CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
824.4 |
824.6 |
0.2 |
0.0% |
814.5 |
| High |
826.9 |
829.1 |
2.2 |
0.3% |
826.8 |
| Low |
822.1 |
822.9 |
0.8 |
0.1% |
810.7 |
| Close |
824.3 |
826.4 |
2.1 |
0.3% |
823.8 |
| Range |
4.8 |
6.2 |
1.4 |
29.2% |
16.1 |
| ATR |
8.4 |
8.2 |
-0.2 |
-1.8% |
0.0 |
| Volume |
0 |
94 |
94 |
|
376 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.7 |
841.8 |
829.8 |
|
| R3 |
838.5 |
835.6 |
828.1 |
|
| R2 |
832.3 |
832.3 |
827.5 |
|
| R1 |
829.4 |
829.4 |
827.0 |
830.9 |
| PP |
826.1 |
826.1 |
826.1 |
826.9 |
| S1 |
823.2 |
823.2 |
825.8 |
824.7 |
| S2 |
819.9 |
819.9 |
825.3 |
|
| S3 |
813.7 |
817.0 |
824.7 |
|
| S4 |
807.5 |
810.8 |
823.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.7 |
862.4 |
832.7 |
|
| R3 |
852.6 |
846.3 |
828.2 |
|
| R2 |
836.5 |
836.5 |
826.8 |
|
| R1 |
830.2 |
830.2 |
825.3 |
833.4 |
| PP |
820.4 |
820.4 |
820.4 |
822.0 |
| S1 |
814.1 |
814.1 |
822.3 |
817.3 |
| S2 |
804.3 |
804.3 |
820.8 |
|
| S3 |
788.2 |
798.0 |
819.4 |
|
| S4 |
772.1 |
781.9 |
814.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.5 |
|
2.618 |
845.3 |
|
1.618 |
839.1 |
|
1.000 |
835.3 |
|
0.618 |
832.9 |
|
HIGH |
829.1 |
|
0.618 |
826.7 |
|
0.500 |
826.0 |
|
0.382 |
825.3 |
|
LOW |
822.9 |
|
0.618 |
819.1 |
|
1.000 |
816.7 |
|
1.618 |
812.9 |
|
2.618 |
806.7 |
|
4.250 |
796.6 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
826.3 |
826.1 |
| PP |
826.1 |
825.9 |
| S1 |
826.0 |
825.6 |
|