CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
798.2 |
778.8 |
-19.4 |
-2.4% |
798.6 |
| High |
800.0 |
788.2 |
-11.8 |
-1.5% |
813.2 |
| Low |
778.8 |
764.4 |
-14.4 |
-1.8% |
778.8 |
| Close |
786.0 |
775.6 |
-10.4 |
-1.3% |
786.0 |
| Range |
21.2 |
23.8 |
2.6 |
12.3% |
34.4 |
| ATR |
18.6 |
19.0 |
0.4 |
2.0% |
0.0 |
| Volume |
6,550 |
3,257 |
-3,293 |
-50.3% |
13,082 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.5 |
835.3 |
788.7 |
|
| R3 |
823.7 |
811.5 |
782.1 |
|
| R2 |
799.9 |
799.9 |
780.0 |
|
| R1 |
787.7 |
787.7 |
777.8 |
781.9 |
| PP |
776.1 |
776.1 |
776.1 |
773.2 |
| S1 |
763.9 |
763.9 |
773.4 |
758.1 |
| S2 |
752.3 |
752.3 |
771.2 |
|
| S3 |
728.5 |
740.1 |
769.1 |
|
| S4 |
704.7 |
716.3 |
762.5 |
|
|
| 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 |
889.4 |
|
2.618 |
850.5 |
|
1.618 |
826.7 |
|
1.000 |
812.0 |
|
0.618 |
802.9 |
|
HIGH |
788.2 |
|
0.618 |
779.1 |
|
0.500 |
776.3 |
|
0.382 |
773.5 |
|
LOW |
764.4 |
|
0.618 |
749.7 |
|
1.000 |
740.6 |
|
1.618 |
725.9 |
|
2.618 |
702.1 |
|
4.250 |
663.3 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
776.3 |
783.9 |
| PP |
776.1 |
781.1 |
| S1 |
775.8 |
778.4 |
|