CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
824.4 |
835.3 |
10.9 |
1.3% |
818.8 |
| High |
836.8 |
838.0 |
1.2 |
0.1% |
824.9 |
| Low |
824.4 |
830.3 |
5.9 |
0.7% |
807.4 |
| Close |
835.5 |
833.7 |
-1.8 |
-0.2% |
824.5 |
| Range |
12.4 |
7.7 |
-4.7 |
-37.9% |
17.5 |
| ATR |
10.2 |
10.0 |
-0.2 |
-1.7% |
0.0 |
| Volume |
142,235 |
153,088 |
10,853 |
7.6% |
616,698 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857.1 |
853.1 |
837.9 |
|
| R3 |
849.4 |
845.4 |
835.8 |
|
| R2 |
841.7 |
841.7 |
835.1 |
|
| R1 |
837.7 |
837.7 |
834.4 |
835.9 |
| PP |
834.0 |
834.0 |
834.0 |
833.1 |
| S1 |
830.0 |
830.0 |
833.0 |
828.2 |
| S2 |
826.3 |
826.3 |
832.3 |
|
| S3 |
818.6 |
822.3 |
831.6 |
|
| S4 |
810.9 |
814.6 |
829.5 |
|
|
| 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 |
838.0 |
807.4 |
30.6 |
3.7% |
10.8 |
1.3% |
86% |
True |
False |
160,131 |
| 10 |
838.0 |
807.4 |
30.6 |
3.7% |
8.1 |
1.0% |
86% |
True |
False |
126,287 |
| 20 |
838.0 |
796.8 |
41.2 |
4.9% |
9.1 |
1.1% |
90% |
True |
False |
146,553 |
| 40 |
838.9 |
762.4 |
76.5 |
9.2% |
12.0 |
1.4% |
93% |
False |
False |
125,981 |
| 60 |
838.9 |
762.4 |
76.5 |
9.2% |
10.9 |
1.3% |
93% |
False |
False |
84,103 |
| 80 |
838.9 |
762.4 |
76.5 |
9.2% |
10.8 |
1.3% |
93% |
False |
False |
63,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870.7 |
|
2.618 |
858.2 |
|
1.618 |
850.5 |
|
1.000 |
845.7 |
|
0.618 |
842.8 |
|
HIGH |
838.0 |
|
0.618 |
835.1 |
|
0.500 |
834.2 |
|
0.382 |
833.2 |
|
LOW |
830.3 |
|
0.618 |
825.5 |
|
1.000 |
822.6 |
|
1.618 |
817.8 |
|
2.618 |
810.1 |
|
4.250 |
797.6 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
834.2 |
831.5 |
| PP |
834.0 |
829.2 |
| S1 |
833.9 |
827.0 |
|