CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
824.4 |
816.9 |
-7.5 |
-0.9% |
836.3 |
| High |
830.6 |
822.4 |
-8.2 |
-1.0% |
840.8 |
| Low |
815.2 |
811.8 |
-3.4 |
-0.4% |
820.2 |
| Close |
817.2 |
821.5 |
4.3 |
0.5% |
831.7 |
| Range |
15.4 |
10.6 |
-4.8 |
-31.2% |
20.6 |
| ATR |
11.0 |
10.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
209,737 |
281,377 |
71,640 |
34.2% |
912,679 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.4 |
846.5 |
827.3 |
|
| R3 |
839.8 |
835.9 |
824.4 |
|
| R2 |
829.2 |
829.2 |
823.4 |
|
| R1 |
825.3 |
825.3 |
822.5 |
827.3 |
| PP |
818.6 |
818.6 |
818.6 |
819.5 |
| S1 |
814.7 |
814.7 |
820.5 |
816.7 |
| S2 |
808.0 |
808.0 |
819.6 |
|
| S3 |
797.4 |
804.1 |
818.6 |
|
| S4 |
786.8 |
793.5 |
815.7 |
|
|
| 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 |
834.8 |
811.8 |
23.0 |
2.8% |
12.7 |
1.5% |
42% |
False |
True |
222,318 |
| 10 |
840.8 |
811.8 |
29.0 |
3.5% |
10.6 |
1.3% |
33% |
False |
True |
189,739 |
| 20 |
840.8 |
810.3 |
30.5 |
3.7% |
11.0 |
1.3% |
37% |
False |
False |
185,714 |
| 40 |
840.8 |
796.8 |
44.0 |
5.4% |
9.8 |
1.2% |
56% |
False |
False |
166,830 |
| 60 |
840.8 |
762.4 |
78.4 |
9.5% |
11.7 |
1.4% |
75% |
False |
False |
148,944 |
| 80 |
840.8 |
762.4 |
78.4 |
9.5% |
10.9 |
1.3% |
75% |
False |
False |
111,799 |
| 100 |
840.8 |
762.4 |
78.4 |
9.5% |
10.8 |
1.3% |
75% |
False |
False |
89,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.5 |
|
2.618 |
850.2 |
|
1.618 |
839.6 |
|
1.000 |
833.0 |
|
0.618 |
829.0 |
|
HIGH |
822.4 |
|
0.618 |
818.4 |
|
0.500 |
817.1 |
|
0.382 |
815.8 |
|
LOW |
811.8 |
|
0.618 |
805.2 |
|
1.000 |
801.2 |
|
1.618 |
794.6 |
|
2.618 |
784.0 |
|
4.250 |
766.8 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
820.0 |
823.2 |
| PP |
818.6 |
822.6 |
| S1 |
817.1 |
822.1 |
|