CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
865.7 |
862.8 |
-2.9 |
-0.3% |
867.0 |
| High |
868.7 |
867.8 |
-0.9 |
-0.1% |
869.4 |
| Low |
859.4 |
859.9 |
0.5 |
0.1% |
845.8 |
| Close |
861.9 |
862.5 |
0.6 |
0.1% |
866.6 |
| Range |
9.3 |
7.9 |
-1.4 |
-15.1% |
23.6 |
| ATR |
10.5 |
10.3 |
-0.2 |
-1.8% |
0.0 |
| Volume |
833 |
538 |
-295 |
-35.4% |
1,129 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.1 |
882.7 |
866.8 |
|
| R3 |
879.2 |
874.8 |
864.7 |
|
| R2 |
871.3 |
871.3 |
863.9 |
|
| R1 |
866.9 |
866.9 |
863.2 |
865.2 |
| PP |
863.4 |
863.4 |
863.4 |
862.5 |
| S1 |
859.0 |
859.0 |
861.8 |
857.3 |
| S2 |
855.5 |
855.5 |
861.1 |
|
| S3 |
847.6 |
851.1 |
860.3 |
|
| S4 |
839.7 |
843.2 |
858.2 |
|
|
| 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 |
901.4 |
|
2.618 |
888.5 |
|
1.618 |
880.6 |
|
1.000 |
875.7 |
|
0.618 |
872.7 |
|
HIGH |
867.8 |
|
0.618 |
864.8 |
|
0.500 |
863.9 |
|
0.382 |
862.9 |
|
LOW |
859.9 |
|
0.618 |
855.0 |
|
1.000 |
852.0 |
|
1.618 |
847.1 |
|
2.618 |
839.2 |
|
4.250 |
826.3 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
863.9 |
864.4 |
| PP |
863.4 |
863.8 |
| S1 |
863.0 |
863.1 |
|