CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
824.7 |
835.0 |
10.3 |
1.2% |
831.6 |
| High |
839.6 |
843.9 |
4.3 |
0.5% |
834.6 |
| Low |
823.6 |
833.3 |
9.7 |
1.2% |
811.8 |
| Close |
835.1 |
840.4 |
5.3 |
0.6% |
824.8 |
| Range |
16.0 |
10.6 |
-5.4 |
-33.8% |
22.8 |
| ATR |
11.4 |
11.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
198,837 |
204,550 |
5,713 |
2.9% |
1,106,174 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.0 |
866.3 |
846.2 |
|
| R3 |
860.4 |
855.7 |
843.3 |
|
| R2 |
849.8 |
849.8 |
842.3 |
|
| R1 |
845.1 |
845.1 |
841.4 |
847.5 |
| PP |
839.2 |
839.2 |
839.2 |
840.4 |
| S1 |
834.5 |
834.5 |
839.4 |
836.9 |
| S2 |
828.6 |
828.6 |
838.5 |
|
| S3 |
818.0 |
823.9 |
837.5 |
|
| S4 |
807.4 |
813.3 |
834.6 |
|
|
| 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 |
843.9 |
811.8 |
32.1 |
3.8% |
11.9 |
1.4% |
89% |
True |
False |
226,541 |
| 10 |
843.9 |
811.8 |
32.1 |
3.8% |
12.6 |
1.5% |
89% |
True |
False |
214,168 |
| 20 |
843.9 |
810.3 |
33.6 |
4.0% |
11.5 |
1.4% |
90% |
True |
False |
192,302 |
| 40 |
843.9 |
796.8 |
47.1 |
5.6% |
10.3 |
1.2% |
93% |
True |
False |
172,743 |
| 60 |
843.9 |
762.4 |
81.5 |
9.7% |
11.5 |
1.4% |
96% |
True |
False |
163,060 |
| 80 |
843.9 |
762.4 |
81.5 |
9.7% |
10.9 |
1.3% |
96% |
True |
False |
122,431 |
| 100 |
843.9 |
762.4 |
81.5 |
9.7% |
11.1 |
1.3% |
96% |
True |
False |
97,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889.0 |
|
2.618 |
871.7 |
|
1.618 |
861.1 |
|
1.000 |
854.5 |
|
0.618 |
850.5 |
|
HIGH |
843.9 |
|
0.618 |
839.9 |
|
0.500 |
838.6 |
|
0.382 |
837.3 |
|
LOW |
833.3 |
|
0.618 |
826.7 |
|
1.000 |
822.7 |
|
1.618 |
816.1 |
|
2.618 |
805.5 |
|
4.250 |
788.3 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
839.8 |
836.5 |
| PP |
839.2 |
832.6 |
| S1 |
838.6 |
828.7 |
|