CME eMini Russell 2000 Future September 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 |
838.9 |
845.4 |
6.5 |
0.8% |
831.6 |
| High |
847.4 |
852.5 |
5.1 |
0.6% |
855.6 |
| Low |
838.9 |
838.4 |
-0.5 |
-0.1% |
829.7 |
| Close |
847.0 |
852.2 |
5.2 |
0.6% |
839.4 |
| Range |
8.5 |
14.1 |
5.6 |
65.9% |
25.9 |
| ATR |
10.9 |
11.2 |
0.2 |
2.1% |
0.0 |
| Volume |
312 |
647 |
335 |
107.4% |
3,372 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.0 |
885.2 |
860.0 |
|
| R3 |
875.9 |
871.1 |
856.1 |
|
| R2 |
861.8 |
861.8 |
854.8 |
|
| R1 |
857.0 |
857.0 |
853.5 |
859.4 |
| PP |
847.7 |
847.7 |
847.7 |
848.9 |
| S1 |
842.9 |
842.9 |
850.9 |
845.3 |
| S2 |
833.6 |
833.6 |
849.6 |
|
| S3 |
819.5 |
828.8 |
848.3 |
|
| S4 |
805.4 |
814.7 |
844.4 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.3 |
905.2 |
853.6 |
|
| R3 |
893.4 |
879.3 |
846.5 |
|
| R2 |
867.5 |
867.5 |
844.1 |
|
| R1 |
853.4 |
853.4 |
841.8 |
860.5 |
| PP |
841.6 |
841.6 |
841.6 |
845.1 |
| S1 |
827.5 |
827.5 |
837.0 |
834.6 |
| S2 |
815.7 |
815.7 |
834.7 |
|
| S3 |
789.8 |
801.6 |
832.3 |
|
| S4 |
763.9 |
775.7 |
825.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
912.4 |
|
2.618 |
889.4 |
|
1.618 |
875.3 |
|
1.000 |
866.6 |
|
0.618 |
861.2 |
|
HIGH |
852.5 |
|
0.618 |
847.1 |
|
0.500 |
845.5 |
|
0.382 |
843.8 |
|
LOW |
838.4 |
|
0.618 |
829.7 |
|
1.000 |
824.3 |
|
1.618 |
815.6 |
|
2.618 |
801.5 |
|
4.250 |
778.5 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
850.0 |
849.2 |
| PP |
847.7 |
846.2 |
| S1 |
845.5 |
843.2 |
|