CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
863.0 |
851.8 |
-11.2 |
-1.3% |
850.0 |
| High |
866.7 |
855.3 |
-11.4 |
-1.3% |
866.6 |
| Low |
849.9 |
845.8 |
-4.1 |
-0.5% |
847.3 |
| Close |
851.1 |
855.8 |
4.7 |
0.6% |
866.1 |
| Range |
16.8 |
9.5 |
-7.3 |
-43.5% |
19.3 |
| ATR |
10.8 |
10.7 |
-0.1 |
-0.9% |
0.0 |
| Volume |
159 |
289 |
130 |
81.8% |
801 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.8 |
877.8 |
861.0 |
|
| R3 |
871.3 |
868.3 |
858.4 |
|
| R2 |
861.8 |
861.8 |
857.5 |
|
| R1 |
858.8 |
858.8 |
856.7 |
860.3 |
| PP |
852.3 |
852.3 |
852.3 |
853.1 |
| S1 |
849.3 |
849.3 |
854.9 |
850.8 |
| S2 |
842.8 |
842.8 |
854.1 |
|
| S3 |
833.3 |
839.8 |
853.2 |
|
| S4 |
823.8 |
830.3 |
850.6 |
|
|
| 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 |
895.7 |
|
2.618 |
880.2 |
|
1.618 |
870.7 |
|
1.000 |
864.8 |
|
0.618 |
861.2 |
|
HIGH |
855.3 |
|
0.618 |
851.7 |
|
0.500 |
850.6 |
|
0.382 |
849.4 |
|
LOW |
845.8 |
|
0.618 |
839.9 |
|
1.000 |
836.3 |
|
1.618 |
830.4 |
|
2.618 |
820.9 |
|
4.250 |
805.4 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
854.1 |
856.8 |
| PP |
852.3 |
856.4 |
| S1 |
850.6 |
856.1 |
|