CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
797.1 |
823.9 |
26.8 |
3.4% |
851.9 |
| High |
821.4 |
827.3 |
5.9 |
0.7% |
853.8 |
| Low |
791.9 |
814.2 |
22.3 |
2.8% |
804.3 |
| Close |
819.8 |
825.5 |
5.7 |
0.7% |
803.2 |
| Range |
29.5 |
13.1 |
-16.4 |
-55.6% |
49.5 |
| ATR |
14.8 |
14.6 |
-0.1 |
-0.8% |
0.0 |
| Volume |
212 |
114 |
-98 |
-46.2% |
375 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.6 |
856.7 |
832.7 |
|
| R3 |
848.5 |
843.6 |
829.1 |
|
| R2 |
835.4 |
835.4 |
827.9 |
|
| R1 |
830.5 |
830.5 |
826.7 |
833.0 |
| PP |
822.3 |
822.3 |
822.3 |
823.6 |
| S1 |
817.4 |
817.4 |
824.3 |
819.9 |
| S2 |
809.2 |
809.2 |
823.1 |
|
| S3 |
796.1 |
804.3 |
821.9 |
|
| S4 |
783.0 |
791.2 |
818.3 |
|
|
| 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 |
883.0 |
|
2.618 |
861.6 |
|
1.618 |
848.5 |
|
1.000 |
840.4 |
|
0.618 |
835.4 |
|
HIGH |
827.3 |
|
0.618 |
822.3 |
|
0.500 |
820.8 |
|
0.382 |
819.2 |
|
LOW |
814.2 |
|
0.618 |
806.1 |
|
1.000 |
801.1 |
|
1.618 |
793.0 |
|
2.618 |
779.9 |
|
4.250 |
758.5 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
823.9 |
821.4 |
| PP |
822.3 |
817.2 |
| S1 |
820.8 |
813.1 |
|