CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
836.3 |
834.5 |
-1.8 |
-0.2% |
834.9 |
| High |
838.8 |
834.6 |
-4.2 |
-0.5% |
837.1 |
| Low |
833.4 |
823.9 |
-9.5 |
-1.1% |
810.3 |
| Close |
834.5 |
831.1 |
-3.4 |
-0.4% |
836.8 |
| Range |
5.4 |
10.7 |
5.3 |
98.1% |
26.8 |
| ATR |
9.9 |
10.0 |
0.1 |
0.6% |
0.0 |
| Volume |
164,317 |
116,234 |
-48,083 |
-29.3% |
908,250 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.0 |
857.2 |
837.0 |
|
| R3 |
851.3 |
846.5 |
834.0 |
|
| R2 |
840.6 |
840.6 |
833.1 |
|
| R1 |
835.8 |
835.8 |
832.1 |
832.9 |
| PP |
829.9 |
829.9 |
829.9 |
828.4 |
| S1 |
825.1 |
825.1 |
830.1 |
822.2 |
| S2 |
819.2 |
819.2 |
829.1 |
|
| S3 |
808.5 |
814.4 |
828.2 |
|
| S4 |
797.8 |
803.7 |
825.2 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.5 |
899.4 |
851.5 |
|
| R3 |
881.7 |
872.6 |
844.2 |
|
| R2 |
854.9 |
854.9 |
841.7 |
|
| R1 |
845.8 |
845.8 |
839.3 |
850.4 |
| PP |
828.1 |
828.1 |
828.1 |
830.3 |
| S1 |
819.0 |
819.0 |
834.3 |
823.6 |
| S2 |
801.3 |
801.3 |
831.9 |
|
| S3 |
774.5 |
792.2 |
829.4 |
|
| S4 |
747.7 |
765.4 |
822.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
838.8 |
818.1 |
20.7 |
2.5% |
8.9 |
1.1% |
63% |
False |
False |
164,485 |
| 10 |
839.6 |
810.3 |
29.3 |
3.5% |
10.4 |
1.3% |
71% |
False |
False |
170,437 |
| 20 |
839.6 |
807.4 |
32.2 |
3.9% |
10.2 |
1.2% |
74% |
False |
False |
170,408 |
| 40 |
839.6 |
766.7 |
72.9 |
8.8% |
9.8 |
1.2% |
88% |
False |
False |
171,493 |
| 60 |
839.6 |
762.4 |
77.2 |
9.3% |
11.2 |
1.3% |
89% |
False |
False |
127,487 |
| 80 |
839.6 |
762.4 |
77.2 |
9.3% |
10.7 |
1.3% |
89% |
False |
False |
95,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.1 |
|
2.618 |
862.6 |
|
1.618 |
851.9 |
|
1.000 |
845.3 |
|
0.618 |
841.2 |
|
HIGH |
834.6 |
|
0.618 |
830.5 |
|
0.500 |
829.3 |
|
0.382 |
828.0 |
|
LOW |
823.9 |
|
0.618 |
817.3 |
|
1.000 |
813.2 |
|
1.618 |
806.6 |
|
2.618 |
795.9 |
|
4.250 |
778.4 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.5 |
831.4 |
| PP |
829.9 |
831.3 |
| S1 |
829.3 |
831.2 |
|