CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
834.6 |
823.9 |
-10.7 |
-1.3% |
836.3 |
| High |
834.8 |
832.5 |
-2.3 |
-0.3% |
840.8 |
| Low |
820.2 |
822.0 |
1.8 |
0.2% |
820.2 |
| Close |
824.1 |
831.7 |
7.6 |
0.9% |
831.7 |
| Range |
14.6 |
10.5 |
-4.1 |
-28.1% |
20.6 |
| ATR |
10.5 |
10.5 |
0.0 |
0.0% |
0.0 |
| Volume |
188,279 |
265,084 |
76,805 |
40.8% |
912,679 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.2 |
856.5 |
837.5 |
|
| R3 |
849.7 |
846.0 |
834.6 |
|
| R2 |
839.2 |
839.2 |
833.6 |
|
| R1 |
835.5 |
835.5 |
832.7 |
837.4 |
| PP |
828.7 |
828.7 |
828.7 |
829.7 |
| S1 |
825.0 |
825.0 |
830.7 |
826.9 |
| S2 |
818.2 |
818.2 |
829.8 |
|
| S3 |
807.7 |
814.5 |
828.8 |
|
| S4 |
797.2 |
804.0 |
825.9 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.7 |
882.8 |
843.0 |
|
| R3 |
872.1 |
862.2 |
837.4 |
|
| R2 |
851.5 |
851.5 |
835.5 |
|
| R1 |
841.6 |
841.6 |
833.6 |
836.3 |
| PP |
830.9 |
830.9 |
830.9 |
828.2 |
| S1 |
821.0 |
821.0 |
829.8 |
815.7 |
| S2 |
810.3 |
810.3 |
827.9 |
|
| S3 |
789.7 |
800.4 |
826.0 |
|
| S4 |
769.1 |
779.8 |
820.4 |
|
|
| 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% |
10.9 |
1.3% |
56% |
False |
False |
182,535 |
| 10 |
840.8 |
810.3 |
30.5 |
3.7% |
11.4 |
1.4% |
70% |
False |
False |
182,092 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
10.4 |
1.3% |
70% |
False |
False |
176,748 |
| 40 |
840.8 |
781.1 |
59.7 |
7.2% |
9.9 |
1.2% |
85% |
False |
False |
162,993 |
| 60 |
840.8 |
762.4 |
78.4 |
9.4% |
11.4 |
1.4% |
88% |
False |
False |
137,997 |
| 80 |
840.8 |
762.4 |
78.4 |
9.4% |
10.8 |
1.3% |
88% |
False |
False |
103,576 |
| 100 |
840.8 |
762.4 |
78.4 |
9.4% |
10.7 |
1.3% |
88% |
False |
False |
82,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.1 |
|
2.618 |
860.0 |
|
1.618 |
849.5 |
|
1.000 |
843.0 |
|
0.618 |
839.0 |
|
HIGH |
832.5 |
|
0.618 |
828.5 |
|
0.500 |
827.3 |
|
0.382 |
826.0 |
|
LOW |
822.0 |
|
0.618 |
815.5 |
|
1.000 |
811.5 |
|
1.618 |
805.0 |
|
2.618 |
794.5 |
|
4.250 |
777.4 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.2 |
831.3 |
| PP |
828.7 |
830.9 |
| S1 |
827.3 |
830.5 |
|