CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
840.4 |
837.4 |
-3.0 |
-0.4% |
831.6 |
| High |
848.1 |
842.3 |
-5.8 |
-0.7% |
834.6 |
| Low |
836.6 |
822.0 |
-14.6 |
-1.7% |
811.8 |
| Close |
837.9 |
826.2 |
-11.7 |
-1.4% |
824.8 |
| Range |
11.5 |
20.3 |
8.8 |
76.5% |
22.8 |
| ATR |
11.3 |
12.0 |
0.6 |
5.7% |
0.0 |
| Volume |
196,922 |
191,827 |
-5,095 |
-2.6% |
1,106,174 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.1 |
878.9 |
837.4 |
|
| R3 |
870.8 |
858.6 |
831.8 |
|
| R2 |
850.5 |
850.5 |
829.9 |
|
| R1 |
838.3 |
838.3 |
828.1 |
834.3 |
| PP |
830.2 |
830.2 |
830.2 |
828.1 |
| S1 |
818.0 |
818.0 |
824.3 |
814.0 |
| S2 |
809.9 |
809.9 |
822.5 |
|
| S3 |
789.6 |
797.7 |
820.6 |
|
| S4 |
769.3 |
777.4 |
815.0 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.1 |
881.3 |
837.3 |
|
| R3 |
869.3 |
858.5 |
831.1 |
|
| R2 |
846.5 |
846.5 |
829.0 |
|
| R1 |
835.7 |
835.7 |
826.9 |
829.7 |
| PP |
823.7 |
823.7 |
823.7 |
820.8 |
| S1 |
812.9 |
812.9 |
822.7 |
806.9 |
| S2 |
800.9 |
800.9 |
820.6 |
|
| S3 |
778.1 |
790.1 |
818.5 |
|
| S4 |
755.3 |
767.3 |
812.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.1 |
813.5 |
34.6 |
4.2% |
14.5 |
1.8% |
37% |
False |
False |
199,824 |
| 10 |
848.1 |
811.8 |
36.3 |
4.4% |
13.0 |
1.6% |
40% |
False |
False |
216,339 |
| 20 |
848.1 |
810.3 |
37.8 |
4.6% |
12.1 |
1.5% |
42% |
False |
False |
193,621 |
| 40 |
848.1 |
799.1 |
49.0 |
5.9% |
10.4 |
1.3% |
55% |
False |
False |
173,730 |
| 60 |
848.1 |
762.4 |
85.7 |
10.4% |
11.4 |
1.4% |
74% |
False |
False |
169,477 |
| 80 |
848.1 |
762.4 |
85.7 |
10.4% |
11.1 |
1.3% |
74% |
False |
False |
127,285 |
| 100 |
848.1 |
762.4 |
85.7 |
10.4% |
11.1 |
1.3% |
74% |
False |
False |
101,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928.6 |
|
2.618 |
895.4 |
|
1.618 |
875.1 |
|
1.000 |
862.6 |
|
0.618 |
854.8 |
|
HIGH |
842.3 |
|
0.618 |
834.5 |
|
0.500 |
832.2 |
|
0.382 |
829.8 |
|
LOW |
822.0 |
|
0.618 |
809.5 |
|
1.000 |
801.7 |
|
1.618 |
789.2 |
|
2.618 |
768.9 |
|
4.250 |
735.7 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
832.2 |
835.1 |
| PP |
830.2 |
832.1 |
| S1 |
828.2 |
829.2 |
|