CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 04-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
859.6 |
862.1 |
2.5 |
0.3% |
845.5 |
| High |
860.6 |
864.1 |
3.5 |
0.4% |
860.0 |
| Low |
859.6 |
862.1 |
2.5 |
0.3% |
832.3 |
| Close |
861.7 |
864.1 |
2.4 |
0.3% |
849.2 |
| Range |
1.0 |
2.0 |
1.0 |
100.0% |
27.7 |
| ATR |
|
|
|
|
|
| Volume |
117 |
117 |
0 |
0.0% |
1,107 |
|
| Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.4 |
868.8 |
865.2 |
|
| R3 |
867.4 |
866.8 |
864.7 |
|
| R2 |
865.4 |
865.4 |
864.5 |
|
| R1 |
864.8 |
864.8 |
864.3 |
865.1 |
| PP |
863.4 |
863.4 |
863.4 |
863.6 |
| S1 |
862.8 |
862.8 |
863.9 |
863.1 |
| S2 |
861.4 |
861.4 |
863.7 |
|
| S3 |
859.4 |
860.8 |
863.6 |
|
| S4 |
857.4 |
858.8 |
863.0 |
|
|
| 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 |
872.6 |
|
2.618 |
869.3 |
|
1.618 |
867.3 |
|
1.000 |
866.1 |
|
0.618 |
865.3 |
|
HIGH |
864.1 |
|
0.618 |
863.3 |
|
0.500 |
863.1 |
|
0.382 |
862.9 |
|
LOW |
862.1 |
|
0.618 |
860.9 |
|
1.000 |
860.1 |
|
1.618 |
858.9 |
|
2.618 |
856.9 |
|
4.250 |
853.6 |
|
|
| Fisher Pivots for day following 04-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
863.8 |
861.3 |
| PP |
863.4 |
858.5 |
| S1 |
863.1 |
855.7 |
|