CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
831.8 |
839.2 |
7.4 |
0.9% |
824.7 |
| High |
840.4 |
845.0 |
4.6 |
0.5% |
848.1 |
| Low |
831.6 |
830.6 |
-1.0 |
-0.1% |
822.0 |
| Close |
839.4 |
844.5 |
5.1 |
0.6% |
831.8 |
| Range |
8.8 |
14.4 |
5.6 |
63.6% |
26.1 |
| ATR |
11.5 |
11.7 |
0.2 |
1.8% |
0.0 |
| Volume |
136,807 |
189,182 |
52,375 |
38.3% |
1,070,879 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.2 |
878.3 |
852.4 |
|
| R3 |
868.8 |
863.9 |
848.5 |
|
| R2 |
854.4 |
854.4 |
847.1 |
|
| R1 |
849.5 |
849.5 |
845.8 |
852.0 |
| PP |
840.0 |
840.0 |
840.0 |
841.3 |
| S1 |
835.1 |
835.1 |
843.2 |
837.6 |
| S2 |
825.6 |
825.6 |
841.9 |
|
| S3 |
811.2 |
820.7 |
840.5 |
|
| S4 |
796.8 |
806.3 |
836.6 |
|
|
| 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% |
12.6 |
1.5% |
86% |
False |
False |
198,696 |
| 10 |
848.1 |
811.8 |
36.3 |
4.3% |
12.3 |
1.5% |
90% |
False |
False |
212,618 |
| 20 |
848.1 |
811.8 |
36.3 |
4.3% |
11.7 |
1.4% |
90% |
False |
False |
197,879 |
| 40 |
848.1 |
807.4 |
40.7 |
4.8% |
10.5 |
1.2% |
91% |
False |
False |
175,139 |
| 60 |
848.1 |
766.7 |
81.4 |
9.6% |
10.8 |
1.3% |
96% |
False |
False |
179,102 |
| 80 |
848.1 |
762.4 |
85.7 |
10.1% |
11.3 |
1.3% |
96% |
False |
False |
134,840 |
| 100 |
848.1 |
762.4 |
85.7 |
10.1% |
11.0 |
1.3% |
96% |
False |
False |
107,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.2 |
|
2.618 |
882.7 |
|
1.618 |
868.3 |
|
1.000 |
859.4 |
|
0.618 |
853.9 |
|
HIGH |
845.0 |
|
0.618 |
839.5 |
|
0.500 |
837.8 |
|
0.382 |
836.1 |
|
LOW |
830.6 |
|
0.618 |
821.7 |
|
1.000 |
816.2 |
|
1.618 |
807.3 |
|
2.618 |
792.9 |
|
4.250 |
769.4 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
842.3 |
841.5 |
| PP |
840.0 |
838.4 |
| S1 |
837.8 |
835.4 |
|