CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 30-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
837.8 |
834.9 |
-2.9 |
-0.3% |
833.9 |
| High |
838.7 |
837.0 |
-1.7 |
-0.2% |
839.6 |
| Low |
830.0 |
816.3 |
-13.7 |
-1.7% |
823.9 |
| Close |
834.9 |
818.9 |
-16.0 |
-1.9% |
834.9 |
| Range |
8.7 |
20.7 |
12.0 |
137.9% |
15.7 |
| ATR |
9.7 |
10.5 |
0.8 |
8.1% |
0.0 |
| Volume |
153,181 |
159,502 |
6,321 |
4.1% |
854,488 |
|
| Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.2 |
873.2 |
830.3 |
|
| R3 |
865.5 |
852.5 |
824.6 |
|
| R2 |
844.8 |
844.8 |
822.7 |
|
| R1 |
831.8 |
831.8 |
820.8 |
828.0 |
| PP |
824.1 |
824.1 |
824.1 |
822.1 |
| S1 |
811.1 |
811.1 |
817.0 |
807.3 |
| S2 |
803.4 |
803.4 |
815.1 |
|
| S3 |
782.7 |
790.4 |
813.2 |
|
| S4 |
762.0 |
769.7 |
807.5 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.9 |
873.1 |
843.5 |
|
| R3 |
864.2 |
857.4 |
839.2 |
|
| R2 |
848.5 |
848.5 |
837.8 |
|
| R1 |
841.7 |
841.7 |
836.3 |
845.1 |
| PP |
832.8 |
832.8 |
832.8 |
834.5 |
| S1 |
826.0 |
826.0 |
833.5 |
829.4 |
| S2 |
817.1 |
817.1 |
832.0 |
|
| S3 |
801.4 |
810.3 |
830.6 |
|
| S4 |
785.7 |
794.6 |
826.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
839.6 |
816.3 |
23.3 |
2.8% |
12.0 |
1.5% |
11% |
False |
True |
171,406 |
| 10 |
839.6 |
816.3 |
23.3 |
2.8% |
10.3 |
1.3% |
11% |
False |
True |
173,131 |
| 20 |
839.6 |
807.4 |
32.2 |
3.9% |
9.3 |
1.1% |
36% |
False |
False |
149,219 |
| 40 |
839.6 |
762.4 |
77.2 |
9.4% |
10.7 |
1.3% |
73% |
False |
False |
165,064 |
| 60 |
839.6 |
762.4 |
77.2 |
9.4% |
11.1 |
1.4% |
73% |
False |
False |
110,380 |
| 80 |
839.6 |
762.4 |
77.2 |
9.4% |
10.8 |
1.3% |
73% |
False |
False |
82,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
925.0 |
|
2.618 |
891.2 |
|
1.618 |
870.5 |
|
1.000 |
857.7 |
|
0.618 |
849.8 |
|
HIGH |
837.0 |
|
0.618 |
829.1 |
|
0.500 |
826.7 |
|
0.382 |
824.2 |
|
LOW |
816.3 |
|
0.618 |
803.5 |
|
1.000 |
795.6 |
|
1.618 |
782.8 |
|
2.618 |
762.1 |
|
4.250 |
728.3 |
|
|
| Fisher Pivots for day following 30-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
826.7 |
828.0 |
| PP |
824.1 |
824.9 |
| S1 |
821.5 |
821.9 |
|