CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
821.4 |
814.6 |
-6.8 |
-0.8% |
831.6 |
| High |
822.2 |
827.8 |
5.6 |
0.7% |
834.6 |
| Low |
814.0 |
813.5 |
-0.5 |
-0.1% |
811.8 |
| Close |
814.9 |
824.8 |
9.9 |
1.2% |
824.8 |
| Range |
8.2 |
14.3 |
6.1 |
74.4% |
22.8 |
| ATR |
10.7 |
11.0 |
0.3 |
2.4% |
0.0 |
| Volume |
240,957 |
206,987 |
-33,970 |
-14.1% |
1,106,174 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.9 |
859.2 |
832.7 |
|
| R3 |
850.6 |
844.9 |
828.7 |
|
| R2 |
836.3 |
836.3 |
827.4 |
|
| R1 |
830.6 |
830.6 |
826.1 |
833.5 |
| PP |
822.0 |
822.0 |
822.0 |
823.5 |
| S1 |
816.3 |
816.3 |
823.5 |
819.2 |
| S2 |
807.7 |
807.7 |
822.2 |
|
| S3 |
793.4 |
802.0 |
820.9 |
|
| S4 |
779.1 |
787.7 |
816.9 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.1 |
881.3 |
837.3 |
|
| R3 |
869.3 |
858.5 |
831.1 |
|
| R2 |
846.5 |
846.5 |
829.0 |
|
| R1 |
835.7 |
835.7 |
826.9 |
829.7 |
| PP |
823.7 |
823.7 |
823.7 |
820.8 |
| S1 |
812.9 |
812.9 |
822.7 |
806.9 |
| S2 |
800.9 |
800.9 |
820.6 |
|
| S3 |
778.1 |
790.1 |
818.5 |
|
| S4 |
755.3 |
767.3 |
812.3 |
|
|
| 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% |
12.2 |
1.5% |
57% |
False |
False |
221,234 |
| 10 |
840.8 |
811.8 |
29.0 |
3.5% |
11.5 |
1.4% |
45% |
False |
False |
201,885 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
11.0 |
1.3% |
48% |
False |
False |
189,079 |
| 40 |
840.8 |
796.8 |
44.0 |
5.3% |
10.0 |
1.2% |
64% |
False |
False |
169,688 |
| 60 |
840.8 |
762.4 |
78.4 |
9.5% |
11.8 |
1.4% |
80% |
False |
False |
156,383 |
| 80 |
840.8 |
762.4 |
78.4 |
9.5% |
10.8 |
1.3% |
80% |
False |
False |
117,395 |
| 100 |
840.8 |
762.4 |
78.4 |
9.5% |
10.9 |
1.3% |
80% |
False |
False |
93,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
888.6 |
|
2.618 |
865.2 |
|
1.618 |
850.9 |
|
1.000 |
842.1 |
|
0.618 |
836.6 |
|
HIGH |
827.8 |
|
0.618 |
822.3 |
|
0.500 |
820.7 |
|
0.382 |
819.0 |
|
LOW |
813.5 |
|
0.618 |
804.7 |
|
1.000 |
799.2 |
|
1.618 |
790.4 |
|
2.618 |
776.1 |
|
4.250 |
752.7 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
823.4 |
823.1 |
| PP |
822.0 |
821.5 |
| S1 |
820.7 |
819.8 |
|