CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
780.0 |
793.2 |
13.2 |
1.7% |
848.8 |
| High |
797.4 |
804.3 |
6.9 |
0.9% |
854.0 |
| Low |
777.9 |
781.1 |
3.2 |
0.4% |
776.5 |
| Close |
793.1 |
787.0 |
-6.1 |
-0.8% |
778.9 |
| Range |
19.5 |
23.2 |
3.7 |
19.0% |
77.5 |
| ATR |
15.6 |
16.2 |
0.5 |
3.5% |
0.0 |
| Volume |
268 |
275 |
7 |
2.6% |
2,828 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.4 |
846.9 |
799.8 |
|
| R3 |
837.2 |
823.7 |
793.4 |
|
| R2 |
814.0 |
814.0 |
791.3 |
|
| R1 |
800.5 |
800.5 |
789.1 |
795.7 |
| PP |
790.8 |
790.8 |
790.8 |
788.4 |
| S1 |
777.3 |
777.3 |
784.9 |
772.5 |
| S2 |
767.6 |
767.6 |
782.7 |
|
| S3 |
744.4 |
754.1 |
780.6 |
|
| S4 |
721.2 |
730.9 |
774.2 |
|
|
| 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 |
902.9 |
|
2.618 |
865.0 |
|
1.618 |
841.8 |
|
1.000 |
827.5 |
|
0.618 |
818.6 |
|
HIGH |
804.3 |
|
0.618 |
795.4 |
|
0.500 |
792.7 |
|
0.382 |
790.0 |
|
LOW |
781.1 |
|
0.618 |
766.8 |
|
1.000 |
757.9 |
|
1.618 |
743.6 |
|
2.618 |
720.4 |
|
4.250 |
682.5 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
792.7 |
790.8 |
| PP |
790.8 |
789.5 |
| S1 |
788.9 |
788.3 |
|