CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
837.4 |
826.4 |
-11.0 |
-1.3% |
824.7 |
| High |
842.3 |
833.6 |
-8.7 |
-1.0% |
848.1 |
| Low |
822.0 |
825.7 |
3.7 |
0.5% |
822.0 |
| Close |
826.2 |
831.8 |
5.6 |
0.7% |
831.8 |
| Range |
20.3 |
7.9 |
-12.4 |
-61.1% |
26.1 |
| ATR |
12.0 |
11.7 |
-0.3 |
-2.4% |
0.0 |
| Volume |
191,827 |
278,743 |
86,916 |
45.3% |
1,070,879 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.1 |
850.8 |
836.1 |
|
| R3 |
846.2 |
842.9 |
834.0 |
|
| R2 |
838.3 |
838.3 |
833.2 |
|
| R1 |
835.0 |
835.0 |
832.5 |
836.7 |
| PP |
830.4 |
830.4 |
830.4 |
831.2 |
| S1 |
827.1 |
827.1 |
831.1 |
828.8 |
| S2 |
822.5 |
822.5 |
830.4 |
|
| S3 |
814.6 |
819.2 |
829.6 |
|
| S4 |
806.7 |
811.3 |
827.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.3 |
898.1 |
846.2 |
|
| R3 |
886.2 |
872.0 |
839.0 |
|
| R2 |
860.1 |
860.1 |
836.6 |
|
| R1 |
845.9 |
845.9 |
834.2 |
853.0 |
| PP |
834.0 |
834.0 |
834.0 |
837.5 |
| S1 |
819.8 |
819.8 |
829.4 |
826.9 |
| S2 |
807.9 |
807.9 |
827.0 |
|
| S3 |
781.8 |
793.7 |
824.6 |
|
| S4 |
755.7 |
767.6 |
817.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.1 |
822.0 |
26.1 |
3.1% |
13.3 |
1.6% |
38% |
False |
False |
214,175 |
| 10 |
848.1 |
811.8 |
36.3 |
4.4% |
12.7 |
1.5% |
55% |
False |
False |
217,705 |
| 20 |
848.1 |
810.3 |
37.8 |
4.5% |
12.1 |
1.4% |
57% |
False |
False |
199,899 |
| 40 |
848.1 |
803.3 |
44.8 |
5.4% |
10.3 |
1.2% |
64% |
False |
False |
175,701 |
| 60 |
848.1 |
762.4 |
85.7 |
10.3% |
11.2 |
1.3% |
81% |
False |
False |
174,083 |
| 80 |
848.1 |
762.4 |
85.7 |
10.3% |
11.1 |
1.3% |
81% |
False |
False |
130,768 |
| 100 |
848.1 |
762.4 |
85.7 |
10.3% |
11.0 |
1.3% |
81% |
False |
False |
104,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.2 |
|
2.618 |
854.3 |
|
1.618 |
846.4 |
|
1.000 |
841.5 |
|
0.618 |
838.5 |
|
HIGH |
833.6 |
|
0.618 |
830.6 |
|
0.500 |
829.7 |
|
0.382 |
828.7 |
|
LOW |
825.7 |
|
0.618 |
820.8 |
|
1.000 |
817.8 |
|
1.618 |
812.9 |
|
2.618 |
805.0 |
|
4.250 |
792.1 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
831.1 |
835.1 |
| PP |
830.4 |
834.0 |
| S1 |
829.7 |
832.9 |
|