CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
840.3 |
823.5 |
-16.8 |
-2.0% |
854.0 |
| High |
844.9 |
837.0 |
-7.9 |
-0.9% |
856.0 |
| Low |
823.2 |
817.5 |
-5.7 |
-0.7% |
817.5 |
| Close |
823.5 |
834.4 |
10.9 |
1.3% |
834.4 |
| Range |
21.7 |
19.5 |
-2.2 |
-10.1% |
38.5 |
| ATR |
11.9 |
12.5 |
0.5 |
4.5% |
0.0 |
| Volume |
287,752 |
244,642 |
-43,110 |
-15.0% |
1,175,424 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.1 |
880.8 |
845.1 |
|
| R3 |
868.6 |
861.3 |
839.8 |
|
| R2 |
849.1 |
849.1 |
838.0 |
|
| R1 |
841.8 |
841.8 |
836.2 |
845.5 |
| PP |
829.6 |
829.6 |
829.6 |
831.5 |
| S1 |
822.3 |
822.3 |
832.6 |
826.0 |
| S2 |
810.1 |
810.1 |
830.8 |
|
| S3 |
790.6 |
802.8 |
829.0 |
|
| S4 |
771.1 |
783.3 |
823.7 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.5 |
931.4 |
855.6 |
|
| R3 |
913.0 |
892.9 |
845.0 |
|
| R2 |
874.5 |
874.5 |
841.5 |
|
| R1 |
854.4 |
854.4 |
837.9 |
845.2 |
| PP |
836.0 |
836.0 |
836.0 |
831.4 |
| S1 |
815.9 |
815.9 |
830.9 |
806.7 |
| S2 |
797.5 |
797.5 |
827.3 |
|
| S3 |
759.0 |
777.4 |
823.8 |
|
| S4 |
720.5 |
738.9 |
813.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
856.0 |
817.5 |
38.5 |
4.6% |
14.7 |
1.8% |
44% |
False |
True |
235,084 |
| 10 |
858.1 |
817.5 |
40.6 |
4.9% |
12.2 |
1.5% |
42% |
False |
True |
219,271 |
| 20 |
858.1 |
811.8 |
46.3 |
5.5% |
12.6 |
1.5% |
49% |
False |
False |
217,805 |
| 40 |
858.1 |
810.3 |
47.8 |
5.7% |
11.4 |
1.4% |
50% |
False |
False |
194,947 |
| 60 |
858.1 |
781.1 |
77.0 |
9.2% |
10.8 |
1.3% |
69% |
False |
False |
180,648 |
| 80 |
858.1 |
762.4 |
95.7 |
11.5% |
11.7 |
1.4% |
75% |
False |
False |
154,643 |
| 100 |
858.1 |
762.4 |
95.7 |
11.5% |
11.2 |
1.3% |
75% |
False |
False |
123,773 |
| 120 |
858.1 |
762.4 |
95.7 |
11.5% |
11.1 |
1.3% |
75% |
False |
False |
103,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
919.9 |
|
2.618 |
888.1 |
|
1.618 |
868.6 |
|
1.000 |
856.5 |
|
0.618 |
849.1 |
|
HIGH |
837.0 |
|
0.618 |
829.6 |
|
0.500 |
827.3 |
|
0.382 |
824.9 |
|
LOW |
817.5 |
|
0.618 |
805.4 |
|
1.000 |
798.0 |
|
1.618 |
785.9 |
|
2.618 |
766.4 |
|
4.250 |
734.6 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
832.0 |
834.4 |
| PP |
829.6 |
834.4 |
| S1 |
827.3 |
834.4 |
|