CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
793.0 |
798.6 |
5.6 |
0.7% |
805.5 |
| High |
803.2 |
813.2 |
10.0 |
1.2% |
806.4 |
| Low |
792.2 |
795.1 |
2.9 |
0.4% |
774.1 |
| Close |
800.8 |
807.2 |
6.4 |
0.8% |
800.8 |
| Range |
11.0 |
18.1 |
7.1 |
64.5% |
32.3 |
| ATR |
19.4 |
19.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
831 |
359 |
-472 |
-56.8% |
2,368 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.5 |
851.4 |
817.2 |
|
| R3 |
841.4 |
833.3 |
812.2 |
|
| R2 |
823.3 |
823.3 |
810.5 |
|
| R1 |
815.2 |
815.2 |
808.9 |
819.3 |
| PP |
805.2 |
805.2 |
805.2 |
807.2 |
| S1 |
797.1 |
797.1 |
805.5 |
801.2 |
| S2 |
787.1 |
787.1 |
803.9 |
|
| S3 |
769.0 |
779.0 |
802.2 |
|
| S4 |
750.9 |
760.9 |
797.2 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.7 |
878.0 |
818.6 |
|
| R3 |
858.4 |
845.7 |
809.7 |
|
| R2 |
826.1 |
826.1 |
806.7 |
|
| R1 |
813.4 |
813.4 |
803.8 |
803.6 |
| PP |
793.8 |
793.8 |
793.8 |
788.9 |
| S1 |
781.1 |
781.1 |
797.8 |
771.3 |
| S2 |
761.5 |
761.5 |
794.9 |
|
| S3 |
729.2 |
748.8 |
791.9 |
|
| S4 |
696.9 |
716.5 |
783.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890.1 |
|
2.618 |
860.6 |
|
1.618 |
842.5 |
|
1.000 |
831.3 |
|
0.618 |
824.4 |
|
HIGH |
813.2 |
|
0.618 |
806.3 |
|
0.500 |
804.2 |
|
0.382 |
802.0 |
|
LOW |
795.1 |
|
0.618 |
783.9 |
|
1.000 |
777.0 |
|
1.618 |
765.8 |
|
2.618 |
747.7 |
|
4.250 |
718.2 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
806.2 |
804.5 |
| PP |
805.2 |
801.9 |
| S1 |
804.2 |
799.2 |
|