CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
843.6 |
824.5 |
-19.1 |
-2.3% |
865.7 |
| High |
845.9 |
832.2 |
-13.7 |
-1.6% |
868.7 |
| Low |
819.8 |
812.8 |
-7.0 |
-0.9% |
841.6 |
| Close |
824.9 |
821.8 |
-3.1 |
-0.4% |
848.4 |
| Range |
26.1 |
19.4 |
-6.7 |
-25.7% |
27.1 |
| ATR |
12.2 |
12.7 |
0.5 |
4.2% |
0.0 |
| Volume |
206 |
425 |
219 |
106.3% |
2,484 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.5 |
870.5 |
832.5 |
|
| R3 |
861.1 |
851.1 |
827.1 |
|
| R2 |
841.7 |
841.7 |
825.4 |
|
| R1 |
831.7 |
831.7 |
823.6 |
827.0 |
| PP |
822.3 |
822.3 |
822.3 |
819.9 |
| S1 |
812.3 |
812.3 |
820.0 |
807.6 |
| S2 |
802.9 |
802.9 |
818.2 |
|
| S3 |
783.5 |
792.9 |
816.5 |
|
| S4 |
764.1 |
773.5 |
811.1 |
|
|
| 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 |
914.7 |
|
2.618 |
883.0 |
|
1.618 |
863.6 |
|
1.000 |
851.6 |
|
0.618 |
844.2 |
|
HIGH |
832.2 |
|
0.618 |
824.8 |
|
0.500 |
822.5 |
|
0.382 |
820.2 |
|
LOW |
812.8 |
|
0.618 |
800.8 |
|
1.000 |
793.4 |
|
1.618 |
781.4 |
|
2.618 |
762.0 |
|
4.250 |
730.4 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
822.5 |
833.4 |
| PP |
822.3 |
829.5 |
| S1 |
822.0 |
825.7 |
|