CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
796.1 |
780.0 |
-16.1 |
-2.0% |
848.8 |
| High |
805.1 |
797.4 |
-7.7 |
-1.0% |
854.0 |
| Low |
776.5 |
777.9 |
1.4 |
0.2% |
776.5 |
| Close |
778.9 |
793.1 |
14.2 |
1.8% |
778.9 |
| Range |
28.6 |
19.5 |
-9.1 |
-31.8% |
77.5 |
| ATR |
15.3 |
15.6 |
0.3 |
2.0% |
0.0 |
| Volume |
369 |
268 |
-101 |
-27.4% |
2,828 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.0 |
840.0 |
803.8 |
|
| R3 |
828.5 |
820.5 |
798.5 |
|
| R2 |
809.0 |
809.0 |
796.7 |
|
| R1 |
801.0 |
801.0 |
794.9 |
805.0 |
| PP |
789.5 |
789.5 |
789.5 |
791.5 |
| S1 |
781.5 |
781.5 |
791.3 |
785.5 |
| S2 |
770.0 |
770.0 |
789.5 |
|
| S3 |
750.5 |
762.0 |
787.7 |
|
| S4 |
731.0 |
742.5 |
782.4 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.6 |
984.8 |
821.5 |
|
| R3 |
958.1 |
907.3 |
800.2 |
|
| R2 |
880.6 |
880.6 |
793.1 |
|
| R1 |
829.8 |
829.8 |
786.0 |
816.5 |
| PP |
803.1 |
803.1 |
803.1 |
796.5 |
| S1 |
752.3 |
752.3 |
771.8 |
739.0 |
| S2 |
725.6 |
725.6 |
764.7 |
|
| S3 |
648.1 |
674.8 |
757.6 |
|
| S4 |
570.6 |
597.3 |
736.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.3 |
|
2.618 |
848.5 |
|
1.618 |
829.0 |
|
1.000 |
816.9 |
|
0.618 |
809.5 |
|
HIGH |
797.4 |
|
0.618 |
790.0 |
|
0.500 |
787.7 |
|
0.382 |
785.3 |
|
LOW |
777.9 |
|
0.618 |
765.8 |
|
1.000 |
758.4 |
|
1.618 |
746.3 |
|
2.618 |
726.8 |
|
4.250 |
695.0 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
791.3 |
800.3 |
| PP |
789.5 |
797.9 |
| S1 |
787.7 |
795.5 |
|