CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
813.5 |
814.5 |
1.0 |
0.1% |
824.0 |
| High |
818.0 |
816.5 |
-1.5 |
-0.2% |
824.6 |
| Low |
806.5 |
810.7 |
4.2 |
0.5% |
804.2 |
| Close |
815.0 |
815.6 |
0.6 |
0.1% |
815.0 |
| Range |
11.5 |
5.8 |
-5.7 |
-49.6% |
20.4 |
| ATR |
|
|
|
|
|
| Volume |
169 |
103 |
-66 |
-39.1% |
448 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.7 |
829.4 |
818.8 |
|
| R3 |
825.9 |
823.6 |
817.2 |
|
| R2 |
820.1 |
820.1 |
816.7 |
|
| R1 |
817.8 |
817.8 |
816.1 |
819.0 |
| PP |
814.3 |
814.3 |
814.3 |
814.8 |
| S1 |
812.0 |
812.0 |
815.1 |
813.2 |
| S2 |
808.5 |
808.5 |
814.5 |
|
| S3 |
802.7 |
806.2 |
814.0 |
|
| S4 |
796.9 |
800.4 |
812.4 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
875.8 |
865.8 |
826.2 |
|
| R3 |
855.4 |
845.4 |
820.6 |
|
| R2 |
835.0 |
835.0 |
818.7 |
|
| R1 |
825.0 |
825.0 |
816.9 |
819.8 |
| PP |
814.6 |
814.6 |
814.6 |
812.0 |
| S1 |
804.6 |
804.6 |
813.1 |
799.4 |
| S2 |
794.2 |
794.2 |
811.3 |
|
| S3 |
773.8 |
784.2 |
809.4 |
|
| S4 |
753.4 |
763.8 |
803.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
841.2 |
|
2.618 |
831.7 |
|
1.618 |
825.9 |
|
1.000 |
822.3 |
|
0.618 |
820.1 |
|
HIGH |
816.5 |
|
0.618 |
814.3 |
|
0.500 |
813.6 |
|
0.382 |
812.9 |
|
LOW |
810.7 |
|
0.618 |
807.1 |
|
1.000 |
804.9 |
|
1.618 |
801.3 |
|
2.618 |
795.5 |
|
4.250 |
786.1 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
814.9 |
814.1 |
| PP |
814.3 |
812.6 |
| S1 |
813.6 |
811.1 |
|