CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
836.6 |
831.6 |
-5.0 |
-0.6% |
824.4 |
| High |
840.3 |
836.0 |
-4.3 |
-0.5% |
832.2 |
| Low |
834.9 |
826.1 |
-8.8 |
-1.1% |
814.9 |
| Close |
835.5 |
831.3 |
-4.2 |
-0.5% |
831.5 |
| Range |
5.4 |
9.9 |
4.5 |
83.3% |
17.3 |
| ATR |
8.7 |
8.8 |
0.1 |
1.0% |
0.0 |
| Volume |
69 |
11 |
-58 |
-84.1% |
347 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.8 |
856.0 |
836.7 |
|
| R3 |
850.9 |
846.1 |
834.0 |
|
| R2 |
841.0 |
841.0 |
833.1 |
|
| R1 |
836.2 |
836.2 |
832.2 |
833.7 |
| PP |
831.1 |
831.1 |
831.1 |
829.9 |
| S1 |
826.3 |
826.3 |
830.4 |
823.8 |
| S2 |
821.2 |
821.2 |
829.5 |
|
| S3 |
811.3 |
816.4 |
828.6 |
|
| S4 |
801.4 |
806.5 |
825.9 |
|
|
| 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 |
878.1 |
|
2.618 |
861.9 |
|
1.618 |
852.0 |
|
1.000 |
845.9 |
|
0.618 |
842.1 |
|
HIGH |
836.0 |
|
0.618 |
832.2 |
|
0.500 |
831.1 |
|
0.382 |
829.9 |
|
LOW |
826.1 |
|
0.618 |
820.0 |
|
1.000 |
816.2 |
|
1.618 |
810.1 |
|
2.618 |
800.2 |
|
4.250 |
784.0 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
831.2 |
835.8 |
| PP |
831.1 |
834.3 |
| S1 |
831.1 |
832.8 |
|