CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
814.6 |
824.7 |
10.1 |
1.2% |
831.6 |
| High |
827.8 |
839.6 |
11.8 |
1.4% |
834.6 |
| Low |
813.5 |
823.6 |
10.1 |
1.2% |
811.8 |
| Close |
824.8 |
835.1 |
10.3 |
1.2% |
824.8 |
| Range |
14.3 |
16.0 |
1.7 |
11.9% |
22.8 |
| ATR |
11.0 |
11.4 |
0.4 |
3.2% |
0.0 |
| Volume |
206,987 |
198,837 |
-8,150 |
-3.9% |
1,106,174 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.8 |
873.9 |
843.9 |
|
| R3 |
864.8 |
857.9 |
839.5 |
|
| R2 |
848.8 |
848.8 |
838.0 |
|
| R1 |
841.9 |
841.9 |
836.6 |
845.4 |
| PP |
832.8 |
832.8 |
832.8 |
834.5 |
| S1 |
825.9 |
825.9 |
833.6 |
829.4 |
| S2 |
816.8 |
816.8 |
832.2 |
|
| S3 |
800.8 |
809.9 |
830.7 |
|
| S4 |
784.8 |
793.9 |
826.3 |
|
|
| 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 |
839.6 |
811.8 |
27.8 |
3.3% |
12.9 |
1.5% |
84% |
True |
False |
227,579 |
| 10 |
840.8 |
811.8 |
29.0 |
3.5% |
12.6 |
1.5% |
80% |
False |
False |
205,337 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
11.5 |
1.4% |
81% |
False |
False |
191,173 |
| 40 |
840.8 |
796.8 |
44.0 |
5.3% |
10.2 |
1.2% |
87% |
False |
False |
171,761 |
| 60 |
840.8 |
762.4 |
78.4 |
9.4% |
11.9 |
1.4% |
93% |
False |
False |
159,686 |
| 80 |
840.8 |
762.4 |
78.4 |
9.4% |
10.9 |
1.3% |
93% |
False |
False |
119,877 |
| 100 |
840.8 |
762.4 |
78.4 |
9.4% |
11.0 |
1.3% |
93% |
False |
False |
95,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
907.6 |
|
2.618 |
881.5 |
|
1.618 |
865.5 |
|
1.000 |
855.6 |
|
0.618 |
849.5 |
|
HIGH |
839.6 |
|
0.618 |
833.5 |
|
0.500 |
831.6 |
|
0.382 |
829.7 |
|
LOW |
823.6 |
|
0.618 |
813.7 |
|
1.000 |
807.6 |
|
1.618 |
797.7 |
|
2.618 |
781.7 |
|
4.250 |
755.6 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
833.9 |
832.3 |
| PP |
832.8 |
829.4 |
| S1 |
831.6 |
826.6 |
|