CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
790.0 |
796.9 |
6.9 |
0.9% |
761.5 |
| High |
810.1 |
811.3 |
1.2 |
0.1% |
813.0 |
| Low |
772.9 |
787.6 |
14.7 |
1.9% |
750.8 |
| Close |
793.7 |
788.5 |
-5.2 |
-0.7% |
793.7 |
| Range |
37.2 |
23.7 |
-13.5 |
-36.3% |
62.2 |
| ATR |
20.4 |
20.6 |
0.2 |
1.2% |
0.0 |
| Volume |
217 |
340 |
123 |
56.7% |
1,492 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
866.9 |
851.4 |
801.5 |
|
| R3 |
843.2 |
827.7 |
795.0 |
|
| R2 |
819.5 |
819.5 |
792.8 |
|
| R1 |
804.0 |
804.0 |
790.7 |
799.9 |
| PP |
795.8 |
795.8 |
795.8 |
793.8 |
| S1 |
780.3 |
780.3 |
786.3 |
776.2 |
| S2 |
772.1 |
772.1 |
784.2 |
|
| S3 |
748.4 |
756.6 |
782.0 |
|
| S4 |
724.7 |
732.9 |
775.5 |
|
|
| 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 |
912.0 |
|
2.618 |
873.3 |
|
1.618 |
849.6 |
|
1.000 |
835.0 |
|
0.618 |
825.9 |
|
HIGH |
811.3 |
|
0.618 |
802.2 |
|
0.500 |
799.5 |
|
0.382 |
796.7 |
|
LOW |
787.6 |
|
0.618 |
773.0 |
|
1.000 |
763.9 |
|
1.618 |
749.3 |
|
2.618 |
725.6 |
|
4.250 |
686.9 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
799.5 |
792.1 |
| PP |
795.8 |
790.9 |
| S1 |
792.2 |
789.7 |
|