CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
838.0 |
829.5 |
-8.5 |
-1.0% |
849.8 |
| High |
843.3 |
837.2 |
-6.1 |
-0.7% |
863.7 |
| Low |
824.5 |
827.6 |
3.1 |
0.4% |
841.2 |
| Close |
836.1 |
834.2 |
-1.9 |
-0.2% |
852.7 |
| Range |
18.8 |
9.6 |
-9.2 |
-48.9% |
22.5 |
| ATR |
12.6 |
12.4 |
-0.2 |
-1.7% |
0.0 |
| Volume |
51 |
66 |
15 |
29.4% |
613 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.8 |
857.6 |
839.5 |
|
| R3 |
852.2 |
848.0 |
836.8 |
|
| R2 |
842.6 |
842.6 |
836.0 |
|
| R1 |
838.4 |
838.4 |
835.1 |
840.5 |
| PP |
833.0 |
833.0 |
833.0 |
834.1 |
| S1 |
828.8 |
828.8 |
833.3 |
830.9 |
| S2 |
823.4 |
823.4 |
832.4 |
|
| S3 |
813.8 |
819.2 |
831.6 |
|
| S4 |
804.2 |
809.6 |
828.9 |
|
|
| 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 |
878.0 |
|
2.618 |
862.3 |
|
1.618 |
852.7 |
|
1.000 |
846.8 |
|
0.618 |
843.1 |
|
HIGH |
837.2 |
|
0.618 |
833.5 |
|
0.500 |
832.4 |
|
0.382 |
831.3 |
|
LOW |
827.6 |
|
0.618 |
821.7 |
|
1.000 |
818.0 |
|
1.618 |
812.1 |
|
2.618 |
802.5 |
|
4.250 |
786.8 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
833.6 |
834.9 |
| PP |
833.0 |
834.7 |
| S1 |
832.4 |
834.4 |
|