CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
862.6 |
867.0 |
4.4 |
0.5% |
850.0 |
| High |
866.6 |
867.7 |
1.1 |
0.1% |
866.6 |
| Low |
858.5 |
861.8 |
3.3 |
0.4% |
847.3 |
| Close |
866.1 |
865.2 |
-0.9 |
-0.1% |
866.1 |
| Range |
8.1 |
5.9 |
-2.2 |
-27.2% |
19.3 |
| ATR |
10.7 |
10.4 |
-0.3 |
-3.2% |
0.0 |
| Volume |
292 |
282 |
-10 |
-3.4% |
801 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.6 |
879.8 |
868.4 |
|
| R3 |
876.7 |
873.9 |
866.8 |
|
| R2 |
870.8 |
870.8 |
866.3 |
|
| R1 |
868.0 |
868.0 |
865.7 |
866.5 |
| PP |
864.9 |
864.9 |
864.9 |
864.1 |
| S1 |
862.1 |
862.1 |
864.7 |
860.6 |
| S2 |
859.0 |
859.0 |
864.1 |
|
| S3 |
853.1 |
856.2 |
863.6 |
|
| S4 |
847.2 |
850.3 |
862.0 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.9 |
911.3 |
876.7 |
|
| R3 |
898.6 |
892.0 |
871.4 |
|
| R2 |
879.3 |
879.3 |
869.6 |
|
| R1 |
872.7 |
872.7 |
867.9 |
876.0 |
| PP |
860.0 |
860.0 |
860.0 |
861.7 |
| S1 |
853.4 |
853.4 |
864.3 |
856.7 |
| S2 |
840.7 |
840.7 |
862.6 |
|
| S3 |
821.4 |
834.1 |
860.8 |
|
| S4 |
802.1 |
814.8 |
855.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892.8 |
|
2.618 |
883.1 |
|
1.618 |
877.2 |
|
1.000 |
873.6 |
|
0.618 |
871.3 |
|
HIGH |
867.7 |
|
0.618 |
865.4 |
|
0.500 |
864.8 |
|
0.382 |
864.1 |
|
LOW |
861.8 |
|
0.618 |
858.2 |
|
1.000 |
855.9 |
|
1.618 |
852.3 |
|
2.618 |
846.4 |
|
4.250 |
836.7 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
865.1 |
864.2 |
| PP |
864.9 |
863.1 |
| S1 |
864.8 |
862.1 |
|