CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
841.7 |
827.6 |
-14.1 |
-1.7% |
861.7 |
| High |
842.3 |
842.4 |
0.1 |
0.0% |
863.8 |
| Low |
826.8 |
825.0 |
-1.8 |
-0.2% |
825.9 |
| Close |
827.5 |
838.7 |
11.2 |
1.4% |
842.0 |
| Range |
15.5 |
17.4 |
1.9 |
12.3% |
37.9 |
| ATR |
12.2 |
12.6 |
0.4 |
3.0% |
0.0 |
| Volume |
277,596 |
400,287 |
122,691 |
44.2% |
429,925 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.6 |
880.5 |
848.3 |
|
| R3 |
870.2 |
863.1 |
843.5 |
|
| R2 |
852.8 |
852.8 |
841.9 |
|
| R1 |
845.7 |
845.7 |
840.3 |
849.3 |
| PP |
835.4 |
835.4 |
835.4 |
837.1 |
| S1 |
828.3 |
828.3 |
837.1 |
831.9 |
| S2 |
818.0 |
818.0 |
835.5 |
|
| S3 |
800.6 |
810.9 |
833.9 |
|
| S4 |
783.2 |
793.5 |
829.1 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.6 |
937.7 |
862.8 |
|
| R3 |
919.7 |
899.8 |
852.4 |
|
| R2 |
881.8 |
881.8 |
848.9 |
|
| R1 |
861.9 |
861.9 |
845.5 |
852.9 |
| PP |
843.9 |
843.9 |
843.9 |
839.4 |
| S1 |
824.0 |
824.0 |
838.5 |
815.0 |
| S2 |
806.0 |
806.0 |
835.1 |
|
| S3 |
768.1 |
786.1 |
831.6 |
|
| S4 |
730.2 |
748.2 |
821.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
852.8 |
825.0 |
27.8 |
3.3% |
16.7 |
2.0% |
49% |
False |
True |
273,872 |
| 10 |
865.8 |
825.0 |
40.8 |
4.9% |
13.3 |
1.6% |
34% |
False |
True |
141,850 |
| 20 |
865.8 |
819.5 |
46.3 |
5.5% |
12.6 |
1.5% |
41% |
False |
False |
71,427 |
| 40 |
865.8 |
818.2 |
47.6 |
5.7% |
11.3 |
1.4% |
43% |
False |
False |
36,064 |
| 60 |
865.8 |
804.2 |
61.6 |
7.3% |
10.2 |
1.2% |
56% |
False |
False |
24,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
916.4 |
|
2.618 |
888.0 |
|
1.618 |
870.6 |
|
1.000 |
859.8 |
|
0.618 |
853.2 |
|
HIGH |
842.4 |
|
0.618 |
835.8 |
|
0.500 |
833.7 |
|
0.382 |
831.6 |
|
LOW |
825.0 |
|
0.618 |
814.2 |
|
1.000 |
807.6 |
|
1.618 |
796.8 |
|
2.618 |
779.4 |
|
4.250 |
751.1 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
837.0 |
837.6 |
| PP |
835.4 |
836.5 |
| S1 |
833.7 |
835.5 |
|