CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
858.5 |
858.2 |
-0.3 |
0.0% |
867.0 |
| High |
860.1 |
866.0 |
5.9 |
0.7% |
869.4 |
| Low |
847.6 |
857.1 |
9.5 |
1.1% |
845.8 |
| Close |
859.7 |
861.8 |
2.1 |
0.2% |
866.6 |
| Range |
12.5 |
8.9 |
-3.6 |
-28.8% |
23.6 |
| ATR |
10.6 |
10.5 |
-0.1 |
-1.2% |
0.0 |
| Volume |
168 |
426 |
258 |
153.6% |
1,129 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.3 |
884.0 |
866.7 |
|
| R3 |
879.4 |
875.1 |
864.2 |
|
| R2 |
870.5 |
870.5 |
863.4 |
|
| R1 |
866.2 |
866.2 |
862.6 |
868.4 |
| PP |
861.6 |
861.6 |
861.6 |
862.7 |
| S1 |
857.3 |
857.3 |
861.0 |
859.5 |
| S2 |
852.7 |
852.7 |
860.2 |
|
| S3 |
843.8 |
848.4 |
859.4 |
|
| S4 |
834.9 |
839.5 |
856.9 |
|
|
| 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 |
903.8 |
|
2.618 |
889.3 |
|
1.618 |
880.4 |
|
1.000 |
874.9 |
|
0.618 |
871.5 |
|
HIGH |
866.0 |
|
0.618 |
862.6 |
|
0.500 |
861.6 |
|
0.382 |
860.5 |
|
LOW |
857.1 |
|
0.618 |
851.6 |
|
1.000 |
848.2 |
|
1.618 |
842.7 |
|
2.618 |
833.8 |
|
4.250 |
819.3 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
861.7 |
860.4 |
| PP |
861.6 |
859.1 |
| S1 |
861.6 |
857.7 |
|