CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
851.8 |
859.9 |
8.1 |
1.0% |
850.0 |
| High |
855.3 |
868.4 |
13.1 |
1.5% |
866.6 |
| Low |
845.8 |
854.4 |
8.6 |
1.0% |
847.3 |
| Close |
855.8 |
865.6 |
9.8 |
1.1% |
866.1 |
| Range |
9.5 |
14.0 |
4.5 |
47.4% |
19.3 |
| ATR |
10.7 |
11.0 |
0.2 |
2.2% |
0.0 |
| Volume |
289 |
317 |
28 |
9.7% |
801 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.8 |
899.2 |
873.3 |
|
| R3 |
890.8 |
885.2 |
869.5 |
|
| R2 |
876.8 |
876.8 |
868.2 |
|
| R1 |
871.2 |
871.2 |
866.9 |
874.0 |
| PP |
862.8 |
862.8 |
862.8 |
864.2 |
| S1 |
857.2 |
857.2 |
864.3 |
860.0 |
| S2 |
848.8 |
848.8 |
863.0 |
|
| S3 |
834.8 |
843.2 |
861.8 |
|
| S4 |
820.8 |
829.2 |
857.9 |
|
|
| 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 |
927.9 |
|
2.618 |
905.1 |
|
1.618 |
891.1 |
|
1.000 |
882.4 |
|
0.618 |
877.1 |
|
HIGH |
868.4 |
|
0.618 |
863.1 |
|
0.500 |
861.4 |
|
0.382 |
859.7 |
|
LOW |
854.4 |
|
0.618 |
845.7 |
|
1.000 |
840.4 |
|
1.618 |
831.7 |
|
2.618 |
817.7 |
|
4.250 |
794.9 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
864.2 |
862.8 |
| PP |
862.8 |
859.9 |
| S1 |
861.4 |
857.1 |
|