CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
816.9 |
821.4 |
4.5 |
0.6% |
836.3 |
| High |
822.4 |
822.2 |
-0.2 |
0.0% |
840.8 |
| Low |
811.8 |
814.0 |
2.2 |
0.3% |
820.2 |
| Close |
821.5 |
814.9 |
-6.6 |
-0.8% |
831.7 |
| Range |
10.6 |
8.2 |
-2.4 |
-22.6% |
20.6 |
| ATR |
10.9 |
10.7 |
-0.2 |
-1.8% |
0.0 |
| Volume |
281,377 |
240,957 |
-40,420 |
-14.4% |
912,679 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.6 |
836.5 |
819.4 |
|
| R3 |
833.4 |
828.3 |
817.2 |
|
| R2 |
825.2 |
825.2 |
816.4 |
|
| R1 |
820.1 |
820.1 |
815.7 |
818.6 |
| PP |
817.0 |
817.0 |
817.0 |
816.3 |
| S1 |
811.9 |
811.9 |
814.1 |
810.4 |
| S2 |
808.8 |
808.8 |
813.4 |
|
| S3 |
800.6 |
803.7 |
812.6 |
|
| S4 |
792.4 |
795.5 |
810.4 |
|
|
| 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 |
834.6 |
811.8 |
22.8 |
2.8% |
11.4 |
1.4% |
14% |
False |
False |
232,854 |
| 10 |
840.8 |
811.8 |
29.0 |
3.6% |
10.8 |
1.3% |
11% |
False |
False |
197,071 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
10.9 |
1.3% |
15% |
False |
False |
189,335 |
| 40 |
840.8 |
796.8 |
44.0 |
5.4% |
9.8 |
1.2% |
41% |
False |
False |
168,265 |
| 60 |
840.8 |
762.4 |
78.4 |
9.6% |
11.7 |
1.4% |
67% |
False |
False |
152,949 |
| 80 |
840.8 |
762.4 |
78.4 |
9.6% |
10.8 |
1.3% |
67% |
False |
False |
114,809 |
| 100 |
840.8 |
762.4 |
78.4 |
9.6% |
10.8 |
1.3% |
67% |
False |
False |
91,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.1 |
|
2.618 |
843.7 |
|
1.618 |
835.5 |
|
1.000 |
830.4 |
|
0.618 |
827.3 |
|
HIGH |
822.2 |
|
0.618 |
819.1 |
|
0.500 |
818.1 |
|
0.382 |
817.1 |
|
LOW |
814.0 |
|
0.618 |
808.9 |
|
1.000 |
805.8 |
|
1.618 |
800.7 |
|
2.618 |
792.5 |
|
4.250 |
779.2 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
818.1 |
821.2 |
| PP |
817.0 |
819.1 |
| S1 |
816.0 |
817.0 |
|