CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
794.6 |
775.5 |
-19.1 |
-2.4% |
797.3 |
| High |
795.8 |
795.5 |
-0.3 |
0.0% |
815.5 |
| Low |
774.1 |
774.2 |
0.1 |
0.0% |
786.2 |
| Close |
775.8 |
795.3 |
19.5 |
2.5% |
807.6 |
| Range |
21.7 |
21.3 |
-0.4 |
-1.8% |
29.3 |
| ATR |
20.3 |
20.4 |
0.1 |
0.3% |
0.0 |
| Volume |
181 |
616 |
435 |
240.3% |
1,356 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.2 |
845.1 |
807.0 |
|
| R3 |
830.9 |
823.8 |
801.2 |
|
| R2 |
809.6 |
809.6 |
799.2 |
|
| R1 |
802.5 |
802.5 |
797.3 |
806.1 |
| PP |
788.3 |
788.3 |
788.3 |
790.1 |
| S1 |
781.2 |
781.2 |
793.3 |
784.8 |
| S2 |
767.0 |
767.0 |
791.4 |
|
| S3 |
745.7 |
759.9 |
789.4 |
|
| S4 |
724.4 |
738.6 |
783.6 |
|
|
| 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 |
886.0 |
|
2.618 |
851.3 |
|
1.618 |
830.0 |
|
1.000 |
816.8 |
|
0.618 |
808.7 |
|
HIGH |
795.5 |
|
0.618 |
787.4 |
|
0.500 |
784.9 |
|
0.382 |
782.3 |
|
LOW |
774.2 |
|
0.618 |
761.0 |
|
1.000 |
752.9 |
|
1.618 |
739.7 |
|
2.618 |
718.4 |
|
4.250 |
683.7 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
791.8 |
793.6 |
| PP |
788.3 |
791.9 |
| S1 |
784.9 |
790.3 |
|