CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
845.3 |
838.0 |
-7.3 |
-0.9% |
849.8 |
| High |
845.3 |
843.3 |
-2.0 |
-0.2% |
863.7 |
| Low |
833.1 |
824.5 |
-8.6 |
-1.0% |
841.2 |
| Close |
833.5 |
836.1 |
2.6 |
0.3% |
852.7 |
| Range |
12.2 |
18.8 |
6.6 |
54.1% |
22.5 |
| ATR |
12.1 |
12.6 |
0.5 |
3.9% |
0.0 |
| Volume |
83 |
51 |
-32 |
-38.6% |
613 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.0 |
882.4 |
846.4 |
|
| R3 |
872.2 |
863.6 |
841.3 |
|
| R2 |
853.4 |
853.4 |
839.5 |
|
| R1 |
844.8 |
844.8 |
837.8 |
839.7 |
| PP |
834.6 |
834.6 |
834.6 |
832.1 |
| S1 |
826.0 |
826.0 |
834.4 |
820.9 |
| S2 |
815.8 |
815.8 |
832.7 |
|
| S3 |
797.0 |
807.2 |
830.9 |
|
| S4 |
778.2 |
788.4 |
825.8 |
|
|
| 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 |
923.2 |
|
2.618 |
892.5 |
|
1.618 |
873.7 |
|
1.000 |
862.1 |
|
0.618 |
854.9 |
|
HIGH |
843.3 |
|
0.618 |
836.1 |
|
0.500 |
833.9 |
|
0.382 |
831.7 |
|
LOW |
824.5 |
|
0.618 |
812.9 |
|
1.000 |
805.7 |
|
1.618 |
794.1 |
|
2.618 |
775.3 |
|
4.250 |
744.6 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
835.4 |
839.2 |
| PP |
834.6 |
838.1 |
| S1 |
833.9 |
837.1 |
|