CME eMini Russell 2000 Future June 2007
Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
803.8 |
804.5 |
0.7 |
0.1% |
815.1 |
High |
809.9 |
811.4 |
1.5 |
0.2% |
817.8 |
Low |
796.8 |
799.1 |
2.3 |
0.3% |
796.8 |
Close |
804.3 |
808.0 |
3.7 |
0.5% |
808.0 |
Range |
13.1 |
12.3 |
-0.8 |
-6.1% |
21.0 |
ATR |
12.1 |
12.1 |
0.0 |
0.1% |
0.0 |
Volume |
208,517 |
199,911 |
-8,606 |
-4.1% |
830,376 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
843.1 |
837.8 |
814.8 |
|
R3 |
830.8 |
825.5 |
811.4 |
|
R2 |
818.5 |
818.5 |
810.3 |
|
R1 |
813.2 |
813.2 |
809.1 |
815.9 |
PP |
806.2 |
806.2 |
806.2 |
807.5 |
S1 |
800.9 |
800.9 |
806.9 |
803.6 |
S2 |
793.9 |
793.9 |
805.7 |
|
S3 |
781.6 |
788.6 |
804.6 |
|
S4 |
769.3 |
776.3 |
801.2 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870.5 |
860.3 |
819.6 |
|
R3 |
849.5 |
839.3 |
813.8 |
|
R2 |
828.5 |
828.5 |
811.9 |
|
R1 |
818.3 |
818.3 |
809.9 |
812.9 |
PP |
807.5 |
807.5 |
807.5 |
804.9 |
S1 |
797.3 |
797.3 |
806.1 |
791.9 |
S2 |
786.5 |
786.5 |
804.2 |
|
S3 |
765.5 |
776.3 |
802.2 |
|
S4 |
744.5 |
755.3 |
796.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
817.8 |
796.8 |
21.0 |
2.6% |
10.9 |
1.3% |
53% |
False |
False |
166,075 |
10 |
818.7 |
781.1 |
37.6 |
4.7% |
10.9 |
1.3% |
72% |
False |
False |
166,873 |
20 |
818.7 |
762.4 |
56.3 |
7.0% |
12.9 |
1.6% |
81% |
False |
False |
170,847 |
40 |
838.9 |
762.4 |
76.5 |
9.5% |
11.9 |
1.5% |
60% |
False |
False |
85,835 |
60 |
838.9 |
762.4 |
76.5 |
9.5% |
11.5 |
1.4% |
60% |
False |
False |
57,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
863.7 |
2.618 |
843.6 |
1.618 |
831.3 |
1.000 |
823.7 |
0.618 |
819.0 |
HIGH |
811.4 |
0.618 |
806.7 |
0.500 |
805.3 |
0.382 |
803.8 |
LOW |
799.1 |
0.618 |
791.5 |
1.000 |
786.8 |
1.618 |
779.2 |
2.618 |
766.9 |
4.250 |
746.8 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
807.1 |
806.7 |
PP |
806.2 |
805.4 |
S1 |
805.3 |
804.1 |
|