CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
858.2 |
861.8 |
3.6 |
0.4% |
865.7 |
| High |
866.0 |
863.5 |
-2.5 |
-0.3% |
868.7 |
| Low |
857.1 |
841.6 |
-15.5 |
-1.8% |
841.6 |
| Close |
861.8 |
848.4 |
-13.4 |
-1.6% |
848.4 |
| Range |
8.9 |
21.9 |
13.0 |
146.1% |
27.1 |
| ATR |
10.5 |
11.3 |
0.8 |
7.8% |
0.0 |
| Volume |
426 |
519 |
93 |
21.8% |
2,484 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
916.9 |
904.5 |
860.4 |
|
| R3 |
895.0 |
882.6 |
854.4 |
|
| R2 |
873.1 |
873.1 |
852.4 |
|
| R1 |
860.7 |
860.7 |
850.4 |
856.0 |
| PP |
851.2 |
851.2 |
851.2 |
848.8 |
| S1 |
838.8 |
838.8 |
846.4 |
834.1 |
| S2 |
829.3 |
829.3 |
844.4 |
|
| S3 |
807.4 |
816.9 |
842.4 |
|
| S4 |
785.5 |
795.0 |
836.4 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934.2 |
918.4 |
863.3 |
|
| R3 |
907.1 |
891.3 |
855.9 |
|
| R2 |
880.0 |
880.0 |
853.4 |
|
| R1 |
864.2 |
864.2 |
850.9 |
858.6 |
| PP |
852.9 |
852.9 |
852.9 |
850.1 |
| S1 |
837.1 |
837.1 |
845.9 |
831.5 |
| S2 |
825.8 |
825.8 |
843.4 |
|
| S3 |
798.7 |
810.0 |
840.9 |
|
| S4 |
771.6 |
782.9 |
833.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956.6 |
|
2.618 |
920.8 |
|
1.618 |
898.9 |
|
1.000 |
885.4 |
|
0.618 |
877.0 |
|
HIGH |
863.5 |
|
0.618 |
855.1 |
|
0.500 |
852.6 |
|
0.382 |
850.0 |
|
LOW |
841.6 |
|
0.618 |
828.1 |
|
1.000 |
819.7 |
|
1.618 |
806.2 |
|
2.618 |
784.3 |
|
4.250 |
748.5 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
852.6 |
853.8 |
| PP |
851.2 |
852.0 |
| S1 |
849.8 |
850.2 |
|