CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
823.5 |
834.0 |
10.5 |
1.3% |
854.0 |
| High |
837.0 |
838.2 |
1.2 |
0.1% |
856.0 |
| Low |
817.5 |
828.8 |
11.3 |
1.4% |
817.5 |
| Close |
834.4 |
834.4 |
0.0 |
0.0% |
834.4 |
| Range |
19.5 |
9.4 |
-10.1 |
-51.8% |
38.5 |
| ATR |
12.5 |
12.3 |
-0.2 |
-1.8% |
0.0 |
| Volume |
244,642 |
122,486 |
-122,156 |
-49.9% |
1,175,424 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.0 |
857.6 |
839.6 |
|
| R3 |
852.6 |
848.2 |
837.0 |
|
| R2 |
843.2 |
843.2 |
836.1 |
|
| R1 |
838.8 |
838.8 |
835.3 |
841.0 |
| PP |
833.8 |
833.8 |
833.8 |
834.9 |
| S1 |
829.4 |
829.4 |
833.5 |
831.6 |
| S2 |
824.4 |
824.4 |
832.7 |
|
| S3 |
815.0 |
820.0 |
831.8 |
|
| S4 |
805.6 |
810.6 |
829.2 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.5 |
931.4 |
855.6 |
|
| R3 |
913.0 |
892.9 |
845.0 |
|
| R2 |
874.5 |
874.5 |
841.5 |
|
| R1 |
854.4 |
854.4 |
837.9 |
845.2 |
| PP |
836.0 |
836.0 |
836.0 |
831.4 |
| S1 |
815.9 |
815.9 |
830.9 |
806.7 |
| S2 |
797.5 |
797.5 |
827.3 |
|
| S3 |
759.0 |
777.4 |
823.8 |
|
| S4 |
720.5 |
738.9 |
813.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
855.6 |
817.5 |
38.1 |
4.6% |
15.3 |
1.8% |
44% |
False |
False |
219,810 |
| 10 |
858.1 |
817.5 |
40.6 |
4.9% |
12.3 |
1.5% |
42% |
False |
False |
203,646 |
| 20 |
858.1 |
811.8 |
46.3 |
5.5% |
12.5 |
1.5% |
49% |
False |
False |
210,675 |
| 40 |
858.1 |
810.3 |
47.8 |
5.7% |
11.5 |
1.4% |
50% |
False |
False |
193,712 |
| 60 |
858.1 |
781.1 |
77.0 |
9.2% |
10.8 |
1.3% |
69% |
False |
False |
178,887 |
| 80 |
858.1 |
762.4 |
95.7 |
11.5% |
11.7 |
1.4% |
75% |
False |
False |
156,167 |
| 100 |
858.1 |
762.4 |
95.7 |
11.5% |
11.2 |
1.3% |
75% |
False |
False |
124,996 |
| 120 |
858.1 |
762.4 |
95.7 |
11.5% |
11.0 |
1.3% |
75% |
False |
False |
104,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.2 |
|
2.618 |
862.8 |
|
1.618 |
853.4 |
|
1.000 |
847.6 |
|
0.618 |
844.0 |
|
HIGH |
838.2 |
|
0.618 |
834.6 |
|
0.500 |
833.5 |
|
0.382 |
832.4 |
|
LOW |
828.8 |
|
0.618 |
823.0 |
|
1.000 |
819.4 |
|
1.618 |
813.6 |
|
2.618 |
804.2 |
|
4.250 |
788.9 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
834.1 |
833.3 |
| PP |
833.8 |
832.3 |
| S1 |
833.5 |
831.2 |
|