CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
834.5 |
831.1 |
-3.4 |
-0.4% |
834.9 |
| High |
834.6 |
840.8 |
6.2 |
0.7% |
837.1 |
| Low |
823.9 |
827.7 |
3.8 |
0.5% |
810.3 |
| Close |
831.1 |
834.7 |
3.6 |
0.4% |
836.8 |
| Range |
10.7 |
13.1 |
2.4 |
22.4% |
26.8 |
| ATR |
10.0 |
10.2 |
0.2 |
2.3% |
0.0 |
| Volume |
116,234 |
178,765 |
62,531 |
53.8% |
908,250 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.7 |
867.3 |
841.9 |
|
| R3 |
860.6 |
854.2 |
838.3 |
|
| R2 |
847.5 |
847.5 |
837.1 |
|
| R1 |
841.1 |
841.1 |
835.9 |
844.3 |
| PP |
834.4 |
834.4 |
834.4 |
836.0 |
| S1 |
828.0 |
828.0 |
833.5 |
831.2 |
| S2 |
821.3 |
821.3 |
832.3 |
|
| S3 |
808.2 |
814.9 |
831.1 |
|
| S4 |
795.1 |
801.8 |
827.5 |
|
|
| 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 |
840.8 |
823.9 |
16.9 |
2.0% |
8.4 |
1.0% |
64% |
True |
False |
157,161 |
| 10 |
840.8 |
810.3 |
30.5 |
3.7% |
10.7 |
1.3% |
80% |
True |
False |
169,752 |
| 20 |
840.8 |
807.4 |
33.4 |
4.0% |
10.3 |
1.2% |
82% |
True |
False |
172,810 |
| 40 |
840.8 |
780.8 |
60.0 |
7.2% |
9.7 |
1.2% |
90% |
True |
False |
166,784 |
| 60 |
840.8 |
762.4 |
78.4 |
9.4% |
11.3 |
1.3% |
92% |
True |
False |
130,458 |
| 80 |
840.8 |
762.4 |
78.4 |
9.4% |
10.8 |
1.3% |
92% |
True |
False |
97,913 |
| 100 |
840.8 |
762.4 |
78.4 |
9.4% |
10.6 |
1.3% |
92% |
True |
False |
78,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
896.5 |
|
2.618 |
875.1 |
|
1.618 |
862.0 |
|
1.000 |
853.9 |
|
0.618 |
848.9 |
|
HIGH |
840.8 |
|
0.618 |
835.8 |
|
0.500 |
834.3 |
|
0.382 |
832.7 |
|
LOW |
827.7 |
|
0.618 |
819.6 |
|
1.000 |
814.6 |
|
1.618 |
806.5 |
|
2.618 |
793.4 |
|
4.250 |
772.0 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
834.6 |
833.9 |
| PP |
834.4 |
833.1 |
| S1 |
834.3 |
832.4 |
|