CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
819.7 |
830.6 |
10.9 |
1.3% |
833.9 |
| High |
833.6 |
834.7 |
1.1 |
0.1% |
839.6 |
| Low |
818.1 |
828.6 |
10.5 |
1.3% |
823.9 |
| Close |
830.6 |
831.6 |
1.0 |
0.1% |
834.9 |
| Range |
15.5 |
6.1 |
-9.4 |
-60.6% |
15.7 |
| ATR |
10.8 |
10.5 |
-0.3 |
-3.1% |
0.0 |
| Volume |
215,386 |
167,641 |
-47,745 |
-22.2% |
854,488 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.9 |
846.9 |
835.0 |
|
| R3 |
843.8 |
840.8 |
833.3 |
|
| R2 |
837.7 |
837.7 |
832.7 |
|
| R1 |
834.7 |
834.7 |
832.2 |
836.2 |
| PP |
831.6 |
831.6 |
831.6 |
832.4 |
| S1 |
828.6 |
828.6 |
831.0 |
830.1 |
| S2 |
825.5 |
825.5 |
830.5 |
|
| S3 |
819.4 |
822.5 |
829.9 |
|
| S4 |
813.3 |
816.4 |
828.2 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.9 |
873.1 |
843.5 |
|
| R3 |
864.2 |
857.4 |
839.2 |
|
| R2 |
848.5 |
848.5 |
837.8 |
|
| R1 |
841.7 |
841.7 |
836.3 |
845.1 |
| PP |
832.8 |
832.8 |
832.8 |
834.5 |
| S1 |
826.0 |
826.0 |
833.5 |
829.4 |
| S2 |
817.1 |
817.1 |
832.0 |
|
| S3 |
801.4 |
810.3 |
830.6 |
|
| S4 |
785.7 |
794.6 |
826.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
838.7 |
810.3 |
28.4 |
3.4% |
12.3 |
1.5% |
75% |
False |
False |
180,516 |
| 10 |
839.6 |
810.3 |
29.3 |
3.5% |
11.0 |
1.3% |
73% |
False |
False |
181,600 |
| 20 |
839.6 |
807.4 |
32.2 |
3.9% |
9.9 |
1.2% |
75% |
False |
False |
158,010 |
| 40 |
839.6 |
766.7 |
72.9 |
8.8% |
10.3 |
1.2% |
89% |
False |
False |
177,977 |
| 60 |
839.6 |
762.4 |
77.2 |
9.3% |
11.3 |
1.4% |
90% |
False |
False |
120,197 |
| 80 |
839.6 |
762.4 |
77.2 |
9.3% |
10.9 |
1.3% |
90% |
False |
False |
90,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860.6 |
|
2.618 |
850.7 |
|
1.618 |
844.6 |
|
1.000 |
840.8 |
|
0.618 |
838.5 |
|
HIGH |
834.7 |
|
0.618 |
832.4 |
|
0.500 |
831.7 |
|
0.382 |
830.9 |
|
LOW |
828.6 |
|
0.618 |
824.8 |
|
1.000 |
822.5 |
|
1.618 |
818.7 |
|
2.618 |
812.6 |
|
4.250 |
802.7 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
831.7 |
828.6 |
| PP |
831.6 |
825.5 |
| S1 |
831.6 |
822.5 |
|