CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
838.4 |
843.9 |
5.5 |
0.7% |
832.4 |
| High |
846.9 |
847.3 |
0.4 |
0.0% |
845.4 |
| Low |
837.5 |
838.0 |
0.5 |
0.1% |
826.1 |
| Close |
842.1 |
846.4 |
4.3 |
0.5% |
841.3 |
| Range |
9.4 |
9.3 |
-0.1 |
-1.1% |
19.3 |
| ATR |
8.8 |
8.9 |
0.0 |
0.4% |
0.0 |
| Volume |
85 |
126 |
41 |
48.2% |
552 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.8 |
868.4 |
851.5 |
|
| R3 |
862.5 |
859.1 |
849.0 |
|
| R2 |
853.2 |
853.2 |
848.1 |
|
| R1 |
849.8 |
849.8 |
847.3 |
851.5 |
| PP |
843.9 |
843.9 |
843.9 |
844.8 |
| S1 |
840.5 |
840.5 |
845.5 |
842.2 |
| S2 |
834.6 |
834.6 |
844.7 |
|
| S3 |
825.3 |
831.2 |
843.8 |
|
| S4 |
816.0 |
821.9 |
841.3 |
|
|
| 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 |
886.8 |
|
2.618 |
871.6 |
|
1.618 |
862.3 |
|
1.000 |
856.6 |
|
0.618 |
853.0 |
|
HIGH |
847.3 |
|
0.618 |
843.7 |
|
0.500 |
842.7 |
|
0.382 |
841.6 |
|
LOW |
838.0 |
|
0.618 |
832.3 |
|
1.000 |
828.7 |
|
1.618 |
823.0 |
|
2.618 |
813.7 |
|
4.250 |
798.5 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
845.2 |
844.1 |
| PP |
843.9 |
841.8 |
| S1 |
842.7 |
839.5 |
|