CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
817.6 |
819.4 |
1.8 |
0.2% |
807.5 |
| High |
822.1 |
820.5 |
-1.6 |
-0.2% |
819.9 |
| Low |
815.3 |
808.6 |
-6.7 |
-0.8% |
803.3 |
| Close |
819.4 |
813.9 |
-5.5 |
-0.7% |
816.8 |
| Range |
6.8 |
11.9 |
5.1 |
75.0% |
16.6 |
| ATR |
9.7 |
9.9 |
0.2 |
1.6% |
0.0 |
| Volume |
109,159 |
130,736 |
21,577 |
19.8% |
699,321 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.0 |
843.9 |
820.4 |
|
| R3 |
838.1 |
832.0 |
817.2 |
|
| R2 |
826.2 |
826.2 |
816.1 |
|
| R1 |
820.1 |
820.1 |
815.0 |
817.2 |
| PP |
814.3 |
814.3 |
814.3 |
812.9 |
| S1 |
808.2 |
808.2 |
812.8 |
805.3 |
| S2 |
802.4 |
802.4 |
811.7 |
|
| S3 |
790.5 |
796.3 |
810.6 |
|
| S4 |
778.6 |
784.4 |
807.4 |
|
|
| 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 |
822.1 |
808.6 |
13.5 |
1.7% |
6.6 |
0.8% |
39% |
False |
True |
88,407 |
| 10 |
822.1 |
796.8 |
25.3 |
3.1% |
8.2 |
1.0% |
68% |
False |
False |
134,985 |
| 20 |
822.1 |
780.8 |
41.3 |
5.1% |
9.2 |
1.1% |
80% |
False |
False |
160,759 |
| 40 |
838.9 |
762.4 |
76.5 |
9.4% |
11.8 |
1.4% |
67% |
False |
False |
109,282 |
| 60 |
838.9 |
762.4 |
76.5 |
9.4% |
11.0 |
1.4% |
67% |
False |
False |
72,947 |
| 80 |
838.9 |
762.4 |
76.5 |
9.4% |
10.7 |
1.3% |
67% |
False |
False |
54,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.1 |
|
2.618 |
851.7 |
|
1.618 |
839.8 |
|
1.000 |
832.4 |
|
0.618 |
827.9 |
|
HIGH |
820.5 |
|
0.618 |
816.0 |
|
0.500 |
814.6 |
|
0.382 |
813.1 |
|
LOW |
808.6 |
|
0.618 |
801.2 |
|
1.000 |
796.7 |
|
1.618 |
789.3 |
|
2.618 |
777.4 |
|
4.250 |
758.0 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
814.6 |
815.4 |
| PP |
814.3 |
814.9 |
| S1 |
814.1 |
814.4 |
|