CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 10-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
808.3 |
790.0 |
-18.3 |
-2.3% |
761.5 |
| High |
809.5 |
810.1 |
0.6 |
0.1% |
813.0 |
| Low |
787.9 |
772.9 |
-15.0 |
-1.9% |
750.8 |
| Close |
789.3 |
793.7 |
4.4 |
0.6% |
793.7 |
| Range |
21.6 |
37.2 |
15.6 |
72.2% |
62.2 |
| ATR |
19.1 |
20.4 |
1.3 |
6.8% |
0.0 |
| Volume |
587 |
217 |
-370 |
-63.0% |
1,492 |
|
| Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.8 |
886.0 |
814.2 |
|
| R3 |
866.6 |
848.8 |
803.9 |
|
| R2 |
829.4 |
829.4 |
800.5 |
|
| R1 |
811.6 |
811.6 |
797.1 |
820.5 |
| PP |
792.2 |
792.2 |
792.2 |
796.7 |
| S1 |
774.4 |
774.4 |
790.3 |
783.3 |
| S2 |
755.0 |
755.0 |
786.9 |
|
| S3 |
717.8 |
737.2 |
783.5 |
|
| S4 |
680.6 |
700.0 |
773.2 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.4 |
945.3 |
827.9 |
|
| R3 |
910.2 |
883.1 |
810.8 |
|
| R2 |
848.0 |
848.0 |
805.1 |
|
| R1 |
820.9 |
820.9 |
799.4 |
834.5 |
| PP |
785.8 |
785.8 |
785.8 |
792.6 |
| S1 |
758.7 |
758.7 |
788.0 |
772.3 |
| S2 |
723.6 |
723.6 |
782.3 |
|
| S3 |
661.4 |
696.5 |
776.6 |
|
| S4 |
599.2 |
634.3 |
759.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968.2 |
|
2.618 |
907.5 |
|
1.618 |
870.3 |
|
1.000 |
847.3 |
|
0.618 |
833.1 |
|
HIGH |
810.1 |
|
0.618 |
795.9 |
|
0.500 |
791.5 |
|
0.382 |
787.1 |
|
LOW |
772.9 |
|
0.618 |
749.9 |
|
1.000 |
735.7 |
|
1.618 |
712.7 |
|
2.618 |
675.5 |
|
4.250 |
614.8 |
|
|
| Fisher Pivots for day following 10-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.0 |
793.5 |
| PP |
792.2 |
793.2 |
| S1 |
791.5 |
793.0 |
|