CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
816.6 |
816.8 |
0.2 |
0.0% |
807.5 |
| High |
819.9 |
819.8 |
-0.1 |
0.0% |
819.9 |
| Low |
815.2 |
816.6 |
1.4 |
0.2% |
803.3 |
| Close |
816.8 |
816.8 |
0.0 |
0.0% |
816.8 |
| Range |
4.7 |
3.2 |
-1.5 |
-31.9% |
16.6 |
| ATR |
10.8 |
10.2 |
-0.5 |
-5.0% |
0.0 |
| Volume |
119,879 |
80,059 |
-39,820 |
-33.2% |
699,321 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.3 |
825.3 |
818.6 |
|
| R3 |
824.1 |
822.1 |
817.7 |
|
| R2 |
820.9 |
820.9 |
817.4 |
|
| R1 |
818.9 |
818.9 |
817.1 |
818.4 |
| PP |
817.7 |
817.7 |
817.7 |
817.5 |
| S1 |
815.7 |
815.7 |
816.5 |
815.2 |
| S2 |
814.5 |
814.5 |
816.2 |
|
| S3 |
811.3 |
812.5 |
815.9 |
|
| S4 |
808.1 |
809.3 |
815.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.1 |
856.6 |
825.9 |
|
| R3 |
846.5 |
840.0 |
821.4 |
|
| R2 |
829.9 |
829.9 |
819.8 |
|
| R1 |
823.4 |
823.4 |
818.3 |
826.7 |
| PP |
813.3 |
813.3 |
813.3 |
815.0 |
| S1 |
806.8 |
806.8 |
815.3 |
810.1 |
| S2 |
796.7 |
796.7 |
813.8 |
|
| S3 |
780.1 |
790.2 |
812.2 |
|
| S4 |
763.5 |
773.6 |
807.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
819.9 |
803.3 |
16.6 |
2.0% |
6.3 |
0.8% |
81% |
False |
False |
139,864 |
| 10 |
819.9 |
796.8 |
23.1 |
2.8% |
8.6 |
1.0% |
87% |
False |
False |
152,969 |
| 20 |
819.9 |
766.7 |
53.2 |
6.5% |
10.3 |
1.3% |
94% |
False |
False |
189,658 |
| 40 |
838.9 |
762.4 |
76.5 |
9.4% |
11.7 |
1.4% |
71% |
False |
False |
103,277 |
| 60 |
838.9 |
762.4 |
76.5 |
9.4% |
11.0 |
1.4% |
71% |
False |
False |
68,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833.4 |
|
2.618 |
828.2 |
|
1.618 |
825.0 |
|
1.000 |
823.0 |
|
0.618 |
821.8 |
|
HIGH |
819.8 |
|
0.618 |
818.6 |
|
0.500 |
818.2 |
|
0.382 |
817.8 |
|
LOW |
816.6 |
|
0.618 |
814.6 |
|
1.000 |
813.4 |
|
1.618 |
811.4 |
|
2.618 |
808.2 |
|
4.250 |
803.0 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
818.2 |
816.6 |
| PP |
817.7 |
816.4 |
| S1 |
817.3 |
816.3 |
|