CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
820.7 |
822.8 |
2.1 |
0.3% |
851.9 |
| High |
823.0 |
825.4 |
2.4 |
0.3% |
853.8 |
| Low |
803.0 |
807.0 |
4.0 |
0.5% |
804.3 |
| Close |
820.0 |
818.3 |
-1.7 |
-0.2% |
803.2 |
| Range |
20.0 |
18.4 |
-1.6 |
-8.0% |
49.5 |
| ATR |
15.2 |
15.4 |
0.2 |
1.5% |
0.0 |
| Volume |
65 |
281 |
216 |
332.3% |
375 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872.1 |
863.6 |
828.4 |
|
| R3 |
853.7 |
845.2 |
823.4 |
|
| R2 |
835.3 |
835.3 |
821.7 |
|
| R1 |
826.8 |
826.8 |
820.0 |
821.9 |
| PP |
816.9 |
816.9 |
816.9 |
814.4 |
| S1 |
808.4 |
808.4 |
816.6 |
803.5 |
| S2 |
798.5 |
798.5 |
814.9 |
|
| S3 |
780.1 |
790.0 |
813.2 |
|
| S4 |
761.7 |
771.6 |
808.2 |
|
|
| 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 |
903.6 |
|
2.618 |
873.6 |
|
1.618 |
855.2 |
|
1.000 |
843.8 |
|
0.618 |
836.8 |
|
HIGH |
825.4 |
|
0.618 |
818.4 |
|
0.500 |
816.2 |
|
0.382 |
814.0 |
|
LOW |
807.0 |
|
0.618 |
795.6 |
|
1.000 |
788.6 |
|
1.618 |
777.2 |
|
2.618 |
758.8 |
|
4.250 |
728.8 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
817.6 |
817.3 |
| PP |
816.9 |
816.2 |
| S1 |
816.2 |
815.2 |
|