CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
814.5 |
819.9 |
5.4 |
0.7% |
824.0 |
| High |
816.5 |
826.4 |
9.9 |
1.2% |
824.6 |
| Low |
810.7 |
819.9 |
9.2 |
1.1% |
804.2 |
| Close |
815.6 |
824.3 |
8.7 |
1.1% |
815.0 |
| Range |
5.8 |
6.5 |
0.7 |
12.1% |
20.4 |
| ATR |
|
|
|
|
|
| Volume |
103 |
89 |
-14 |
-13.6% |
448 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.0 |
840.2 |
827.9 |
|
| R3 |
836.5 |
833.7 |
826.1 |
|
| R2 |
830.0 |
830.0 |
825.5 |
|
| R1 |
827.2 |
827.2 |
824.9 |
828.6 |
| PP |
823.5 |
823.5 |
823.5 |
824.3 |
| S1 |
820.7 |
820.7 |
823.7 |
822.1 |
| S2 |
817.0 |
817.0 |
823.1 |
|
| S3 |
810.5 |
814.2 |
822.5 |
|
| S4 |
804.0 |
807.7 |
820.7 |
|
|
| 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 |
854.0 |
|
2.618 |
843.4 |
|
1.618 |
836.9 |
|
1.000 |
832.9 |
|
0.618 |
830.4 |
|
HIGH |
826.4 |
|
0.618 |
823.9 |
|
0.500 |
823.2 |
|
0.382 |
822.4 |
|
LOW |
819.9 |
|
0.618 |
815.9 |
|
1.000 |
813.4 |
|
1.618 |
809.4 |
|
2.618 |
802.9 |
|
4.250 |
792.3 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
823.9 |
821.7 |
| PP |
823.5 |
819.1 |
| S1 |
823.2 |
816.5 |
|