CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
831.6 |
832.0 |
0.4 |
0.0% |
832.4 |
| High |
836.0 |
841.6 |
5.6 |
0.7% |
845.4 |
| Low |
826.1 |
832.0 |
5.9 |
0.7% |
826.1 |
| Close |
831.3 |
841.3 |
10.0 |
1.2% |
841.3 |
| Range |
9.9 |
9.6 |
-0.3 |
-3.0% |
19.3 |
| ATR |
8.8 |
8.9 |
0.1 |
1.3% |
0.0 |
| Volume |
11 |
128 |
117 |
1,063.6% |
552 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.1 |
863.8 |
846.6 |
|
| R3 |
857.5 |
854.2 |
843.9 |
|
| R2 |
847.9 |
847.9 |
843.1 |
|
| R1 |
844.6 |
844.6 |
842.2 |
846.3 |
| PP |
838.3 |
838.3 |
838.3 |
839.1 |
| S1 |
835.0 |
835.0 |
840.4 |
836.7 |
| S2 |
828.7 |
828.7 |
839.5 |
|
| S3 |
819.1 |
825.4 |
838.7 |
|
| S4 |
809.5 |
815.8 |
836.0 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.5 |
887.7 |
851.9 |
|
| R3 |
876.2 |
868.4 |
846.6 |
|
| R2 |
856.9 |
856.9 |
844.8 |
|
| R1 |
849.1 |
849.1 |
843.1 |
853.0 |
| PP |
837.6 |
837.6 |
837.6 |
839.6 |
| S1 |
829.8 |
829.8 |
839.5 |
833.7 |
| S2 |
818.3 |
818.3 |
837.8 |
|
| S3 |
799.0 |
810.5 |
836.0 |
|
| S4 |
779.7 |
791.2 |
830.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.4 |
|
2.618 |
866.7 |
|
1.618 |
857.1 |
|
1.000 |
851.2 |
|
0.618 |
847.5 |
|
HIGH |
841.6 |
|
0.618 |
837.9 |
|
0.500 |
836.8 |
|
0.382 |
835.7 |
|
LOW |
832.0 |
|
0.618 |
826.1 |
|
1.000 |
822.4 |
|
1.618 |
816.5 |
|
2.618 |
806.9 |
|
4.250 |
791.2 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
839.8 |
838.8 |
| PP |
838.3 |
836.3 |
| S1 |
836.8 |
833.9 |
|