CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
793.3 |
761.5 |
-31.8 |
-4.0% |
780.0 |
| High |
794.4 |
775.5 |
-18.9 |
-2.4% |
804.3 |
| Low |
760.1 |
750.8 |
-9.3 |
-1.2% |
760.1 |
| Close |
766.0 |
772.0 |
6.0 |
0.8% |
766.0 |
| Range |
34.3 |
24.7 |
-9.6 |
-28.0% |
44.2 |
| ATR |
17.3 |
17.8 |
0.5 |
3.1% |
0.0 |
| Volume |
83 |
138 |
55 |
66.3% |
1,036 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.2 |
830.8 |
785.6 |
|
| R3 |
815.5 |
806.1 |
778.8 |
|
| R2 |
790.8 |
790.8 |
776.5 |
|
| R1 |
781.4 |
781.4 |
774.3 |
786.1 |
| PP |
766.1 |
766.1 |
766.1 |
768.5 |
| S1 |
756.7 |
756.7 |
769.7 |
761.4 |
| S2 |
741.4 |
741.4 |
767.5 |
|
| S3 |
716.7 |
732.0 |
765.2 |
|
| S4 |
692.0 |
707.3 |
758.4 |
|
|
| 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 |
880.5 |
|
2.618 |
840.2 |
|
1.618 |
815.5 |
|
1.000 |
800.2 |
|
0.618 |
790.8 |
|
HIGH |
775.5 |
|
0.618 |
766.1 |
|
0.500 |
763.2 |
|
0.382 |
760.2 |
|
LOW |
750.8 |
|
0.618 |
735.5 |
|
1.000 |
726.1 |
|
1.618 |
710.8 |
|
2.618 |
686.1 |
|
4.250 |
645.8 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
769.1 |
773.0 |
| PP |
766.1 |
772.6 |
| S1 |
763.2 |
772.3 |
|