CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
835.0 |
840.4 |
5.4 |
0.6% |
831.6 |
| High |
843.9 |
848.1 |
4.2 |
0.5% |
834.6 |
| Low |
833.3 |
836.6 |
3.3 |
0.4% |
811.8 |
| Close |
840.4 |
837.9 |
-2.5 |
-0.3% |
824.8 |
| Range |
10.6 |
11.5 |
0.9 |
8.5% |
22.8 |
| ATR |
11.3 |
11.3 |
0.0 |
0.1% |
0.0 |
| Volume |
204,550 |
196,922 |
-7,628 |
-3.7% |
1,106,174 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
875.4 |
868.1 |
844.2 |
|
| R3 |
863.9 |
856.6 |
841.1 |
|
| R2 |
852.4 |
852.4 |
840.0 |
|
| R1 |
845.1 |
845.1 |
839.0 |
843.0 |
| PP |
840.9 |
840.9 |
840.9 |
839.8 |
| S1 |
833.6 |
833.6 |
836.8 |
831.5 |
| S2 |
829.4 |
829.4 |
835.8 |
|
| S3 |
817.9 |
822.1 |
834.7 |
|
| S4 |
806.4 |
810.6 |
831.6 |
|
|
| 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 |
848.1 |
813.5 |
34.6 |
4.1% |
12.1 |
1.4% |
71% |
True |
False |
209,650 |
| 10 |
848.1 |
811.8 |
36.3 |
4.3% |
12.4 |
1.5% |
72% |
True |
False |
215,984 |
| 20 |
848.1 |
810.3 |
37.8 |
4.5% |
11.6 |
1.4% |
73% |
True |
False |
192,868 |
| 40 |
848.1 |
796.8 |
51.3 |
6.1% |
10.3 |
1.2% |
80% |
True |
False |
174,147 |
| 60 |
848.1 |
762.4 |
85.7 |
10.2% |
11.4 |
1.4% |
88% |
True |
False |
166,307 |
| 80 |
848.1 |
762.4 |
85.7 |
10.2% |
10.9 |
1.3% |
88% |
True |
False |
124,889 |
| 100 |
848.1 |
762.4 |
85.7 |
10.2% |
11.1 |
1.3% |
88% |
True |
False |
99,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
897.0 |
|
2.618 |
878.2 |
|
1.618 |
866.7 |
|
1.000 |
859.6 |
|
0.618 |
855.2 |
|
HIGH |
848.1 |
|
0.618 |
843.7 |
|
0.500 |
842.4 |
|
0.382 |
841.0 |
|
LOW |
836.6 |
|
0.618 |
829.5 |
|
1.000 |
825.1 |
|
1.618 |
818.0 |
|
2.618 |
806.5 |
|
4.250 |
787.7 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
842.4 |
837.2 |
| PP |
840.9 |
836.5 |
| S1 |
839.4 |
835.9 |
|