CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
840.3 |
841.3 |
1.0 |
0.1% |
832.4 |
| High |
842.9 |
841.9 |
-1.0 |
-0.1% |
845.4 |
| Low |
836.9 |
831.7 |
-5.2 |
-0.6% |
826.1 |
| Close |
839.9 |
839.5 |
-0.4 |
0.0% |
841.3 |
| Range |
6.0 |
10.2 |
4.2 |
70.0% |
19.3 |
| ATR |
8.7 |
8.8 |
0.1 |
1.3% |
0.0 |
| Volume |
189 |
66 |
-123 |
-65.1% |
552 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.3 |
864.1 |
845.1 |
|
| R3 |
858.1 |
853.9 |
842.3 |
|
| R2 |
847.9 |
847.9 |
841.4 |
|
| R1 |
843.7 |
843.7 |
840.4 |
840.7 |
| PP |
837.7 |
837.7 |
837.7 |
836.2 |
| S1 |
833.5 |
833.5 |
838.6 |
830.5 |
| S2 |
827.5 |
827.5 |
837.6 |
|
| S3 |
817.3 |
823.3 |
836.7 |
|
| S4 |
807.1 |
813.1 |
833.9 |
|
|
| 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 |
885.3 |
|
2.618 |
868.6 |
|
1.618 |
858.4 |
|
1.000 |
852.1 |
|
0.618 |
848.2 |
|
HIGH |
841.9 |
|
0.618 |
838.0 |
|
0.500 |
836.8 |
|
0.382 |
835.6 |
|
LOW |
831.7 |
|
0.618 |
825.4 |
|
1.000 |
821.5 |
|
1.618 |
815.2 |
|
2.618 |
805.0 |
|
4.250 |
788.4 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
838.6 |
838.8 |
| PP |
837.7 |
838.0 |
| S1 |
836.8 |
837.3 |
|