CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
848.3 |
854.0 |
5.7 |
0.7% |
831.8 |
| High |
858.1 |
856.0 |
-2.1 |
-0.2% |
858.1 |
| Low |
848.0 |
849.4 |
1.4 |
0.2% |
830.6 |
| Close |
853.9 |
854.8 |
0.9 |
0.1% |
853.9 |
| Range |
10.1 |
6.6 |
-3.5 |
-34.7% |
27.5 |
| ATR |
11.2 |
10.9 |
-0.3 |
-2.9% |
0.0 |
| Volume |
198,200 |
198,859 |
659 |
0.3% |
738,552 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.2 |
870.6 |
858.4 |
|
| R3 |
866.6 |
864.0 |
856.6 |
|
| R2 |
860.0 |
860.0 |
856.0 |
|
| R1 |
857.4 |
857.4 |
855.4 |
858.7 |
| PP |
853.4 |
853.4 |
853.4 |
854.1 |
| S1 |
850.8 |
850.8 |
854.2 |
852.1 |
| S2 |
846.8 |
846.8 |
853.6 |
|
| S3 |
840.2 |
844.2 |
853.0 |
|
| S4 |
833.6 |
837.6 |
851.2 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930.0 |
919.5 |
869.0 |
|
| R3 |
902.5 |
892.0 |
861.5 |
|
| R2 |
875.0 |
875.0 |
858.9 |
|
| R1 |
864.5 |
864.5 |
856.4 |
869.8 |
| PP |
847.5 |
847.5 |
847.5 |
850.2 |
| S1 |
837.0 |
837.0 |
851.4 |
842.3 |
| S2 |
820.0 |
820.0 |
848.9 |
|
| S3 |
792.5 |
809.5 |
846.3 |
|
| S4 |
765.0 |
782.0 |
838.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
858.1 |
830.6 |
27.5 |
3.2% |
9.3 |
1.1% |
88% |
False |
False |
187,482 |
| 10 |
858.1 |
822.0 |
36.1 |
4.2% |
11.3 |
1.3% |
91% |
False |
False |
200,829 |
| 20 |
858.1 |
811.8 |
46.3 |
5.4% |
11.4 |
1.3% |
93% |
False |
False |
201,357 |
| 40 |
858.1 |
807.4 |
50.7 |
5.9% |
10.7 |
1.3% |
93% |
False |
False |
181,653 |
| 60 |
858.1 |
766.7 |
91.4 |
10.7% |
10.6 |
1.2% |
96% |
False |
False |
184,321 |
| 80 |
858.1 |
762.4 |
95.7 |
11.2% |
11.2 |
1.3% |
97% |
False |
False |
142,465 |
| 100 |
858.1 |
762.4 |
95.7 |
11.2% |
10.9 |
1.3% |
97% |
False |
False |
114,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.1 |
|
2.618 |
873.3 |
|
1.618 |
866.7 |
|
1.000 |
862.6 |
|
0.618 |
860.1 |
|
HIGH |
856.0 |
|
0.618 |
853.5 |
|
0.500 |
852.7 |
|
0.382 |
851.9 |
|
LOW |
849.4 |
|
0.618 |
845.3 |
|
1.000 |
842.8 |
|
1.618 |
838.7 |
|
2.618 |
832.1 |
|
4.250 |
821.4 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
854.1 |
853.6 |
| PP |
853.4 |
852.3 |
| S1 |
852.7 |
851.1 |
|