CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 07-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
761.5 |
769.4 |
7.9 |
1.0% |
780.0 |
| High |
775.5 |
787.4 |
11.9 |
1.5% |
804.3 |
| Low |
750.8 |
766.5 |
15.7 |
2.1% |
760.1 |
| Close |
772.0 |
782.8 |
10.8 |
1.4% |
766.0 |
| Range |
24.7 |
20.9 |
-3.8 |
-15.4% |
44.2 |
| ATR |
17.8 |
18.0 |
0.2 |
1.2% |
0.0 |
| Volume |
138 |
379 |
241 |
174.6% |
1,036 |
|
| Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.6 |
833.1 |
794.3 |
|
| R3 |
820.7 |
812.2 |
788.5 |
|
| R2 |
799.8 |
799.8 |
786.6 |
|
| R1 |
791.3 |
791.3 |
784.7 |
795.6 |
| PP |
778.9 |
778.9 |
778.9 |
781.0 |
| S1 |
770.4 |
770.4 |
780.9 |
774.7 |
| S2 |
758.0 |
758.0 |
779.0 |
|
| S3 |
737.1 |
749.5 |
777.1 |
|
| S4 |
716.2 |
728.6 |
771.3 |
|
|
| 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 |
876.2 |
|
2.618 |
842.1 |
|
1.618 |
821.2 |
|
1.000 |
808.3 |
|
0.618 |
800.3 |
|
HIGH |
787.4 |
|
0.618 |
779.4 |
|
0.500 |
777.0 |
|
0.382 |
774.5 |
|
LOW |
766.5 |
|
0.618 |
753.6 |
|
1.000 |
745.6 |
|
1.618 |
732.7 |
|
2.618 |
711.8 |
|
4.250 |
677.7 |
|
|
| Fisher Pivots for day following 07-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
780.9 |
779.4 |
| PP |
778.9 |
776.0 |
| S1 |
777.0 |
772.6 |
|