CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
805.0 |
798.6 |
-6.4 |
-0.8% |
805.5 |
| High |
806.3 |
803.4 |
-2.9 |
-0.4% |
806.4 |
| Low |
794.1 |
791.7 |
-2.4 |
-0.3% |
774.1 |
| Close |
800.6 |
799.6 |
-1.0 |
-0.1% |
800.8 |
| Range |
12.2 |
11.7 |
-0.5 |
-4.1% |
32.3 |
| ATR |
18.9 |
18.4 |
-0.5 |
-2.7% |
0.0 |
| Volume |
3,599 |
2,574 |
-1,025 |
-28.5% |
2,368 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.3 |
828.2 |
806.0 |
|
| R3 |
821.6 |
816.5 |
802.8 |
|
| R2 |
809.9 |
809.9 |
801.7 |
|
| R1 |
804.8 |
804.8 |
800.7 |
807.4 |
| PP |
798.2 |
798.2 |
798.2 |
799.5 |
| S1 |
793.1 |
793.1 |
798.5 |
795.7 |
| S2 |
786.5 |
786.5 |
797.5 |
|
| S3 |
774.8 |
781.4 |
796.4 |
|
| S4 |
763.1 |
769.7 |
793.2 |
|
|
| 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 |
853.1 |
|
2.618 |
834.0 |
|
1.618 |
822.3 |
|
1.000 |
815.1 |
|
0.618 |
810.6 |
|
HIGH |
803.4 |
|
0.618 |
798.9 |
|
0.500 |
797.6 |
|
0.382 |
796.2 |
|
LOW |
791.7 |
|
0.618 |
784.5 |
|
1.000 |
780.0 |
|
1.618 |
772.8 |
|
2.618 |
761.1 |
|
4.250 |
742.0 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
798.9 |
802.5 |
| PP |
798.2 |
801.5 |
| S1 |
797.6 |
800.6 |
|