CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
830.6 |
831.7 |
1.1 |
0.1% |
834.9 |
| High |
834.7 |
837.1 |
2.4 |
0.3% |
837.1 |
| Low |
828.6 |
830.2 |
1.6 |
0.2% |
810.3 |
| Close |
831.6 |
836.8 |
5.2 |
0.6% |
836.8 |
| Range |
6.1 |
6.9 |
0.8 |
13.1% |
26.8 |
| ATR |
10.5 |
10.3 |
-0.3 |
-2.5% |
0.0 |
| Volume |
167,641 |
158,849 |
-8,792 |
-5.2% |
908,250 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.4 |
853.0 |
840.6 |
|
| R3 |
848.5 |
846.1 |
838.7 |
|
| R2 |
841.6 |
841.6 |
838.1 |
|
| R1 |
839.2 |
839.2 |
837.4 |
840.4 |
| PP |
834.7 |
834.7 |
834.7 |
835.3 |
| S1 |
832.3 |
832.3 |
836.2 |
833.5 |
| S2 |
827.8 |
827.8 |
835.5 |
|
| S3 |
820.9 |
825.4 |
834.9 |
|
| S4 |
814.0 |
818.5 |
833.0 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.5 |
899.4 |
851.5 |
|
| R3 |
881.7 |
872.6 |
844.2 |
|
| R2 |
854.9 |
854.9 |
841.7 |
|
| R1 |
845.8 |
845.8 |
839.3 |
850.4 |
| PP |
828.1 |
828.1 |
828.1 |
830.3 |
| S1 |
819.0 |
819.0 |
834.3 |
823.6 |
| S2 |
801.3 |
801.3 |
831.9 |
|
| S3 |
774.5 |
792.2 |
829.4 |
|
| S4 |
747.7 |
765.4 |
822.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
837.1 |
810.3 |
26.8 |
3.2% |
12.0 |
1.4% |
99% |
True |
False |
181,650 |
| 10 |
839.6 |
810.3 |
29.3 |
3.5% |
10.6 |
1.3% |
90% |
False |
False |
176,273 |
| 20 |
839.6 |
807.4 |
32.2 |
3.8% |
10.0 |
1.2% |
91% |
False |
False |
161,949 |
| 40 |
839.6 |
766.7 |
72.9 |
8.7% |
10.2 |
1.2% |
96% |
False |
False |
175,804 |
| 60 |
839.6 |
762.4 |
77.2 |
9.2% |
11.1 |
1.3% |
96% |
False |
False |
122,834 |
| 80 |
839.6 |
762.4 |
77.2 |
9.2% |
10.8 |
1.3% |
96% |
False |
False |
92,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.4 |
|
2.618 |
855.2 |
|
1.618 |
848.3 |
|
1.000 |
844.0 |
|
0.618 |
841.4 |
|
HIGH |
837.1 |
|
0.618 |
834.5 |
|
0.500 |
833.7 |
|
0.382 |
832.8 |
|
LOW |
830.2 |
|
0.618 |
825.9 |
|
1.000 |
823.3 |
|
1.618 |
819.0 |
|
2.618 |
812.1 |
|
4.250 |
800.9 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
835.8 |
833.7 |
| PP |
834.7 |
830.7 |
| S1 |
833.7 |
827.6 |
|