CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
835.3 |
833.6 |
-1.7 |
-0.2% |
818.8 |
| High |
838.0 |
833.6 |
-4.4 |
-0.5% |
824.9 |
| Low |
830.3 |
827.2 |
-3.1 |
-0.4% |
807.4 |
| Close |
833.7 |
828.0 |
-5.7 |
-0.7% |
824.5 |
| Range |
7.7 |
6.4 |
-1.3 |
-16.9% |
17.5 |
| ATR |
10.0 |
9.8 |
-0.3 |
-2.5% |
0.0 |
| Volume |
153,088 |
183,589 |
30,501 |
19.9% |
616,698 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.8 |
844.8 |
831.5 |
|
| R3 |
842.4 |
838.4 |
829.8 |
|
| R2 |
836.0 |
836.0 |
829.2 |
|
| R1 |
832.0 |
832.0 |
828.6 |
830.8 |
| PP |
829.6 |
829.6 |
829.6 |
829.0 |
| S1 |
825.6 |
825.6 |
827.4 |
824.4 |
| S2 |
823.2 |
823.2 |
826.8 |
|
| S3 |
816.8 |
819.2 |
826.2 |
|
| S4 |
810.4 |
812.8 |
824.5 |
|
|
| 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% |
9.7 |
1.2% |
67% |
False |
False |
170,701 |
| 10 |
838.0 |
807.4 |
30.6 |
3.7% |
8.1 |
1.0% |
67% |
False |
False |
129,554 |
| 20 |
838.0 |
796.8 |
41.2 |
5.0% |
8.5 |
1.0% |
76% |
False |
False |
147,947 |
| 40 |
838.9 |
762.4 |
76.5 |
9.2% |
12.0 |
1.5% |
86% |
False |
False |
130,560 |
| 60 |
838.9 |
762.4 |
76.5 |
9.2% |
10.8 |
1.3% |
86% |
False |
False |
87,160 |
| 80 |
838.9 |
762.4 |
76.5 |
9.2% |
10.8 |
1.3% |
86% |
False |
False |
65,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860.8 |
|
2.618 |
850.4 |
|
1.618 |
844.0 |
|
1.000 |
840.0 |
|
0.618 |
837.6 |
|
HIGH |
833.6 |
|
0.618 |
831.2 |
|
0.500 |
830.4 |
|
0.382 |
829.6 |
|
LOW |
827.2 |
|
0.618 |
823.2 |
|
1.000 |
820.8 |
|
1.618 |
816.8 |
|
2.618 |
810.4 |
|
4.250 |
800.0 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.4 |
831.2 |
| PP |
829.6 |
830.1 |
| S1 |
828.8 |
829.1 |
|