CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
840.8 |
836.6 |
-4.2 |
-0.5% |
824.4 |
| High |
845.4 |
840.3 |
-5.1 |
-0.6% |
832.2 |
| Low |
838.1 |
834.9 |
-3.2 |
-0.4% |
814.9 |
| Close |
840.8 |
835.5 |
-5.3 |
-0.6% |
831.5 |
| Range |
7.3 |
5.4 |
-1.9 |
-26.0% |
17.3 |
| ATR |
8.9 |
8.7 |
-0.2 |
-2.4% |
0.0 |
| Volume |
278 |
69 |
-209 |
-75.2% |
347 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.1 |
849.7 |
838.5 |
|
| R3 |
847.7 |
844.3 |
837.0 |
|
| R2 |
842.3 |
842.3 |
836.5 |
|
| R1 |
838.9 |
838.9 |
836.0 |
837.9 |
| PP |
836.9 |
836.9 |
836.9 |
836.4 |
| S1 |
833.5 |
833.5 |
835.0 |
832.5 |
| S2 |
831.5 |
831.5 |
834.5 |
|
| S3 |
826.1 |
828.1 |
834.0 |
|
| S4 |
820.7 |
822.7 |
832.5 |
|
|
| 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 |
863.3 |
|
2.618 |
854.4 |
|
1.618 |
849.0 |
|
1.000 |
845.7 |
|
0.618 |
843.6 |
|
HIGH |
840.3 |
|
0.618 |
838.2 |
|
0.500 |
837.6 |
|
0.382 |
837.0 |
|
LOW |
834.9 |
|
0.618 |
831.6 |
|
1.000 |
829.5 |
|
1.618 |
826.2 |
|
2.618 |
820.8 |
|
4.250 |
812.0 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
837.6 |
838.9 |
| PP |
836.9 |
837.8 |
| S1 |
836.2 |
836.6 |
|