CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
798.6 |
805.0 |
6.4 |
0.8% |
805.5 |
| High |
813.2 |
806.3 |
-6.9 |
-0.8% |
806.4 |
| Low |
795.1 |
794.1 |
-1.0 |
-0.1% |
774.1 |
| Close |
807.2 |
800.6 |
-6.6 |
-0.8% |
800.8 |
| Range |
18.1 |
12.2 |
-5.9 |
-32.6% |
32.3 |
| ATR |
19.3 |
18.9 |
-0.4 |
-2.3% |
0.0 |
| Volume |
359 |
3,599 |
3,240 |
902.5% |
2,368 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.9 |
831.0 |
807.3 |
|
| R3 |
824.7 |
818.8 |
804.0 |
|
| R2 |
812.5 |
812.5 |
802.8 |
|
| R1 |
806.6 |
806.6 |
801.7 |
803.5 |
| PP |
800.3 |
800.3 |
800.3 |
798.8 |
| S1 |
794.4 |
794.4 |
799.5 |
791.3 |
| S2 |
788.1 |
788.1 |
798.4 |
|
| S3 |
775.9 |
782.2 |
797.2 |
|
| S4 |
763.7 |
770.0 |
793.9 |
|
|
| 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 |
858.2 |
|
2.618 |
838.2 |
|
1.618 |
826.0 |
|
1.000 |
818.5 |
|
0.618 |
813.8 |
|
HIGH |
806.3 |
|
0.618 |
801.6 |
|
0.500 |
800.2 |
|
0.382 |
798.8 |
|
LOW |
794.1 |
|
0.618 |
786.6 |
|
1.000 |
781.9 |
|
1.618 |
774.4 |
|
2.618 |
762.2 |
|
4.250 |
742.3 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
800.5 |
802.7 |
| PP |
800.3 |
802.0 |
| S1 |
800.2 |
801.3 |
|