CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
823.9 |
831.6 |
7.7 |
0.9% |
836.3 |
| High |
832.5 |
834.6 |
2.1 |
0.3% |
840.8 |
| Low |
822.0 |
822.3 |
0.3 |
0.0% |
820.2 |
| Close |
831.7 |
824.5 |
-7.2 |
-0.9% |
831.7 |
| Range |
10.5 |
12.3 |
1.8 |
17.1% |
20.6 |
| ATR |
10.5 |
10.6 |
0.1 |
1.2% |
0.0 |
| Volume |
265,084 |
167,116 |
-97,968 |
-37.0% |
912,679 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.0 |
856.6 |
831.3 |
|
| R3 |
851.7 |
844.3 |
827.9 |
|
| R2 |
839.4 |
839.4 |
826.8 |
|
| R1 |
832.0 |
832.0 |
825.6 |
829.6 |
| PP |
827.1 |
827.1 |
827.1 |
825.9 |
| S1 |
819.7 |
819.7 |
823.4 |
817.3 |
| S2 |
814.8 |
814.8 |
822.2 |
|
| S3 |
802.5 |
807.4 |
821.1 |
|
| S4 |
790.2 |
795.1 |
817.7 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.7 |
882.8 |
843.0 |
|
| R3 |
872.1 |
862.2 |
837.4 |
|
| R2 |
851.5 |
851.5 |
835.5 |
|
| R1 |
841.6 |
841.6 |
833.6 |
836.3 |
| PP |
830.9 |
830.9 |
830.9 |
828.2 |
| S1 |
821.0 |
821.0 |
829.8 |
815.7 |
| S2 |
810.3 |
810.3 |
827.9 |
|
| S3 |
789.7 |
800.4 |
826.0 |
|
| S4 |
769.1 |
779.8 |
820.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
840.8 |
820.2 |
20.6 |
2.5% |
12.2 |
1.5% |
21% |
False |
False |
183,095 |
| 10 |
840.8 |
810.3 |
30.5 |
3.7% |
10.6 |
1.3% |
47% |
False |
False |
182,854 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
10.4 |
1.3% |
47% |
False |
False |
177,992 |
| 40 |
840.8 |
791.0 |
49.8 |
6.0% |
9.8 |
1.2% |
67% |
False |
False |
162,659 |
| 60 |
840.8 |
762.4 |
78.4 |
9.5% |
11.6 |
1.4% |
79% |
False |
False |
140,773 |
| 80 |
840.8 |
762.4 |
78.4 |
9.5% |
10.8 |
1.3% |
79% |
False |
False |
105,664 |
| 100 |
840.8 |
762.4 |
78.4 |
9.5% |
10.7 |
1.3% |
79% |
False |
False |
84,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.9 |
|
2.618 |
866.8 |
|
1.618 |
854.5 |
|
1.000 |
846.9 |
|
0.618 |
842.2 |
|
HIGH |
834.6 |
|
0.618 |
829.9 |
|
0.500 |
828.5 |
|
0.382 |
827.0 |
|
LOW |
822.3 |
|
0.618 |
814.7 |
|
1.000 |
810.0 |
|
1.618 |
802.4 |
|
2.618 |
790.1 |
|
4.250 |
770.0 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
828.5 |
827.5 |
| PP |
827.1 |
826.5 |
| S1 |
825.8 |
825.5 |
|