CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
859.9 |
867.1 |
7.2 |
0.8% |
867.0 |
| High |
868.4 |
869.4 |
1.0 |
0.1% |
869.4 |
| Low |
854.4 |
863.9 |
9.5 |
1.1% |
845.8 |
| Close |
865.6 |
866.6 |
1.0 |
0.1% |
866.6 |
| Range |
14.0 |
5.5 |
-8.5 |
-60.7% |
23.6 |
| ATR |
11.0 |
10.6 |
-0.4 |
-3.6% |
0.0 |
| Volume |
317 |
82 |
-235 |
-74.1% |
1,129 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.1 |
880.4 |
869.6 |
|
| R3 |
877.6 |
874.9 |
868.1 |
|
| R2 |
872.1 |
872.1 |
867.6 |
|
| R1 |
869.4 |
869.4 |
867.1 |
868.0 |
| PP |
866.6 |
866.6 |
866.6 |
866.0 |
| S1 |
863.9 |
863.9 |
866.1 |
862.5 |
| S2 |
861.1 |
861.1 |
865.6 |
|
| S3 |
855.6 |
858.4 |
865.1 |
|
| S4 |
850.1 |
852.9 |
863.6 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
931.4 |
922.6 |
879.6 |
|
| R3 |
907.8 |
899.0 |
873.1 |
|
| R2 |
884.2 |
884.2 |
870.9 |
|
| R1 |
875.4 |
875.4 |
868.8 |
868.0 |
| PP |
860.6 |
860.6 |
860.6 |
856.9 |
| S1 |
851.8 |
851.8 |
864.4 |
844.4 |
| S2 |
837.0 |
837.0 |
862.3 |
|
| S3 |
813.4 |
828.2 |
860.1 |
|
| S4 |
789.8 |
804.6 |
853.6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892.8 |
|
2.618 |
883.8 |
|
1.618 |
878.3 |
|
1.000 |
874.9 |
|
0.618 |
872.8 |
|
HIGH |
869.4 |
|
0.618 |
867.3 |
|
0.500 |
866.7 |
|
0.382 |
866.0 |
|
LOW |
863.9 |
|
0.618 |
860.5 |
|
1.000 |
858.4 |
|
1.618 |
855.0 |
|
2.618 |
849.5 |
|
4.250 |
840.5 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
866.7 |
863.6 |
| PP |
866.6 |
860.6 |
| S1 |
866.6 |
857.6 |
|