CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
826.4 |
831.8 |
5.4 |
0.7% |
824.7 |
| High |
833.6 |
840.4 |
6.8 |
0.8% |
848.1 |
| Low |
825.7 |
831.6 |
5.9 |
0.7% |
822.0 |
| Close |
831.8 |
839.4 |
7.6 |
0.9% |
831.8 |
| Range |
7.9 |
8.8 |
0.9 |
11.4% |
26.1 |
| ATR |
11.7 |
11.5 |
-0.2 |
-1.8% |
0.0 |
| Volume |
278,743 |
136,807 |
-141,936 |
-50.9% |
1,070,879 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.5 |
860.3 |
844.2 |
|
| R3 |
854.7 |
851.5 |
841.8 |
|
| R2 |
845.9 |
845.9 |
841.0 |
|
| R1 |
842.7 |
842.7 |
840.2 |
844.3 |
| PP |
837.1 |
837.1 |
837.1 |
838.0 |
| S1 |
833.9 |
833.9 |
838.6 |
835.5 |
| S2 |
828.3 |
828.3 |
837.8 |
|
| S3 |
819.5 |
825.1 |
837.0 |
|
| S4 |
810.7 |
816.3 |
834.6 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.3 |
898.1 |
846.2 |
|
| R3 |
886.2 |
872.0 |
839.0 |
|
| R2 |
860.1 |
860.1 |
836.6 |
|
| R1 |
845.9 |
845.9 |
834.2 |
853.0 |
| PP |
834.0 |
834.0 |
834.0 |
837.5 |
| S1 |
819.8 |
819.8 |
829.4 |
826.9 |
| S2 |
807.9 |
807.9 |
827.0 |
|
| S3 |
781.8 |
793.7 |
824.6 |
|
| S4 |
755.7 |
767.6 |
817.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.1 |
822.0 |
26.1 |
3.1% |
11.8 |
1.4% |
67% |
False |
False |
201,769 |
| 10 |
848.1 |
811.8 |
36.3 |
4.3% |
12.4 |
1.5% |
76% |
False |
False |
214,674 |
| 20 |
848.1 |
810.3 |
37.8 |
4.5% |
11.5 |
1.4% |
77% |
False |
False |
198,764 |
| 40 |
848.1 |
807.4 |
40.7 |
4.8% |
10.4 |
1.2% |
79% |
False |
False |
173,991 |
| 60 |
848.1 |
762.4 |
85.7 |
10.2% |
11.0 |
1.3% |
90% |
False |
False |
176,297 |
| 80 |
848.1 |
762.4 |
85.7 |
10.2% |
11.2 |
1.3% |
90% |
False |
False |
132,476 |
| 100 |
848.1 |
762.4 |
85.7 |
10.2% |
11.0 |
1.3% |
90% |
False |
False |
106,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.8 |
|
2.618 |
863.4 |
|
1.618 |
854.6 |
|
1.000 |
849.2 |
|
0.618 |
845.8 |
|
HIGH |
840.4 |
|
0.618 |
837.0 |
|
0.500 |
836.0 |
|
0.382 |
835.0 |
|
LOW |
831.6 |
|
0.618 |
826.2 |
|
1.000 |
822.8 |
|
1.618 |
817.4 |
|
2.618 |
808.6 |
|
4.250 |
794.2 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
838.3 |
837.0 |
| PP |
837.1 |
834.6 |
| S1 |
836.0 |
832.2 |
|