844.4 |
844.4 |
855.5 |
|
| S3 |
834.3 |
840.8 |
854.6 |
|
| S4 |
824.2 |
830.7 |
851.8 |
|
|
| 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 |
901.0 |
|
2.618 |
884.5 |
|
1.618 |
874.4 |
|
1.000 |
868.2 |
|
0.618 |
864.3 |
|
HIGH |
858.1 |
|
0.618 |
854.2 |
|
0.500 |
853.1 |
|
0.382 |
851.9 |
|
LOW |
848.0 |
|
0.618 |
841.8 |
|
1.000 |
837.9 |
|
1.618 |
831.7 |
|
2.618 |
821.6 |
|
4.250 |
805.1 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
856.0 |
854.5 |
| PP |
854.5 |
851.7 |
| S1 |
853.1 |
848.8 |
|