CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
850.0 |
859.6 |
9.6 |
1.1% |
845.5 |
| High |
859.0 |
860.6 |
1.6 |
0.2% |
860.0 |
| Low |
847.3 |
859.6 |
12.3 |
1.5% |
832.3 |
| Close |
858.1 |
861.7 |
3.6 |
0.4% |
849.2 |
| Range |
11.7 |
1.0 |
-10.7 |
-91.5% |
27.7 |
| ATR |
|
|
|
|
|
| Volume |
184 |
117 |
-67 |
-36.4% |
1,107 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.6 |
863.7 |
862.3 |
|
| R3 |
862.6 |
862.7 |
862.0 |
|
| R2 |
861.6 |
861.6 |
861.9 |
|
| R1 |
861.7 |
861.7 |
861.8 |
861.7 |
| PP |
860.6 |
860.6 |
860.6 |
860.6 |
| S1 |
860.7 |
860.7 |
861.6 |
860.7 |
| S2 |
859.6 |
859.6 |
861.5 |
|
| S3 |
858.6 |
859.7 |
861.4 |
|
| S4 |
857.6 |
858.7 |
861.2 |
|
|
| 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 |
864.9 |
|
2.618 |
863.2 |
|
1.618 |
862.2 |
|
1.000 |
861.6 |
|
0.618 |
861.2 |
|
HIGH |
860.6 |
|
0.618 |
860.2 |
|
0.500 |
860.1 |
|
0.382 |
860.0 |
|
LOW |
859.6 |
|
0.618 |
859.0 |
|
1.000 |
858.6 |
|
1.618 |
858.0 |
|
2.618 |
857.0 |
|
4.250 |
855.4 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
861.2 |
858.4 |
| PP |
860.6 |
855.1 |
| S1 |
860.1 |
851.9 |
|