CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
775.5 |
794.6 |
19.1 |
2.5% |
797.3 |
| High |
795.5 |
799.5 |
4.0 |
0.5% |
815.5 |
| Low |
774.2 |
785.2 |
11.0 |
1.4% |
786.2 |
| Close |
795.3 |
790.6 |
-4.7 |
-0.6% |
807.6 |
| Range |
21.3 |
14.3 |
-7.0 |
-32.9% |
29.3 |
| ATR |
20.4 |
20.0 |
-0.4 |
-2.1% |
0.0 |
| Volume |
616 |
253 |
-363 |
-58.9% |
1,356 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.7 |
826.9 |
798.5 |
|
| R3 |
820.4 |
812.6 |
794.5 |
|
| R2 |
806.1 |
806.1 |
793.2 |
|
| R1 |
798.3 |
798.3 |
791.9 |
795.1 |
| PP |
791.8 |
791.8 |
791.8 |
790.1 |
| S1 |
784.0 |
784.0 |
789.3 |
780.8 |
| S2 |
777.5 |
777.5 |
788.0 |
|
| S3 |
763.2 |
769.7 |
786.7 |
|
| S4 |
748.9 |
755.4 |
782.7 |
|
|
| 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 |
860.3 |
|
2.618 |
836.9 |
|
1.618 |
822.6 |
|
1.000 |
813.8 |
|
0.618 |
808.3 |
|
HIGH |
799.5 |
|
0.618 |
794.0 |
|
0.500 |
792.4 |
|
0.382 |
790.7 |
|
LOW |
785.2 |
|
0.618 |
776.4 |
|
1.000 |
770.9 |
|
1.618 |
762.1 |
|
2.618 |
747.8 |
|
4.250 |
724.4 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
792.4 |
789.3 |
| PP |
791.8 |
788.1 |
| S1 |
791.2 |
786.8 |
|