CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
828.1 |
823.4 |
-4.7 |
-0.6% |
824.4 |
| High |
828.7 |
834.2 |
5.5 |
0.7% |
838.0 |
| Low |
818.3 |
822.6 |
4.3 |
0.5% |
818.3 |
| Close |
823.8 |
833.8 |
10.0 |
1.2% |
833.8 |
| Range |
10.4 |
11.6 |
1.2 |
11.5% |
19.7 |
| ATR |
9.8 |
9.9 |
0.1 |
1.3% |
0.0 |
| Volume |
168,532 |
212,112 |
43,580 |
25.9% |
859,556 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.0 |
861.0 |
840.2 |
|
| R3 |
853.4 |
849.4 |
837.0 |
|
| R2 |
841.8 |
841.8 |
835.9 |
|
| R1 |
837.8 |
837.8 |
834.9 |
839.8 |
| PP |
830.2 |
830.2 |
830.2 |
831.2 |
| S1 |
826.2 |
826.2 |
832.7 |
828.2 |
| S2 |
818.6 |
818.6 |
831.7 |
|
| S3 |
807.0 |
814.6 |
830.6 |
|
| S4 |
795.4 |
803.0 |
827.4 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.1 |
881.2 |
844.6 |
|
| R3 |
869.4 |
861.5 |
839.2 |
|
| R2 |
849.7 |
849.7 |
837.4 |
|
| R1 |
841.8 |
841.8 |
835.6 |
845.8 |
| PP |
830.0 |
830.0 |
830.0 |
832.0 |
| S1 |
822.1 |
822.1 |
832.0 |
826.1 |
| S2 |
810.3 |
810.3 |
830.2 |
|
| S3 |
790.6 |
802.4 |
828.4 |
|
| S4 |
770.9 |
782.7 |
823.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
838.0 |
818.3 |
19.7 |
2.4% |
9.7 |
1.2% |
79% |
False |
False |
171,911 |
| 10 |
838.0 |
807.4 |
30.6 |
3.7% |
9.5 |
1.1% |
86% |
False |
False |
147,625 |
| 20 |
838.0 |
796.8 |
41.2 |
4.9% |
9.0 |
1.1% |
90% |
False |
False |
150,297 |
| 40 |
838.4 |
762.4 |
76.0 |
9.1% |
12.2 |
1.5% |
94% |
False |
False |
140,035 |
| 60 |
838.9 |
762.4 |
76.5 |
9.2% |
10.8 |
1.3% |
93% |
False |
False |
93,500 |
| 80 |
838.9 |
762.4 |
76.5 |
9.2% |
10.9 |
1.3% |
93% |
False |
False |
70,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.5 |
|
2.618 |
864.6 |
|
1.618 |
853.0 |
|
1.000 |
845.8 |
|
0.618 |
841.4 |
|
HIGH |
834.2 |
|
0.618 |
829.8 |
|
0.500 |
828.4 |
|
0.382 |
827.0 |
|
LOW |
822.6 |
|
0.618 |
815.4 |
|
1.000 |
811.0 |
|
1.618 |
803.8 |
|
2.618 |
792.2 |
|
4.250 |
773.3 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
832.0 |
831.3 |
| PP |
830.2 |
828.8 |
| S1 |
828.4 |
826.3 |
|