CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
862.8 |
858.5 |
-4.3 |
-0.5% |
867.0 |
| High |
867.8 |
860.1 |
-7.7 |
-0.9% |
869.4 |
| Low |
859.9 |
847.6 |
-12.3 |
-1.4% |
845.8 |
| Close |
862.5 |
859.7 |
-2.8 |
-0.3% |
866.6 |
| Range |
7.9 |
12.5 |
4.6 |
58.2% |
23.6 |
| ATR |
10.3 |
10.6 |
0.3 |
3.2% |
0.0 |
| Volume |
538 |
168 |
-370 |
-68.8% |
1,129 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.3 |
889.0 |
866.6 |
|
| R3 |
880.8 |
876.5 |
863.1 |
|
| R2 |
868.3 |
868.3 |
862.0 |
|
| R1 |
864.0 |
864.0 |
860.8 |
866.2 |
| PP |
855.8 |
855.8 |
855.8 |
856.9 |
| S1 |
851.5 |
851.5 |
858.6 |
853.7 |
| S2 |
843.3 |
843.3 |
857.4 |
|
| S3 |
830.8 |
839.0 |
856.3 |
|
| S4 |
818.3 |
826.5 |
852.8 |
|
|
| 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 |
913.2 |
|
2.618 |
892.8 |
|
1.618 |
880.3 |
|
1.000 |
872.6 |
|
0.618 |
867.8 |
|
HIGH |
860.1 |
|
0.618 |
855.3 |
|
0.500 |
853.9 |
|
0.382 |
852.4 |
|
LOW |
847.6 |
|
0.618 |
839.9 |
|
1.000 |
835.1 |
|
1.618 |
827.4 |
|
2.618 |
814.9 |
|
4.250 |
794.5 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
857.8 |
859.2 |
| PP |
855.8 |
858.7 |
| S1 |
853.9 |
858.2 |
|