CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
848.8 |
843.6 |
-5.2 |
-0.6% |
865.7 |
| High |
854.0 |
845.9 |
-8.1 |
-0.9% |
868.7 |
| Low |
845.3 |
819.8 |
-25.5 |
-3.0% |
841.6 |
| Close |
845.4 |
824.9 |
-20.5 |
-2.4% |
848.4 |
| Range |
8.7 |
26.1 |
17.4 |
200.0% |
27.1 |
| ATR |
11.1 |
12.2 |
1.1 |
9.6% |
0.0 |
| Volume |
750 |
206 |
-544 |
-72.5% |
2,484 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.5 |
892.8 |
839.3 |
|
| R3 |
882.4 |
866.7 |
832.1 |
|
| R2 |
856.3 |
856.3 |
829.7 |
|
| R1 |
840.6 |
840.6 |
827.3 |
835.4 |
| PP |
830.2 |
830.2 |
830.2 |
827.6 |
| S1 |
814.5 |
814.5 |
822.5 |
809.3 |
| S2 |
804.1 |
804.1 |
820.1 |
|
| S3 |
778.0 |
788.4 |
817.7 |
|
| S4 |
751.9 |
762.3 |
810.5 |
|
|
| 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 |
956.8 |
|
2.618 |
914.2 |
|
1.618 |
888.1 |
|
1.000 |
872.0 |
|
0.618 |
862.0 |
|
HIGH |
845.9 |
|
0.618 |
835.9 |
|
0.500 |
832.9 |
|
0.382 |
829.8 |
|
LOW |
819.8 |
|
0.618 |
803.7 |
|
1.000 |
793.7 |
|
1.618 |
777.6 |
|
2.618 |
751.5 |
|
4.250 |
708.9 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
832.9 |
841.7 |
| PP |
830.2 |
836.1 |
| S1 |
827.6 |
830.5 |
|