CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
816.9 |
819.7 |
2.8 |
0.3% |
833.9 |
| High |
820.9 |
833.6 |
12.7 |
1.5% |
839.6 |
| Low |
810.3 |
818.1 |
7.8 |
1.0% |
823.9 |
| Close |
820.2 |
830.6 |
10.4 |
1.3% |
834.9 |
| Range |
10.6 |
15.5 |
4.9 |
46.2% |
15.7 |
| ATR |
10.5 |
10.8 |
0.4 |
3.4% |
0.0 |
| Volume |
206,872 |
215,386 |
8,514 |
4.1% |
854,488 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.9 |
867.8 |
839.1 |
|
| R3 |
858.4 |
852.3 |
834.9 |
|
| R2 |
842.9 |
842.9 |
833.4 |
|
| R1 |
836.8 |
836.8 |
832.0 |
839.9 |
| PP |
827.4 |
827.4 |
827.4 |
829.0 |
| S1 |
821.3 |
821.3 |
829.2 |
824.4 |
| S2 |
811.9 |
811.9 |
827.8 |
|
| S3 |
796.4 |
805.8 |
826.3 |
|
| S4 |
780.9 |
790.3 |
822.1 |
|
|
| 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 |
3.5% |
13.0 |
1.6% |
69% |
False |
False |
182,344 |
| 10 |
839.6 |
810.3 |
29.3 |
3.5% |
11.5 |
1.4% |
69% |
False |
False |
181,689 |
| 20 |
839.6 |
807.4 |
32.2 |
3.9% |
9.8 |
1.2% |
72% |
False |
False |
155,622 |
| 40 |
839.6 |
766.7 |
72.9 |
8.8% |
10.5 |
1.3% |
88% |
False |
False |
174,583 |
| 60 |
839.6 |
762.4 |
77.2 |
9.3% |
11.2 |
1.4% |
88% |
False |
False |
117,408 |
| 80 |
839.6 |
762.4 |
77.2 |
9.3% |
10.9 |
1.3% |
88% |
False |
False |
88,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.5 |
|
2.618 |
874.2 |
|
1.618 |
858.7 |
|
1.000 |
849.1 |
|
0.618 |
843.2 |
|
HIGH |
833.6 |
|
0.618 |
827.7 |
|
0.500 |
825.9 |
|
0.382 |
824.0 |
|
LOW |
818.1 |
|
0.618 |
808.5 |
|
1.000 |
802.6 |
|
1.618 |
793.0 |
|
2.618 |
777.5 |
|
4.250 |
752.2 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
829.0 |
828.3 |
| PP |
827.4 |
826.0 |
| S1 |
825.9 |
823.7 |
|