CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
769.4 |
786.0 |
16.6 |
2.2% |
780.0 |
| High |
787.4 |
813.0 |
25.6 |
3.3% |
804.3 |
| Low |
766.5 |
784.6 |
18.1 |
2.4% |
760.1 |
| Close |
782.8 |
807.9 |
25.1 |
3.2% |
766.0 |
| Range |
20.9 |
28.4 |
7.5 |
35.9% |
44.2 |
| ATR |
18.0 |
18.9 |
0.9 |
4.8% |
0.0 |
| Volume |
379 |
171 |
-208 |
-54.9% |
1,036 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.0 |
875.9 |
823.5 |
|
| R3 |
858.6 |
847.5 |
815.7 |
|
| R2 |
830.2 |
830.2 |
813.1 |
|
| R1 |
819.1 |
819.1 |
810.5 |
824.7 |
| PP |
801.8 |
801.8 |
801.8 |
804.6 |
| S1 |
790.7 |
790.7 |
805.3 |
796.3 |
| S2 |
773.4 |
773.4 |
802.7 |
|
| S3 |
745.0 |
762.3 |
800.1 |
|
| S4 |
716.6 |
733.9 |
792.3 |
|
|
| 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 |
933.7 |
|
2.618 |
887.4 |
|
1.618 |
859.0 |
|
1.000 |
841.4 |
|
0.618 |
830.6 |
|
HIGH |
813.0 |
|
0.618 |
802.2 |
|
0.500 |
798.8 |
|
0.382 |
795.4 |
|
LOW |
784.6 |
|
0.618 |
767.0 |
|
1.000 |
756.2 |
|
1.618 |
738.6 |
|
2.618 |
710.2 |
|
4.250 |
663.9 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
804.9 |
799.2 |
| PP |
801.8 |
790.6 |
| S1 |
798.8 |
781.9 |
|