CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
855.3 |
860.9 |
5.6 |
0.7% |
820.0 |
| High |
857.1 |
863.7 |
6.6 |
0.8% |
858.9 |
| Low |
849.6 |
841.2 |
-8.4 |
-1.0% |
815.4 |
| Close |
856.2 |
846.4 |
-9.8 |
-1.1% |
856.0 |
| Range |
7.5 |
22.5 |
15.0 |
200.0% |
43.5 |
| ATR |
0.0 |
11.6 |
11.6 |
|
0.0 |
| Volume |
292 |
18 |
-274 |
-93.8% |
282 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.9 |
904.7 |
858.8 |
|
| R3 |
895.4 |
882.2 |
852.6 |
|
| R2 |
872.9 |
872.9 |
850.5 |
|
| R1 |
859.7 |
859.7 |
848.5 |
855.1 |
| PP |
850.4 |
850.4 |
850.4 |
848.1 |
| S1 |
837.2 |
837.2 |
844.3 |
832.6 |
| S2 |
827.9 |
827.9 |
842.3 |
|
| S3 |
805.4 |
814.7 |
840.2 |
|
| S4 |
782.9 |
792.2 |
834.0 |
|
|
| 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 |
959.3 |
|
2.618 |
922.6 |
|
1.618 |
900.1 |
|
1.000 |
886.2 |
|
0.618 |
877.6 |
|
HIGH |
863.7 |
|
0.618 |
855.1 |
|
0.500 |
852.5 |
|
0.382 |
849.8 |
|
LOW |
841.2 |
|
0.618 |
827.3 |
|
1.000 |
818.7 |
|
1.618 |
804.8 |
|
2.618 |
782.3 |
|
4.250 |
745.6 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
852.5 |
852.5 |
| PP |
850.4 |
850.4 |
| S1 |
848.4 |
848.4 |
|