CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
832.5 |
832.1 |
-0.4 |
0.0% |
824.4 |
| High |
835.2 |
839.3 |
4.1 |
0.5% |
838.0 |
| Low |
823.9 |
829.6 |
5.7 |
0.7% |
818.3 |
| Close |
832.0 |
834.3 |
2.3 |
0.3% |
833.8 |
| Range |
11.3 |
9.7 |
-1.6 |
-14.2% |
19.7 |
| ATR |
9.8 |
9.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
181,959 |
185,606 |
3,647 |
2.0% |
859,556 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.5 |
858.6 |
839.6 |
|
| R3 |
853.8 |
848.9 |
837.0 |
|
| R2 |
844.1 |
844.1 |
836.1 |
|
| R1 |
839.2 |
839.2 |
835.2 |
841.7 |
| PP |
834.4 |
834.4 |
834.4 |
835.6 |
| S1 |
829.5 |
829.5 |
833.4 |
832.0 |
| S2 |
824.7 |
824.7 |
832.5 |
|
| S3 |
815.0 |
819.8 |
831.6 |
|
| S4 |
805.3 |
810.1 |
829.0 |
|
|
| 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 |
839.3 |
818.3 |
21.0 |
2.5% |
9.9 |
1.2% |
76% |
True |
False |
181,033 |
| 10 |
839.3 |
807.4 |
31.9 |
3.8% |
9.8 |
1.2% |
84% |
True |
False |
175,867 |
| 20 |
839.3 |
796.8 |
42.5 |
5.1% |
9.0 |
1.1% |
88% |
True |
False |
155,426 |
| 40 |
839.3 |
762.4 |
76.9 |
9.2% |
11.4 |
1.4% |
93% |
True |
False |
153,026 |
| 60 |
839.3 |
762.4 |
76.9 |
9.2% |
10.7 |
1.3% |
93% |
True |
False |
102,230 |
| 80 |
839.3 |
762.4 |
76.9 |
9.2% |
10.9 |
1.3% |
93% |
True |
False |
76,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.5 |
|
2.618 |
864.7 |
|
1.618 |
855.0 |
|
1.000 |
849.0 |
|
0.618 |
845.3 |
|
HIGH |
839.3 |
|
0.618 |
835.6 |
|
0.500 |
834.5 |
|
0.382 |
833.3 |
|
LOW |
829.6 |
|
0.618 |
823.6 |
|
1.000 |
819.9 |
|
1.618 |
813.9 |
|
2.618 |
804.2 |
|
4.250 |
788.4 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
834.5 |
833.4 |
| PP |
834.4 |
832.5 |
| S1 |
834.4 |
831.6 |
|