CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 20-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
780.0 |
797.3 |
17.3 |
2.2% |
796.9 |
| High |
811.9 |
801.3 |
-10.6 |
-1.3% |
811.9 |
| Low |
767.1 |
786.2 |
19.1 |
2.5% |
743.5 |
| Close |
795.4 |
795.2 |
-0.2 |
0.0% |
795.4 |
| Range |
44.8 |
15.1 |
-29.7 |
-66.3% |
68.4 |
| ATR |
23.7 |
23.1 |
-0.6 |
-2.6% |
0.0 |
| Volume |
459 |
317 |
-142 |
-30.9% |
1,245 |
|
| Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.5 |
832.5 |
803.5 |
|
| R3 |
824.4 |
817.4 |
799.4 |
|
| R2 |
809.3 |
809.3 |
798.0 |
|
| R1 |
802.3 |
802.3 |
796.6 |
798.3 |
| PP |
794.2 |
794.2 |
794.2 |
792.2 |
| S1 |
787.2 |
787.2 |
793.8 |
783.2 |
| S2 |
779.1 |
779.1 |
792.4 |
|
| S3 |
764.0 |
772.1 |
791.0 |
|
| S4 |
748.9 |
757.0 |
786.9 |
|
|
| 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 |
865.5 |
|
2.618 |
840.8 |
|
1.618 |
825.7 |
|
1.000 |
816.4 |
|
0.618 |
810.6 |
|
HIGH |
801.3 |
|
0.618 |
795.5 |
|
0.500 |
793.8 |
|
0.382 |
792.0 |
|
LOW |
786.2 |
|
0.618 |
776.9 |
|
1.000 |
771.1 |
|
1.618 |
761.8 |
|
2.618 |
746.7 |
|
4.250 |
722.0 |
|
|
| Fisher Pivots for day following 20-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
794.7 |
789.4 |
| PP |
794.2 |
783.5 |
| S1 |
793.8 |
777.7 |
|