CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
832.9 |
797.1 |
-35.8 |
-4.3% |
851.9 |
| High |
834.3 |
821.4 |
-12.9 |
-1.5% |
853.8 |
| Low |
804.3 |
791.9 |
-12.4 |
-1.5% |
804.3 |
| Close |
803.2 |
819.8 |
16.6 |
2.1% |
803.2 |
| Range |
30.0 |
29.5 |
-0.5 |
-1.7% |
49.5 |
| ATR |
13.6 |
14.8 |
1.1 |
8.3% |
0.0 |
| Volume |
38 |
212 |
174 |
457.9% |
375 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
899.5 |
889.2 |
836.0 |
|
| R3 |
870.0 |
859.7 |
827.9 |
|
| R2 |
840.5 |
840.5 |
825.2 |
|
| R1 |
830.2 |
830.2 |
822.5 |
835.4 |
| PP |
811.0 |
811.0 |
811.0 |
813.6 |
| S1 |
800.7 |
800.7 |
817.1 |
805.9 |
| S2 |
781.5 |
781.5 |
814.4 |
|
| S3 |
752.0 |
771.2 |
811.7 |
|
| S4 |
722.5 |
741.7 |
803.6 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.9 |
935.6 |
830.4 |
|
| R3 |
919.4 |
886.1 |
816.8 |
|
| R2 |
869.9 |
869.9 |
812.3 |
|
| R1 |
836.6 |
836.6 |
807.7 |
828.5 |
| PP |
820.4 |
820.4 |
820.4 |
816.4 |
| S1 |
787.1 |
787.1 |
798.7 |
779.0 |
| S2 |
770.9 |
770.9 |
794.1 |
|
| S3 |
721.4 |
737.6 |
789.6 |
|
| S4 |
671.9 |
688.1 |
776.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946.8 |
|
2.618 |
898.6 |
|
1.618 |
869.1 |
|
1.000 |
850.9 |
|
0.618 |
839.6 |
|
HIGH |
821.4 |
|
0.618 |
810.1 |
|
0.500 |
806.7 |
|
0.382 |
803.2 |
|
LOW |
791.9 |
|
0.618 |
773.7 |
|
1.000 |
762.4 |
|
1.618 |
744.2 |
|
2.618 |
714.7 |
|
4.250 |
666.5 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
815.4 |
818.1 |
| PP |
811.0 |
816.3 |
| S1 |
806.7 |
814.6 |
|