CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
834.9 |
816.9 |
-18.0 |
-2.2% |
833.9 |
| High |
837.0 |
820.9 |
-16.1 |
-1.9% |
839.6 |
| Low |
816.3 |
810.3 |
-6.0 |
-0.7% |
823.9 |
| Close |
818.9 |
820.2 |
1.3 |
0.2% |
834.9 |
| Range |
20.7 |
10.6 |
-10.1 |
-48.8% |
15.7 |
| ATR |
10.5 |
10.5 |
0.0 |
0.1% |
0.0 |
| Volume |
159,502 |
206,872 |
47,370 |
29.7% |
854,488 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.9 |
845.2 |
826.0 |
|
| R3 |
838.3 |
834.6 |
823.1 |
|
| R2 |
827.7 |
827.7 |
822.1 |
|
| R1 |
824.0 |
824.0 |
821.2 |
825.9 |
| PP |
817.1 |
817.1 |
817.1 |
818.1 |
| S1 |
813.4 |
813.4 |
819.2 |
815.3 |
| S2 |
806.5 |
806.5 |
818.3 |
|
| S3 |
795.9 |
802.8 |
817.3 |
|
| S4 |
785.3 |
792.2 |
814.4 |
|
|
| 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 |
810.3 |
29.3 |
3.6% |
11.9 |
1.4% |
34% |
False |
True |
176,388 |
| 10 |
839.6 |
810.3 |
29.3 |
3.6% |
10.5 |
1.3% |
34% |
False |
True |
178,509 |
| 20 |
839.6 |
807.4 |
32.2 |
3.9% |
9.3 |
1.1% |
40% |
False |
False |
152,398 |
| 40 |
839.6 |
766.7 |
72.9 |
8.9% |
10.3 |
1.3% |
73% |
False |
False |
169,713 |
| 60 |
839.6 |
762.4 |
77.2 |
9.4% |
11.1 |
1.4% |
75% |
False |
False |
113,826 |
| 80 |
839.6 |
762.4 |
77.2 |
9.4% |
10.8 |
1.3% |
75% |
False |
False |
85,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.0 |
|
2.618 |
848.7 |
|
1.618 |
838.1 |
|
1.000 |
831.5 |
|
0.618 |
827.5 |
|
HIGH |
820.9 |
|
0.618 |
816.9 |
|
0.500 |
815.6 |
|
0.382 |
814.3 |
|
LOW |
810.3 |
|
0.618 |
803.7 |
|
1.000 |
799.7 |
|
1.618 |
793.1 |
|
2.618 |
782.5 |
|
4.250 |
765.3 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
818.7 |
824.5 |
| PP |
817.1 |
823.1 |
| S1 |
815.6 |
821.6 |
|