CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
820.0 |
831.1 |
11.1 |
1.4% |
854.0 |
| High |
834.8 |
841.8 |
7.0 |
0.8% |
856.0 |
| Low |
817.8 |
830.9 |
13.1 |
1.6% |
817.5 |
| Close |
831.2 |
838.5 |
7.3 |
0.9% |
834.4 |
| Range |
17.0 |
10.9 |
-6.1 |
-35.9% |
38.5 |
| ATR |
12.8 |
12.6 |
-0.1 |
-1.1% |
0.0 |
| Volume |
146,183 |
101,416 |
-44,767 |
-30.6% |
1,175,424 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.8 |
865.0 |
844.5 |
|
| R3 |
858.9 |
854.1 |
841.5 |
|
| R2 |
848.0 |
848.0 |
840.5 |
|
| R1 |
843.2 |
843.2 |
839.5 |
845.6 |
| PP |
837.1 |
837.1 |
837.1 |
838.3 |
| S1 |
832.3 |
832.3 |
837.5 |
834.7 |
| S2 |
826.2 |
826.2 |
836.5 |
|
| S3 |
815.3 |
821.4 |
835.5 |
|
| S4 |
804.4 |
810.5 |
832.5 |
|
|
| 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 |
841.8 |
817.5 |
24.3 |
2.9% |
14.4 |
1.7% |
86% |
True |
False |
145,798 |
| 10 |
858.1 |
817.5 |
40.6 |
4.8% |
13.6 |
1.6% |
52% |
False |
False |
185,797 |
| 20 |
858.1 |
813.5 |
44.6 |
5.3% |
12.7 |
1.5% |
56% |
False |
False |
195,857 |
| 40 |
858.1 |
810.3 |
47.8 |
5.7% |
11.9 |
1.4% |
59% |
False |
False |
190,786 |
| 60 |
858.1 |
796.8 |
61.3 |
7.3% |
10.8 |
1.3% |
68% |
False |
False |
176,506 |
| 80 |
858.1 |
762.4 |
95.7 |
11.4% |
12.0 |
1.4% |
80% |
False |
False |
160,673 |
| 100 |
858.1 |
762.4 |
95.7 |
11.4% |
11.3 |
1.3% |
80% |
False |
False |
128,610 |
| 120 |
858.1 |
762.4 |
95.7 |
11.4% |
11.1 |
1.3% |
80% |
False |
False |
107,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
888.1 |
|
2.618 |
870.3 |
|
1.618 |
859.4 |
|
1.000 |
852.7 |
|
0.618 |
848.5 |
|
HIGH |
841.8 |
|
0.618 |
837.6 |
|
0.500 |
836.4 |
|
0.382 |
835.1 |
|
LOW |
830.9 |
|
0.618 |
824.2 |
|
1.000 |
820.0 |
|
1.618 |
813.3 |
|
2.618 |
802.4 |
|
4.250 |
784.6 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
837.8 |
835.6 |
| PP |
837.1 |
832.7 |
| S1 |
836.4 |
829.8 |
|