CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
829.5 |
832.9 |
3.4 |
0.4% |
851.9 |
| High |
837.2 |
834.3 |
-2.9 |
-0.3% |
853.8 |
| Low |
827.6 |
804.3 |
-23.3 |
-2.8% |
804.3 |
| Close |
834.2 |
803.2 |
-31.0 |
-3.7% |
803.2 |
| Range |
9.6 |
30.0 |
20.4 |
212.5% |
49.5 |
| ATR |
12.4 |
13.6 |
1.3 |
10.2% |
0.0 |
| Volume |
66 |
38 |
-28 |
-42.4% |
375 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.9 |
883.6 |
819.7 |
|
| R3 |
873.9 |
853.6 |
811.5 |
|
| R2 |
843.9 |
843.9 |
808.7 |
|
| R1 |
823.6 |
823.6 |
806.0 |
818.8 |
| PP |
813.9 |
813.9 |
813.9 |
811.5 |
| S1 |
793.6 |
793.6 |
800.5 |
788.8 |
| S2 |
783.9 |
783.9 |
797.7 |
|
| S3 |
753.9 |
763.6 |
795.0 |
|
| S4 |
723.9 |
733.6 |
786.7 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.9 |
935.6 |
830.4 |
|
| R3 |
919.4 |
886.1 |
816.8 |
|
| R2 |
869.9 |
869.9 |
812.3 |
|
| R1 |
836.6 |
836.6 |
807.7 |
828.5 |
| PP |
820.4 |
820.4 |
820.4 |
816.4 |
| S1 |
787.1 |
787.1 |
798.7 |
779.0 |
| S2 |
770.9 |
770.9 |
794.1 |
|
| S3 |
721.4 |
737.6 |
789.6 |
|
| S4 |
671.9 |
688.1 |
776.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
961.8 |
|
2.618 |
912.8 |
|
1.618 |
882.8 |
|
1.000 |
864.3 |
|
0.618 |
852.8 |
|
HIGH |
834.3 |
|
0.618 |
822.8 |
|
0.500 |
819.3 |
|
0.382 |
815.8 |
|
LOW |
804.3 |
|
0.618 |
785.8 |
|
1.000 |
774.3 |
|
1.618 |
755.8 |
|
2.618 |
725.8 |
|
4.250 |
676.8 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
819.3 |
823.8 |
| PP |
813.9 |
816.9 |
| S1 |
808.6 |
810.1 |
|