CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
823.3 |
824.1 |
0.8 |
0.1% |
824.0 |
| High |
825.1 |
826.8 |
1.7 |
0.2% |
824.6 |
| Low |
820.3 |
822.7 |
2.4 |
0.3% |
804.2 |
| Close |
823.6 |
823.8 |
0.2 |
0.0% |
815.0 |
| Range |
4.8 |
4.1 |
-0.7 |
-14.6% |
20.4 |
| ATR |
0.0 |
9.3 |
9.3 |
|
0.0 |
| Volume |
65 |
9 |
-56 |
-86.2% |
448 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.7 |
834.4 |
826.1 |
|
| R3 |
832.6 |
830.3 |
824.9 |
|
| R2 |
828.5 |
828.5 |
824.6 |
|
| R1 |
826.2 |
826.2 |
824.2 |
825.3 |
| PP |
824.4 |
824.4 |
824.4 |
824.0 |
| S1 |
822.1 |
822.1 |
823.4 |
821.2 |
| S2 |
820.3 |
820.3 |
823.0 |
|
| S3 |
816.2 |
818.0 |
822.7 |
|
| S4 |
812.1 |
813.9 |
821.5 |
|
|
| 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 |
844.2 |
|
2.618 |
837.5 |
|
1.618 |
833.4 |
|
1.000 |
830.9 |
|
0.618 |
829.3 |
|
HIGH |
826.8 |
|
0.618 |
825.2 |
|
0.500 |
824.8 |
|
0.382 |
824.3 |
|
LOW |
822.7 |
|
0.618 |
820.2 |
|
1.000 |
818.6 |
|
1.618 |
816.1 |
|
2.618 |
812.0 |
|
4.250 |
805.3 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
824.8 |
823.7 |
| PP |
824.4 |
823.5 |
| S1 |
824.1 |
823.4 |
|