CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
831.1 |
834.6 |
3.5 |
0.4% |
834.9 |
| High |
840.8 |
834.8 |
-6.0 |
-0.7% |
837.1 |
| Low |
827.7 |
820.2 |
-7.5 |
-0.9% |
810.3 |
| Close |
834.7 |
824.1 |
-10.6 |
-1.3% |
836.8 |
| Range |
13.1 |
14.6 |
1.5 |
11.5% |
26.8 |
| ATR |
10.2 |
10.5 |
0.3 |
3.1% |
0.0 |
| Volume |
178,765 |
188,279 |
9,514 |
5.3% |
908,250 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.2 |
861.7 |
832.1 |
|
| R3 |
855.6 |
847.1 |
828.1 |
|
| R2 |
841.0 |
841.0 |
826.8 |
|
| R1 |
832.5 |
832.5 |
825.4 |
829.5 |
| PP |
826.4 |
826.4 |
826.4 |
824.8 |
| S1 |
817.9 |
817.9 |
822.8 |
814.9 |
| S2 |
811.8 |
811.8 |
821.4 |
|
| S3 |
797.2 |
803.3 |
820.1 |
|
| S4 |
782.6 |
788.7 |
816.1 |
|
|
| 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 |
820.2 |
20.6 |
2.5% |
10.1 |
1.2% |
19% |
False |
True |
161,288 |
| 10 |
840.8 |
810.3 |
30.5 |
3.7% |
11.2 |
1.4% |
45% |
False |
False |
170,902 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
10.3 |
1.3% |
45% |
False |
False |
172,089 |
| 40 |
840.8 |
781.1 |
59.7 |
7.2% |
9.9 |
1.2% |
72% |
False |
False |
162,070 |
| 60 |
840.8 |
762.4 |
78.4 |
9.5% |
11.4 |
1.4% |
79% |
False |
False |
133,588 |
| 80 |
840.8 |
762.4 |
78.4 |
9.5% |
10.8 |
1.3% |
79% |
False |
False |
100,265 |
| 100 |
840.8 |
762.4 |
78.4 |
9.5% |
10.8 |
1.3% |
79% |
False |
False |
80,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
896.9 |
|
2.618 |
873.0 |
|
1.618 |
858.4 |
|
1.000 |
849.4 |
|
0.618 |
843.8 |
|
HIGH |
834.8 |
|
0.618 |
829.2 |
|
0.500 |
827.5 |
|
0.382 |
825.8 |
|
LOW |
820.2 |
|
0.618 |
811.2 |
|
1.000 |
805.6 |
|
1.618 |
796.6 |
|
2.618 |
782.0 |
|
4.250 |
758.2 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
827.5 |
830.5 |
| PP |
826.4 |
828.4 |
| S1 |
825.2 |
826.2 |
|