CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
839.2 |
844.7 |
5.5 |
0.7% |
824.7 |
| High |
845.0 |
850.9 |
5.9 |
0.7% |
848.1 |
| Low |
830.6 |
844.1 |
13.5 |
1.6% |
822.0 |
| Close |
844.5 |
848.5 |
4.0 |
0.5% |
831.8 |
| Range |
14.4 |
6.8 |
-7.6 |
-52.8% |
26.1 |
| ATR |
11.7 |
11.3 |
-0.3 |
-3.0% |
0.0 |
| Volume |
189,182 |
214,363 |
25,181 |
13.3% |
1,070,879 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.2 |
865.2 |
852.2 |
|
| R3 |
861.4 |
858.4 |
850.4 |
|
| R2 |
854.6 |
854.6 |
849.7 |
|
| R1 |
851.6 |
851.6 |
849.1 |
853.1 |
| PP |
847.8 |
847.8 |
847.8 |
848.6 |
| S1 |
844.8 |
844.8 |
847.9 |
846.3 |
| S2 |
841.0 |
841.0 |
847.3 |
|
| S3 |
834.2 |
838.0 |
846.6 |
|
| S4 |
827.4 |
831.2 |
844.8 |
|
|
| 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 |
850.9 |
822.0 |
28.9 |
3.4% |
11.6 |
1.4% |
92% |
True |
False |
202,184 |
| 10 |
850.9 |
813.5 |
37.4 |
4.4% |
11.9 |
1.4% |
94% |
True |
False |
205,917 |
| 20 |
850.9 |
811.8 |
39.1 |
4.6% |
11.2 |
1.3% |
94% |
True |
False |
197,828 |
| 40 |
850.9 |
807.4 |
43.5 |
5.1% |
10.5 |
1.2% |
94% |
True |
False |
176,725 |
| 60 |
850.9 |
766.7 |
84.2 |
9.9% |
10.7 |
1.3% |
97% |
True |
False |
182,331 |
| 80 |
850.9 |
762.4 |
88.5 |
10.4% |
11.2 |
1.3% |
97% |
True |
False |
137,513 |
| 100 |
850.9 |
762.4 |
88.5 |
10.4% |
11.0 |
1.3% |
97% |
True |
False |
110,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
879.8 |
|
2.618 |
868.7 |
|
1.618 |
861.9 |
|
1.000 |
857.7 |
|
0.618 |
855.1 |
|
HIGH |
850.9 |
|
0.618 |
848.3 |
|
0.500 |
847.5 |
|
0.382 |
846.7 |
|
LOW |
844.1 |
|
0.618 |
839.9 |
|
1.000 |
837.3 |
|
1.618 |
833.1 |
|
2.618 |
826.3 |
|
4.250 |
815.2 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
848.2 |
845.9 |
| PP |
847.8 |
843.3 |
| S1 |
847.5 |
840.8 |
|