CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
808.0 |
796.3 |
-11.7 |
-1.4% |
797.3 |
| High |
815.5 |
807.5 |
-8.0 |
-1.0% |
815.5 |
| Low |
793.9 |
794.3 |
0.4 |
0.1% |
786.2 |
| Close |
797.0 |
807.6 |
10.6 |
1.3% |
807.6 |
| Range |
21.6 |
13.2 |
-8.4 |
-38.9% |
29.3 |
| ATR |
21.4 |
20.8 |
-0.6 |
-2.7% |
0.0 |
| Volume |
237 |
423 |
186 |
78.5% |
1,356 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.7 |
838.4 |
814.9 |
|
| R3 |
829.5 |
825.2 |
811.2 |
|
| R2 |
816.3 |
816.3 |
810.0 |
|
| R1 |
812.0 |
812.0 |
808.8 |
814.2 |
| PP |
803.1 |
803.1 |
803.1 |
804.2 |
| S1 |
798.8 |
798.8 |
806.4 |
801.0 |
| S2 |
789.9 |
789.9 |
805.2 |
|
| S3 |
776.7 |
785.6 |
804.0 |
|
| S4 |
763.5 |
772.4 |
800.3 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.0 |
878.6 |
823.7 |
|
| R3 |
861.7 |
849.3 |
815.7 |
|
| R2 |
832.4 |
832.4 |
813.0 |
|
| R1 |
820.0 |
820.0 |
810.3 |
826.2 |
| PP |
803.1 |
803.1 |
803.1 |
806.2 |
| S1 |
790.7 |
790.7 |
804.9 |
796.9 |
| S2 |
773.8 |
773.8 |
802.2 |
|
| S3 |
744.5 |
761.4 |
799.5 |
|
| S4 |
715.2 |
732.1 |
791.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863.6 |
|
2.618 |
842.1 |
|
1.618 |
828.9 |
|
1.000 |
820.7 |
|
0.618 |
815.7 |
|
HIGH |
807.5 |
|
0.618 |
802.5 |
|
0.500 |
800.9 |
|
0.382 |
799.3 |
|
LOW |
794.3 |
|
0.618 |
786.1 |
|
1.000 |
781.1 |
|
1.618 |
772.9 |
|
2.618 |
759.7 |
|
4.250 |
738.2 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
805.4 |
806.6 |
| PP |
803.1 |
805.7 |
| S1 |
800.9 |
804.7 |
|