CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
824.6 |
827.2 |
2.6 |
0.3% |
814.5 |
| High |
829.1 |
827.5 |
-1.6 |
-0.2% |
826.8 |
| Low |
822.9 |
816.2 |
-6.7 |
-0.8% |
810.7 |
| Close |
826.4 |
820.9 |
-5.5 |
-0.7% |
823.8 |
| Range |
6.2 |
11.3 |
5.1 |
82.3% |
16.1 |
| ATR |
8.2 |
8.4 |
0.2 |
2.7% |
0.0 |
| Volume |
94 |
169 |
75 |
79.8% |
376 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.4 |
849.5 |
827.1 |
|
| R3 |
844.1 |
838.2 |
824.0 |
|
| R2 |
832.8 |
832.8 |
823.0 |
|
| R1 |
826.9 |
826.9 |
821.9 |
824.2 |
| PP |
821.5 |
821.5 |
821.5 |
820.2 |
| S1 |
815.6 |
815.6 |
819.9 |
812.9 |
| S2 |
810.2 |
810.2 |
818.8 |
|
| S3 |
798.9 |
804.3 |
817.8 |
|
| S4 |
787.6 |
793.0 |
814.7 |
|
|
| 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 |
875.5 |
|
2.618 |
857.1 |
|
1.618 |
845.8 |
|
1.000 |
838.8 |
|
0.618 |
834.5 |
|
HIGH |
827.5 |
|
0.618 |
823.2 |
|
0.500 |
821.9 |
|
0.382 |
820.5 |
|
LOW |
816.2 |
|
0.618 |
809.2 |
|
1.000 |
804.9 |
|
1.618 |
797.9 |
|
2.618 |
786.6 |
|
4.250 |
768.2 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
821.9 |
822.7 |
| PP |
821.5 |
822.1 |
| S1 |
821.2 |
821.5 |
|