CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
851.9 |
845.3 |
-6.6 |
-0.8% |
849.8 |
| High |
853.8 |
845.3 |
-8.5 |
-1.0% |
863.7 |
| Low |
834.5 |
833.1 |
-1.4 |
-0.2% |
841.2 |
| Close |
843.2 |
833.5 |
-9.7 |
-1.2% |
852.7 |
| Range |
19.3 |
12.2 |
-7.1 |
-36.8% |
22.5 |
| ATR |
12.1 |
12.1 |
0.0 |
0.1% |
0.0 |
| Volume |
137 |
83 |
-54 |
-39.4% |
613 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.9 |
865.9 |
840.2 |
|
| R3 |
861.7 |
853.7 |
836.9 |
|
| R2 |
849.5 |
849.5 |
835.7 |
|
| R1 |
841.5 |
841.5 |
834.6 |
839.4 |
| PP |
837.3 |
837.3 |
837.3 |
836.3 |
| S1 |
829.3 |
829.3 |
832.4 |
827.2 |
| S2 |
825.1 |
825.1 |
831.3 |
|
| S3 |
812.9 |
817.1 |
830.1 |
|
| S4 |
800.7 |
804.9 |
826.8 |
|
|
| 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 |
897.2 |
|
2.618 |
877.2 |
|
1.618 |
865.0 |
|
1.000 |
857.5 |
|
0.618 |
852.8 |
|
HIGH |
845.3 |
|
0.618 |
840.6 |
|
0.500 |
839.2 |
|
0.382 |
837.8 |
|
LOW |
833.1 |
|
0.618 |
825.6 |
|
1.000 |
820.9 |
|
1.618 |
813.4 |
|
2.618 |
801.2 |
|
4.250 |
781.3 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
839.2 |
844.2 |
| PP |
837.3 |
840.6 |
| S1 |
835.4 |
837.1 |
|