CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
861.8 |
848.8 |
-13.0 |
-1.5% |
865.7 |
| High |
863.5 |
854.0 |
-9.5 |
-1.1% |
868.7 |
| Low |
841.6 |
845.3 |
3.7 |
0.4% |
841.6 |
| Close |
848.4 |
845.4 |
-3.0 |
-0.4% |
848.4 |
| Range |
21.9 |
8.7 |
-13.2 |
-60.3% |
27.1 |
| ATR |
11.3 |
11.1 |
-0.2 |
-1.6% |
0.0 |
| Volume |
519 |
750 |
231 |
44.5% |
2,484 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.3 |
868.6 |
850.2 |
|
| R3 |
865.6 |
859.9 |
847.8 |
|
| R2 |
856.9 |
856.9 |
847.0 |
|
| R1 |
851.2 |
851.2 |
846.2 |
849.7 |
| PP |
848.2 |
848.2 |
848.2 |
847.5 |
| S1 |
842.5 |
842.5 |
844.6 |
841.0 |
| S2 |
839.5 |
839.5 |
843.8 |
|
| S3 |
830.8 |
833.8 |
843.0 |
|
| S4 |
822.1 |
825.1 |
840.6 |
|
|
| 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 |
891.0 |
|
2.618 |
876.8 |
|
1.618 |
868.1 |
|
1.000 |
862.7 |
|
0.618 |
859.4 |
|
HIGH |
854.0 |
|
0.618 |
850.7 |
|
0.500 |
849.7 |
|
0.382 |
848.6 |
|
LOW |
845.3 |
|
0.618 |
839.9 |
|
1.000 |
836.6 |
|
1.618 |
831.2 |
|
2.618 |
822.5 |
|
4.250 |
808.3 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
849.7 |
853.8 |
| PP |
848.2 |
851.0 |
| S1 |
846.8 |
848.2 |
|