CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
798.6 |
798.2 |
-0.4 |
-0.1% |
798.6 |
| High |
803.4 |
800.0 |
-3.4 |
-0.4% |
813.2 |
| Low |
791.7 |
778.8 |
-12.9 |
-1.6% |
778.8 |
| Close |
799.6 |
786.0 |
-13.6 |
-1.7% |
786.0 |
| Range |
11.7 |
21.2 |
9.5 |
81.2% |
34.4 |
| ATR |
18.4 |
18.6 |
0.2 |
1.1% |
0.0 |
| Volume |
2,574 |
6,550 |
3,976 |
154.5% |
13,082 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.9 |
840.1 |
797.7 |
|
| R3 |
830.7 |
818.9 |
791.8 |
|
| R2 |
809.5 |
809.5 |
789.9 |
|
| R1 |
797.7 |
797.7 |
787.9 |
793.0 |
| PP |
788.3 |
788.3 |
788.3 |
785.9 |
| S1 |
776.5 |
776.5 |
784.1 |
771.8 |
| S2 |
767.1 |
767.1 |
782.1 |
|
| S3 |
745.9 |
755.3 |
780.2 |
|
| S4 |
724.7 |
734.1 |
774.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.9 |
875.3 |
804.9 |
|
| R3 |
861.5 |
840.9 |
795.5 |
|
| R2 |
827.1 |
827.1 |
792.3 |
|
| R1 |
806.5 |
806.5 |
789.2 |
799.6 |
| PP |
792.7 |
792.7 |
792.7 |
789.2 |
| S1 |
772.1 |
772.1 |
782.8 |
765.2 |
| S2 |
758.3 |
758.3 |
779.7 |
|
| S3 |
723.9 |
737.7 |
776.5 |
|
| S4 |
689.5 |
703.3 |
767.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890.1 |
|
2.618 |
855.5 |
|
1.618 |
834.3 |
|
1.000 |
821.2 |
|
0.618 |
813.1 |
|
HIGH |
800.0 |
|
0.618 |
791.9 |
|
0.500 |
789.4 |
|
0.382 |
786.9 |
|
LOW |
778.8 |
|
0.618 |
765.7 |
|
1.000 |
757.6 |
|
1.618 |
744.5 |
|
2.618 |
723.3 |
|
4.250 |
688.7 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
789.4 |
792.6 |
| PP |
788.3 |
790.4 |
| S1 |
787.1 |
788.2 |
|