CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
817.8 |
827.9 |
10.1 |
1.2% |
824.4 |
| High |
827.5 |
832.2 |
4.7 |
0.6% |
832.2 |
| Low |
814.9 |
823.5 |
8.6 |
1.1% |
814.9 |
| Close |
826.1 |
831.5 |
5.4 |
0.7% |
831.5 |
| Range |
12.6 |
8.7 |
-3.9 |
-31.0% |
17.3 |
| ATR |
8.7 |
8.7 |
0.0 |
0.0% |
0.0 |
| Volume |
53 |
31 |
-22 |
-41.5% |
347 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.2 |
852.0 |
836.3 |
|
| R3 |
846.5 |
843.3 |
833.9 |
|
| R2 |
837.8 |
837.8 |
833.1 |
|
| R1 |
834.6 |
834.6 |
832.3 |
836.2 |
| PP |
829.1 |
829.1 |
829.1 |
829.9 |
| S1 |
825.9 |
825.9 |
830.7 |
827.5 |
| S2 |
820.4 |
820.4 |
829.9 |
|
| S3 |
811.7 |
817.2 |
829.1 |
|
| S4 |
803.0 |
808.5 |
826.7 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.1 |
872.1 |
841.0 |
|
| R3 |
860.8 |
854.8 |
836.3 |
|
| R2 |
843.5 |
843.5 |
834.7 |
|
| R1 |
837.5 |
837.5 |
833.1 |
840.5 |
| PP |
826.2 |
826.2 |
826.2 |
827.7 |
| S1 |
820.2 |
820.2 |
829.9 |
823.2 |
| S2 |
808.9 |
808.9 |
828.3 |
|
| S3 |
791.6 |
802.9 |
826.7 |
|
| S4 |
774.3 |
785.6 |
822.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
869.2 |
|
2.618 |
855.0 |
|
1.618 |
846.3 |
|
1.000 |
840.9 |
|
0.618 |
837.6 |
|
HIGH |
832.2 |
|
0.618 |
828.9 |
|
0.500 |
827.9 |
|
0.382 |
826.8 |
|
LOW |
823.5 |
|
0.618 |
818.1 |
|
1.000 |
814.8 |
|
1.618 |
809.4 |
|
2.618 |
800.7 |
|
4.250 |
786.5 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.3 |
828.9 |
| PP |
829.1 |
826.2 |
| S1 |
827.9 |
823.6 |
|