CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
845.0 |
851.9 |
6.9 |
0.8% |
849.8 |
| High |
855.2 |
853.8 |
-1.4 |
-0.2% |
863.7 |
| Low |
844.0 |
834.5 |
-9.5 |
-1.1% |
841.2 |
| Close |
852.7 |
843.2 |
-9.5 |
-1.1% |
852.7 |
| Range |
11.2 |
19.3 |
8.1 |
72.3% |
22.5 |
| ATR |
11.6 |
12.1 |
0.6 |
4.8% |
0.0 |
| Volume |
53 |
137 |
84 |
158.5% |
613 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
901.7 |
891.8 |
853.8 |
|
| R3 |
882.4 |
872.5 |
848.5 |
|
| R2 |
863.1 |
863.1 |
846.7 |
|
| R1 |
853.2 |
853.2 |
845.0 |
848.5 |
| PP |
843.8 |
843.8 |
843.8 |
841.5 |
| S1 |
833.9 |
833.9 |
841.4 |
829.2 |
| S2 |
824.5 |
824.5 |
839.7 |
|
| S3 |
805.2 |
814.6 |
837.9 |
|
| S4 |
785.9 |
795.3 |
832.6 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.0 |
908.9 |
865.1 |
|
| R3 |
897.5 |
886.4 |
858.9 |
|
| R2 |
875.0 |
875.0 |
856.8 |
|
| R1 |
863.9 |
863.9 |
854.8 |
869.5 |
| PP |
852.5 |
852.5 |
852.5 |
855.3 |
| S1 |
841.4 |
841.4 |
850.6 |
847.0 |
| S2 |
830.0 |
830.0 |
848.6 |
|
| S3 |
807.5 |
818.9 |
846.5 |
|
| S4 |
785.0 |
796.4 |
840.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
935.8 |
|
2.618 |
904.3 |
|
1.618 |
885.0 |
|
1.000 |
873.1 |
|
0.618 |
865.7 |
|
HIGH |
853.8 |
|
0.618 |
846.4 |
|
0.500 |
844.2 |
|
0.382 |
841.9 |
|
LOW |
834.5 |
|
0.618 |
822.6 |
|
1.000 |
815.2 |
|
1.618 |
803.3 |
|
2.618 |
784.0 |
|
4.250 |
752.5 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
844.2 |
849.1 |
| PP |
843.8 |
847.1 |
| S1 |
843.5 |
845.2 |
|