CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
819.9 |
823.3 |
3.4 |
0.4% |
824.0 |
| High |
826.4 |
825.1 |
-1.3 |
-0.2% |
824.6 |
| Low |
819.9 |
820.3 |
0.4 |
0.0% |
804.2 |
| Close |
824.3 |
823.6 |
-0.7 |
-0.1% |
815.0 |
| Range |
6.5 |
4.8 |
-1.7 |
-26.2% |
20.4 |
| ATR |
|
|
|
|
|
| Volume |
89 |
65 |
-24 |
-27.0% |
448 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.4 |
835.3 |
826.2 |
|
| R3 |
832.6 |
830.5 |
824.9 |
|
| R2 |
827.8 |
827.8 |
824.5 |
|
| R1 |
825.7 |
825.7 |
824.0 |
826.8 |
| PP |
823.0 |
823.0 |
823.0 |
823.5 |
| S1 |
820.9 |
820.9 |
823.2 |
822.0 |
| S2 |
818.2 |
818.2 |
822.7 |
|
| S3 |
813.4 |
816.1 |
822.3 |
|
| S4 |
808.6 |
811.3 |
821.0 |
|
|
| 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 |
845.5 |
|
2.618 |
837.7 |
|
1.618 |
832.9 |
|
1.000 |
829.9 |
|
0.618 |
828.1 |
|
HIGH |
825.1 |
|
0.618 |
823.3 |
|
0.500 |
822.7 |
|
0.382 |
822.1 |
|
LOW |
820.3 |
|
0.618 |
817.3 |
|
1.000 |
815.5 |
|
1.618 |
812.5 |
|
2.618 |
807.7 |
|
4.250 |
799.9 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
823.3 |
821.9 |
| PP |
823.0 |
820.2 |
| S1 |
822.7 |
818.6 |
|