CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
813.7 |
819.3 |
5.6 |
0.7% |
818.8 |
| High |
820.4 |
824.9 |
4.5 |
0.5% |
824.9 |
| Low |
807.4 |
816.0 |
8.6 |
1.1% |
807.4 |
| Close |
819.1 |
824.5 |
5.4 |
0.7% |
824.5 |
| Range |
13.0 |
8.9 |
-4.1 |
-31.5% |
17.5 |
| ATR |
10.1 |
10.0 |
-0.1 |
-0.8% |
0.0 |
| Volume |
202,704 |
171,893 |
-30,811 |
-15.2% |
616,698 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.5 |
845.4 |
829.4 |
|
| R3 |
839.6 |
836.5 |
826.9 |
|
| R2 |
830.7 |
830.7 |
826.1 |
|
| R1 |
827.6 |
827.6 |
825.3 |
829.2 |
| PP |
821.8 |
821.8 |
821.8 |
822.6 |
| S1 |
818.7 |
818.7 |
823.7 |
820.3 |
| S2 |
812.9 |
812.9 |
822.9 |
|
| S3 |
804.0 |
809.8 |
822.1 |
|
| S4 |
795.1 |
800.9 |
819.6 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.4 |
865.5 |
834.1 |
|
| R3 |
853.9 |
848.0 |
829.3 |
|
| R2 |
836.4 |
836.4 |
827.7 |
|
| R1 |
830.5 |
830.5 |
826.1 |
833.5 |
| PP |
818.9 |
818.9 |
818.9 |
820.4 |
| S1 |
813.0 |
813.0 |
822.9 |
816.0 |
| S2 |
801.4 |
801.4 |
821.3 |
|
| S3 |
783.9 |
795.5 |
819.7 |
|
| S4 |
766.4 |
778.0 |
814.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
824.9 |
807.4 |
17.5 |
2.1% |
9.4 |
1.1% |
98% |
True |
False |
123,339 |
| 10 |
824.9 |
803.3 |
21.6 |
2.6% |
7.8 |
0.9% |
98% |
True |
False |
131,601 |
| 20 |
824.9 |
781.1 |
43.8 |
5.3% |
9.3 |
1.1% |
99% |
True |
False |
149,237 |
| 40 |
838.9 |
762.4 |
76.5 |
9.3% |
11.9 |
1.4% |
81% |
False |
False |
118,622 |
| 60 |
838.9 |
762.4 |
76.5 |
9.3% |
11.0 |
1.3% |
81% |
False |
False |
79,185 |
| 80 |
838.9 |
762.4 |
76.5 |
9.3% |
10.8 |
1.3% |
81% |
False |
False |
59,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.7 |
|
2.618 |
848.2 |
|
1.618 |
839.3 |
|
1.000 |
833.8 |
|
0.618 |
830.4 |
|
HIGH |
824.9 |
|
0.618 |
821.5 |
|
0.500 |
820.5 |
|
0.382 |
819.4 |
|
LOW |
816.0 |
|
0.618 |
810.5 |
|
1.000 |
807.1 |
|
1.618 |
801.6 |
|
2.618 |
792.7 |
|
4.250 |
778.2 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
823.2 |
821.7 |
| PP |
821.8 |
818.9 |
| S1 |
820.5 |
816.2 |
|