CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
790.5 |
793.3 |
2.8 |
0.4% |
780.0 |
| High |
795.1 |
794.4 |
-0.7 |
-0.1% |
804.3 |
| Low |
785.2 |
760.1 |
-25.1 |
-3.2% |
760.1 |
| Close |
794.5 |
766.0 |
-28.5 |
-3.6% |
766.0 |
| Range |
9.9 |
34.3 |
24.4 |
246.5% |
44.2 |
| ATR |
16.0 |
17.3 |
1.3 |
8.2% |
0.0 |
| Volume |
262 |
83 |
-179 |
-68.3% |
1,036 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.4 |
855.5 |
784.9 |
|
| R3 |
842.1 |
821.2 |
775.4 |
|
| R2 |
807.8 |
807.8 |
772.3 |
|
| R1 |
786.9 |
786.9 |
769.1 |
780.2 |
| PP |
773.5 |
773.5 |
773.5 |
770.2 |
| S1 |
752.6 |
752.6 |
762.9 |
745.9 |
| S2 |
739.2 |
739.2 |
759.7 |
|
| S3 |
704.9 |
718.3 |
756.6 |
|
| S4 |
670.6 |
684.0 |
747.1 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
909.4 |
881.9 |
790.3 |
|
| R3 |
865.2 |
837.7 |
778.2 |
|
| R2 |
821.0 |
821.0 |
774.1 |
|
| R1 |
793.5 |
793.5 |
770.1 |
785.2 |
| PP |
776.8 |
776.8 |
776.8 |
772.6 |
| S1 |
749.3 |
749.3 |
761.9 |
741.0 |
| S2 |
732.6 |
732.6 |
757.9 |
|
| S3 |
688.4 |
705.1 |
753.8 |
|
| S4 |
644.2 |
660.9 |
741.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
940.2 |
|
2.618 |
884.2 |
|
1.618 |
849.9 |
|
1.000 |
828.7 |
|
0.618 |
815.6 |
|
HIGH |
794.4 |
|
0.618 |
781.3 |
|
0.500 |
777.3 |
|
0.382 |
773.2 |
|
LOW |
760.1 |
|
0.618 |
738.9 |
|
1.000 |
725.8 |
|
1.618 |
704.6 |
|
2.618 |
670.3 |
|
4.250 |
614.3 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
777.3 |
777.6 |
| PP |
773.5 |
773.7 |
| S1 |
769.8 |
769.9 |
|