CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
823.4 |
833.9 |
10.5 |
1.3% |
824.4 |
| High |
834.2 |
835.6 |
1.4 |
0.2% |
838.0 |
| Low |
822.6 |
829.2 |
6.6 |
0.8% |
818.3 |
| Close |
833.8 |
832.4 |
-1.4 |
-0.2% |
833.8 |
| Range |
11.6 |
6.4 |
-5.2 |
-44.8% |
19.7 |
| ATR |
9.9 |
9.7 |
-0.3 |
-2.5% |
0.0 |
| Volume |
212,112 |
156,960 |
-55,152 |
-26.0% |
859,556 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.6 |
848.4 |
835.9 |
|
| R3 |
845.2 |
842.0 |
834.2 |
|
| R2 |
838.8 |
838.8 |
833.6 |
|
| R1 |
835.6 |
835.6 |
833.0 |
834.0 |
| PP |
832.4 |
832.4 |
832.4 |
831.6 |
| S1 |
829.2 |
829.2 |
831.8 |
827.6 |
| S2 |
826.0 |
826.0 |
831.2 |
|
| S3 |
819.6 |
822.8 |
830.6 |
|
| S4 |
813.2 |
816.4 |
828.9 |
|
|
| 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% |
8.5 |
1.0% |
72% |
False |
False |
174,856 |
| 10 |
838.0 |
807.4 |
30.6 |
3.7% |
9.6 |
1.1% |
82% |
False |
False |
163,100 |
| 20 |
838.0 |
796.8 |
41.2 |
4.9% |
8.9 |
1.1% |
86% |
False |
False |
152,349 |
| 40 |
838.0 |
762.4 |
75.6 |
9.1% |
12.1 |
1.5% |
93% |
False |
False |
143,943 |
| 60 |
838.9 |
762.4 |
76.5 |
9.2% |
10.7 |
1.3% |
92% |
False |
False |
96,112 |
| 80 |
838.9 |
762.4 |
76.5 |
9.2% |
10.9 |
1.3% |
92% |
False |
False |
72,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.8 |
|
2.618 |
852.4 |
|
1.618 |
846.0 |
|
1.000 |
842.0 |
|
0.618 |
839.6 |
|
HIGH |
835.6 |
|
0.618 |
833.2 |
|
0.500 |
832.4 |
|
0.382 |
831.6 |
|
LOW |
829.2 |
|
0.618 |
825.2 |
|
1.000 |
822.8 |
|
1.618 |
818.8 |
|
2.618 |
812.4 |
|
4.250 |
802.0 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
832.4 |
830.6 |
| PP |
832.4 |
828.8 |
| S1 |
832.4 |
827.0 |
|