CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
760.3 |
780.0 |
19.7 |
2.6% |
796.9 |
| High |
778.8 |
811.9 |
33.1 |
4.3% |
811.9 |
| Low |
743.5 |
767.1 |
23.6 |
3.2% |
743.5 |
| Close |
780.0 |
795.4 |
15.4 |
2.0% |
795.4 |
| Range |
35.3 |
44.8 |
9.5 |
26.9% |
68.4 |
| ATR |
22.1 |
23.7 |
1.6 |
7.3% |
0.0 |
| Volume |
224 |
459 |
235 |
104.9% |
1,245 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925.9 |
905.4 |
820.0 |
|
| R3 |
881.1 |
860.6 |
807.7 |
|
| R2 |
836.3 |
836.3 |
803.6 |
|
| R1 |
815.8 |
815.8 |
799.5 |
826.1 |
| PP |
791.5 |
791.5 |
791.5 |
796.6 |
| S1 |
771.0 |
771.0 |
791.3 |
781.3 |
| S2 |
746.7 |
746.7 |
787.2 |
|
| S3 |
701.9 |
726.2 |
783.1 |
|
| S4 |
657.1 |
681.4 |
770.8 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.8 |
960.5 |
833.0 |
|
| R3 |
920.4 |
892.1 |
814.2 |
|
| R2 |
852.0 |
852.0 |
807.9 |
|
| R1 |
823.7 |
823.7 |
801.7 |
803.7 |
| PP |
783.6 |
783.6 |
783.6 |
773.6 |
| S1 |
755.3 |
755.3 |
789.1 |
735.3 |
| S2 |
715.2 |
715.2 |
782.9 |
|
| S3 |
646.8 |
686.9 |
776.6 |
|
| S4 |
578.4 |
618.5 |
757.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,002.3 |
|
2.618 |
929.2 |
|
1.618 |
884.4 |
|
1.000 |
856.7 |
|
0.618 |
839.6 |
|
HIGH |
811.9 |
|
0.618 |
794.8 |
|
0.500 |
789.5 |
|
0.382 |
784.2 |
|
LOW |
767.1 |
|
0.618 |
739.4 |
|
1.000 |
722.3 |
|
1.618 |
694.6 |
|
2.618 |
649.8 |
|
4.250 |
576.7 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.4 |
789.5 |
| PP |
791.5 |
783.6 |
| S1 |
789.5 |
777.7 |
|