CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
851.8 |
850.0 |
-1.8 |
-0.2% |
845.5 |
| High |
860.0 |
859.0 |
-1.0 |
-0.1% |
860.0 |
| Low |
843.1 |
847.3 |
4.2 |
0.5% |
832.3 |
| Close |
849.2 |
858.1 |
8.9 |
1.0% |
849.2 |
| Range |
16.9 |
11.7 |
-5.2 |
-30.8% |
27.7 |
| ATR |
|
|
|
|
|
| Volume |
365 |
184 |
-181 |
-49.6% |
1,107 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.9 |
885.7 |
864.5 |
|
| R3 |
878.2 |
874.0 |
861.3 |
|
| R2 |
866.5 |
866.5 |
860.2 |
|
| R1 |
862.3 |
862.3 |
859.2 |
864.4 |
| PP |
854.8 |
854.8 |
854.8 |
855.9 |
| S1 |
850.6 |
850.6 |
857.0 |
852.7 |
| S2 |
843.1 |
843.1 |
856.0 |
|
| S3 |
831.4 |
838.9 |
854.9 |
|
| S4 |
819.7 |
827.2 |
851.7 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930.3 |
917.4 |
864.4 |
|
| R3 |
902.6 |
889.7 |
856.8 |
|
| R2 |
874.9 |
874.9 |
854.3 |
|
| R1 |
862.0 |
862.0 |
851.7 |
868.5 |
| PP |
847.2 |
847.2 |
847.2 |
850.4 |
| S1 |
834.3 |
834.3 |
846.7 |
840.8 |
| S2 |
819.5 |
819.5 |
844.1 |
|
| S3 |
791.8 |
806.6 |
841.6 |
|
| S4 |
764.1 |
778.9 |
834.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
908.7 |
|
2.618 |
889.6 |
|
1.618 |
877.9 |
|
1.000 |
870.7 |
|
0.618 |
866.2 |
|
HIGH |
859.0 |
|
0.618 |
854.5 |
|
0.500 |
853.2 |
|
0.382 |
851.8 |
|
LOW |
847.3 |
|
0.618 |
840.1 |
|
1.000 |
835.6 |
|
1.618 |
828.4 |
|
2.618 |
816.7 |
|
4.250 |
797.6 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
856.5 |
855.9 |
| PP |
854.8 |
853.7 |
| S1 |
853.2 |
851.6 |
|