CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
824.5 |
818.6 |
-5.9 |
-0.7% |
865.7 |
| High |
832.2 |
824.0 |
-8.2 |
-1.0% |
868.7 |
| Low |
812.8 |
789.2 |
-23.6 |
-2.9% |
841.6 |
| Close |
821.8 |
798.5 |
-23.3 |
-2.8% |
848.4 |
| Range |
19.4 |
34.8 |
15.4 |
79.4% |
27.1 |
| ATR |
12.7 |
14.3 |
1.6 |
12.4% |
0.0 |
| Volume |
425 |
1,078 |
653 |
153.6% |
2,484 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.3 |
888.2 |
817.6 |
|
| R3 |
873.5 |
853.4 |
808.1 |
|
| R2 |
838.7 |
838.7 |
804.9 |
|
| R1 |
818.6 |
818.6 |
801.7 |
811.3 |
| PP |
803.9 |
803.9 |
803.9 |
800.2 |
| S1 |
783.8 |
783.8 |
795.3 |
776.5 |
| S2 |
769.1 |
769.1 |
792.1 |
|
| S3 |
734.3 |
749.0 |
788.9 |
|
| S4 |
699.5 |
714.2 |
779.4 |
|
|
| 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 |
971.9 |
|
2.618 |
915.1 |
|
1.618 |
880.3 |
|
1.000 |
858.8 |
|
0.618 |
845.5 |
|
HIGH |
824.0 |
|
0.618 |
810.7 |
|
0.500 |
806.6 |
|
0.382 |
802.5 |
|
LOW |
789.2 |
|
0.618 |
767.7 |
|
1.000 |
754.4 |
|
1.618 |
732.9 |
|
2.618 |
698.1 |
|
4.250 |
641.3 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
806.6 |
817.6 |
| PP |
803.9 |
811.2 |
| S1 |
801.2 |
804.9 |
|