CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
862.1 |
862.1 |
0.0 |
0.0% |
845.5 |
| High |
864.1 |
864.1 |
0.0 |
0.0% |
860.0 |
| Low |
862.1 |
856.4 |
-5.7 |
-0.7% |
832.3 |
| Close |
864.1 |
862.8 |
-1.3 |
-0.2% |
849.2 |
| Range |
2.0 |
7.7 |
5.7 |
285.0% |
27.7 |
| ATR |
0.0 |
10.9 |
10.9 |
|
0.0 |
| Volume |
117 |
91 |
-26 |
-22.2% |
1,107 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.2 |
881.2 |
867.0 |
|
| R3 |
876.5 |
873.5 |
864.9 |
|
| R2 |
868.8 |
868.8 |
864.2 |
|
| R1 |
865.8 |
865.8 |
863.5 |
867.3 |
| PP |
861.1 |
861.1 |
861.1 |
861.9 |
| S1 |
858.1 |
858.1 |
862.1 |
859.6 |
| S2 |
853.4 |
853.4 |
861.4 |
|
| S3 |
845.7 |
850.4 |
860.7 |
|
| S4 |
838.0 |
842.7 |
858.6 |
|
|
| 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 |
896.8 |
|
2.618 |
884.3 |
|
1.618 |
876.6 |
|
1.000 |
871.8 |
|
0.618 |
868.9 |
|
HIGH |
864.1 |
|
0.618 |
861.2 |
|
0.500 |
860.3 |
|
0.382 |
859.3 |
|
LOW |
856.4 |
|
0.618 |
851.6 |
|
1.000 |
848.7 |
|
1.618 |
843.9 |
|
2.618 |
836.2 |
|
4.250 |
823.7 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
862.0 |
862.0 |
| PP |
861.1 |
861.1 |
| S1 |
860.3 |
860.3 |
|