CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
832.1 |
834.8 |
2.7 |
0.3% |
824.4 |
| High |
839.3 |
839.6 |
0.3 |
0.0% |
838.0 |
| Low |
829.6 |
830.0 |
0.4 |
0.0% |
818.3 |
| Close |
834.3 |
838.6 |
4.3 |
0.5% |
833.8 |
| Range |
9.7 |
9.6 |
-0.1 |
-1.0% |
19.7 |
| ATR |
9.8 |
9.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
185,606 |
176,782 |
-8,824 |
-4.8% |
859,556 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.9 |
861.3 |
843.9 |
|
| R3 |
855.3 |
851.7 |
841.2 |
|
| R2 |
845.7 |
845.7 |
840.4 |
|
| R1 |
842.1 |
842.1 |
839.5 |
843.9 |
| PP |
836.1 |
836.1 |
836.1 |
837.0 |
| S1 |
832.5 |
832.5 |
837.7 |
834.3 |
| S2 |
826.5 |
826.5 |
836.8 |
|
| S3 |
816.9 |
822.9 |
836.0 |
|
| S4 |
807.3 |
813.3 |
833.3 |
|
|
| 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 |
839.6 |
822.6 |
17.0 |
2.0% |
9.7 |
1.2% |
94% |
True |
False |
182,683 |
| 10 |
839.6 |
816.0 |
23.6 |
2.8% |
9.4 |
1.1% |
96% |
True |
False |
173,275 |
| 20 |
839.6 |
799.1 |
40.5 |
4.8% |
8.8 |
1.0% |
98% |
True |
False |
153,839 |
| 40 |
839.6 |
762.4 |
77.2 |
9.2% |
11.0 |
1.3% |
99% |
True |
False |
157,405 |
| 60 |
839.6 |
762.4 |
77.2 |
9.2% |
10.7 |
1.3% |
99% |
True |
False |
105,174 |
| 80 |
839.6 |
762.4 |
77.2 |
9.2% |
10.8 |
1.3% |
99% |
True |
False |
78,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.4 |
|
2.618 |
864.7 |
|
1.618 |
855.1 |
|
1.000 |
849.2 |
|
0.618 |
845.5 |
|
HIGH |
839.6 |
|
0.618 |
835.9 |
|
0.500 |
834.8 |
|
0.382 |
833.7 |
|
LOW |
830.0 |
|
0.618 |
824.1 |
|
1.000 |
820.4 |
|
1.618 |
814.5 |
|
2.618 |
804.9 |
|
4.250 |
789.2 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
837.3 |
836.3 |
| PP |
836.1 |
834.0 |
| S1 |
834.8 |
831.8 |
|