CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
777.6 |
790.5 |
12.9 |
1.7% |
848.8 |
| High |
791.8 |
795.1 |
3.3 |
0.4% |
854.0 |
| Low |
771.6 |
785.2 |
13.6 |
1.8% |
776.5 |
| Close |
787.4 |
794.5 |
7.1 |
0.9% |
778.9 |
| Range |
20.2 |
9.9 |
-10.3 |
-51.0% |
77.5 |
| ATR |
16.4 |
16.0 |
-0.5 |
-2.8% |
0.0 |
| Volume |
148 |
262 |
114 |
77.0% |
2,828 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.3 |
817.8 |
799.9 |
|
| R3 |
811.4 |
807.9 |
797.2 |
|
| R2 |
801.5 |
801.5 |
796.3 |
|
| R1 |
798.0 |
798.0 |
795.4 |
799.8 |
| PP |
791.6 |
791.6 |
791.6 |
792.5 |
| S1 |
788.1 |
788.1 |
793.6 |
789.9 |
| S2 |
781.7 |
781.7 |
792.7 |
|
| S3 |
771.8 |
778.2 |
791.8 |
|
| S4 |
761.9 |
768.3 |
789.1 |
|
|
| 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 |
837.2 |
|
2.618 |
821.0 |
|
1.618 |
811.1 |
|
1.000 |
805.0 |
|
0.618 |
801.2 |
|
HIGH |
795.1 |
|
0.618 |
791.3 |
|
0.500 |
790.2 |
|
0.382 |
789.0 |
|
LOW |
785.2 |
|
0.618 |
779.1 |
|
1.000 |
775.3 |
|
1.618 |
769.2 |
|
2.618 |
759.3 |
|
4.250 |
743.1 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.1 |
792.3 |
| PP |
791.6 |
790.1 |
| S1 |
790.2 |
788.0 |
|