CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
793.2 |
777.6 |
-15.6 |
-2.0% |
848.8 |
| High |
804.3 |
791.8 |
-12.5 |
-1.6% |
854.0 |
| Low |
781.1 |
771.6 |
-9.5 |
-1.2% |
776.5 |
| Close |
787.0 |
787.4 |
0.4 |
0.1% |
778.9 |
| Range |
23.2 |
20.2 |
-3.0 |
-12.9% |
77.5 |
| ATR |
16.2 |
16.4 |
0.3 |
1.8% |
0.0 |
| Volume |
275 |
148 |
-127 |
-46.2% |
2,828 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.2 |
836.0 |
798.5 |
|
| R3 |
824.0 |
815.8 |
793.0 |
|
| R2 |
803.8 |
803.8 |
791.1 |
|
| R1 |
795.6 |
795.6 |
789.3 |
799.7 |
| PP |
783.6 |
783.6 |
783.6 |
785.7 |
| S1 |
775.4 |
775.4 |
785.5 |
779.5 |
| S2 |
763.4 |
763.4 |
783.7 |
|
| S3 |
743.2 |
755.2 |
781.8 |
|
| S4 |
723.0 |
735.0 |
776.3 |
|
|
| 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 |
877.7 |
|
2.618 |
844.7 |
|
1.618 |
824.5 |
|
1.000 |
812.0 |
|
0.618 |
804.3 |
|
HIGH |
791.8 |
|
0.618 |
784.1 |
|
0.500 |
781.7 |
|
0.382 |
779.3 |
|
LOW |
771.6 |
|
0.618 |
759.1 |
|
1.000 |
751.4 |
|
1.618 |
738.9 |
|
2.618 |
718.7 |
|
4.250 |
685.8 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
785.5 |
788.0 |
| PP |
783.6 |
787.8 |
| S1 |
781.7 |
787.6 |
|