CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
852.5 |
855.3 |
2.8 |
0.3% |
820.0 |
| High |
858.1 |
857.1 |
-1.0 |
-0.1% |
858.9 |
| Low |
848.0 |
849.6 |
1.6 |
0.2% |
815.4 |
| Close |
857.4 |
856.2 |
-1.2 |
-0.1% |
856.0 |
| Range |
10.1 |
7.5 |
-2.6 |
-25.7% |
43.5 |
| ATR |
|
|
|
|
|
| Volume |
57 |
292 |
235 |
412.3% |
282 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.8 |
874.0 |
860.3 |
|
| R3 |
869.3 |
866.5 |
858.3 |
|
| R2 |
861.8 |
861.8 |
857.6 |
|
| R1 |
859.0 |
859.0 |
856.9 |
860.4 |
| PP |
854.3 |
854.3 |
854.3 |
855.0 |
| S1 |
851.5 |
851.5 |
855.5 |
852.9 |
| S2 |
846.8 |
846.8 |
854.8 |
|
| S3 |
839.3 |
844.0 |
854.1 |
|
| S4 |
831.8 |
836.5 |
852.1 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.9 |
958.5 |
879.9 |
|
| R3 |
930.4 |
915.0 |
868.0 |
|
| R2 |
886.9 |
886.9 |
864.0 |
|
| R1 |
871.5 |
871.5 |
860.0 |
879.2 |
| PP |
843.4 |
843.4 |
843.4 |
847.3 |
| S1 |
828.0 |
828.0 |
852.0 |
835.7 |
| S2 |
799.9 |
799.9 |
848.0 |
|
| S3 |
756.4 |
784.5 |
844.0 |
|
| S4 |
712.9 |
741.0 |
832.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889.0 |
|
2.618 |
876.7 |
|
1.618 |
869.2 |
|
1.000 |
864.6 |
|
0.618 |
861.7 |
|
HIGH |
857.1 |
|
0.618 |
854.2 |
|
0.500 |
853.4 |
|
0.382 |
852.5 |
|
LOW |
849.6 |
|
0.618 |
845.0 |
|
1.000 |
842.1 |
|
1.618 |
837.5 |
|
2.618 |
830.0 |
|
4.250 |
817.7 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
855.3 |
855.1 |
| PP |
854.3 |
853.9 |
| S1 |
853.4 |
852.8 |
|