CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
831.7 |
836.3 |
4.6 |
0.6% |
834.9 |
| High |
837.1 |
838.8 |
1.7 |
0.2% |
837.1 |
| Low |
830.2 |
833.4 |
3.2 |
0.4% |
810.3 |
| Close |
836.8 |
834.5 |
-2.3 |
-0.3% |
836.8 |
| Range |
6.9 |
5.4 |
-1.5 |
-21.7% |
26.8 |
| ATR |
10.3 |
9.9 |
-0.3 |
-3.4% |
0.0 |
| Volume |
158,849 |
164,317 |
5,468 |
3.4% |
908,250 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.8 |
848.5 |
837.5 |
|
| R3 |
846.4 |
843.1 |
836.0 |
|
| R2 |
841.0 |
841.0 |
835.5 |
|
| R1 |
837.7 |
837.7 |
835.0 |
836.7 |
| PP |
835.6 |
835.6 |
835.6 |
835.0 |
| S1 |
832.3 |
832.3 |
834.0 |
831.3 |
| S2 |
830.2 |
830.2 |
833.5 |
|
| S3 |
824.8 |
826.9 |
833.0 |
|
| S4 |
819.4 |
821.5 |
831.5 |
|
|
| 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 |
838.8 |
810.3 |
28.5 |
3.4% |
8.9 |
1.1% |
85% |
True |
False |
182,613 |
| 10 |
839.6 |
810.3 |
29.3 |
3.5% |
10.5 |
1.3% |
83% |
False |
False |
177,009 |
| 20 |
839.6 |
807.4 |
32.2 |
3.9% |
10.0 |
1.2% |
84% |
False |
False |
170,055 |
| 40 |
839.6 |
766.7 |
72.9 |
8.7% |
10.1 |
1.2% |
93% |
False |
False |
174,012 |
| 60 |
839.6 |
762.4 |
77.2 |
9.3% |
11.1 |
1.3% |
93% |
False |
False |
125,557 |
| 80 |
839.6 |
762.4 |
77.2 |
9.3% |
10.8 |
1.3% |
93% |
False |
False |
94,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861.8 |
|
2.618 |
852.9 |
|
1.618 |
847.5 |
|
1.000 |
844.2 |
|
0.618 |
842.1 |
|
HIGH |
838.8 |
|
0.618 |
836.7 |
|
0.500 |
836.1 |
|
0.382 |
835.5 |
|
LOW |
833.4 |
|
0.618 |
830.1 |
|
1.000 |
828.0 |
|
1.618 |
824.7 |
|
2.618 |
819.3 |
|
4.250 |
810.5 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
836.1 |
834.2 |
| PP |
835.6 |
834.0 |
| S1 |
835.0 |
833.7 |
|