CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
832.0 |
840.3 |
8.3 |
1.0% |
832.4 |
| High |
841.6 |
842.9 |
1.3 |
0.2% |
845.4 |
| Low |
832.0 |
836.9 |
4.9 |
0.6% |
826.1 |
| Close |
841.3 |
839.9 |
-1.4 |
-0.2% |
841.3 |
| Range |
9.6 |
6.0 |
-3.6 |
-37.5% |
19.3 |
| ATR |
8.9 |
8.7 |
-0.2 |
-2.3% |
0.0 |
| Volume |
128 |
189 |
61 |
47.7% |
552 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857.9 |
854.9 |
843.2 |
|
| R3 |
851.9 |
848.9 |
841.6 |
|
| R2 |
845.9 |
845.9 |
841.0 |
|
| R1 |
842.9 |
842.9 |
840.5 |
841.4 |
| PP |
839.9 |
839.9 |
839.9 |
839.2 |
| S1 |
836.9 |
836.9 |
839.4 |
835.4 |
| S2 |
833.9 |
833.9 |
838.8 |
|
| S3 |
827.9 |
830.9 |
838.3 |
|
| S4 |
821.9 |
824.9 |
836.6 |
|
|
| 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 |
868.4 |
|
2.618 |
858.6 |
|
1.618 |
852.6 |
|
1.000 |
848.9 |
|
0.618 |
846.6 |
|
HIGH |
842.9 |
|
0.618 |
840.6 |
|
0.500 |
839.9 |
|
0.382 |
839.2 |
|
LOW |
836.9 |
|
0.618 |
833.2 |
|
1.000 |
830.9 |
|
1.618 |
827.2 |
|
2.618 |
821.2 |
|
4.250 |
811.4 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
839.9 |
838.1 |
| PP |
839.9 |
836.3 |
| S1 |
839.9 |
834.5 |
|