CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
860.9 |
845.0 |
-15.9 |
-1.8% |
849.8 |
| High |
863.7 |
855.2 |
-8.5 |
-1.0% |
863.7 |
| Low |
841.2 |
844.0 |
2.8 |
0.3% |
841.2 |
| Close |
846.4 |
852.7 |
6.3 |
0.7% |
852.7 |
| Range |
22.5 |
11.2 |
-11.3 |
-50.2% |
22.5 |
| ATR |
11.6 |
11.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
18 |
53 |
35 |
194.4% |
613 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.2 |
879.7 |
858.9 |
|
| R3 |
873.0 |
868.5 |
855.8 |
|
| R2 |
861.8 |
861.8 |
854.8 |
|
| R1 |
857.3 |
857.3 |
853.7 |
859.6 |
| PP |
850.6 |
850.6 |
850.6 |
851.8 |
| S1 |
846.1 |
846.1 |
851.7 |
848.4 |
| S2 |
839.4 |
839.4 |
850.6 |
|
| S3 |
828.2 |
834.9 |
849.6 |
|
| S4 |
817.0 |
823.7 |
846.5 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.0 |
908.9 |
865.1 |
|
| R3 |
897.5 |
886.4 |
858.9 |
|
| R2 |
875.0 |
875.0 |
856.8 |
|
| R1 |
863.9 |
863.9 |
854.8 |
869.5 |
| PP |
852.5 |
852.5 |
852.5 |
855.3 |
| S1 |
841.4 |
841.4 |
850.6 |
847.0 |
| S2 |
830.0 |
830.0 |
848.6 |
|
| S3 |
807.5 |
818.9 |
846.5 |
|
| S4 |
785.0 |
796.4 |
840.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
902.8 |
|
2.618 |
884.5 |
|
1.618 |
873.3 |
|
1.000 |
866.4 |
|
0.618 |
862.1 |
|
HIGH |
855.2 |
|
0.618 |
850.9 |
|
0.500 |
849.6 |
|
0.382 |
848.3 |
|
LOW |
844.0 |
|
0.618 |
837.1 |
|
1.000 |
832.8 |
|
1.618 |
825.9 |
|
2.618 |
814.7 |
|
4.250 |
796.4 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
851.7 |
852.6 |
| PP |
850.6 |
852.5 |
| S1 |
849.6 |
852.5 |
|