CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
834.0 |
820.0 |
-14.0 |
-1.7% |
854.0 |
| High |
834.5 |
834.8 |
0.3 |
0.0% |
856.0 |
| Low |
819.4 |
817.8 |
-1.6 |
-0.2% |
817.5 |
| Close |
820.1 |
831.2 |
11.1 |
1.4% |
834.4 |
| Range |
15.1 |
17.0 |
1.9 |
12.6% |
38.5 |
| ATR |
12.5 |
12.8 |
0.3 |
2.6% |
0.0 |
| Volume |
114,266 |
146,183 |
31,917 |
27.9% |
1,175,424 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.9 |
872.1 |
840.6 |
|
| R3 |
861.9 |
855.1 |
835.9 |
|
| R2 |
844.9 |
844.9 |
834.3 |
|
| R1 |
838.1 |
838.1 |
832.8 |
841.5 |
| PP |
827.9 |
827.9 |
827.9 |
829.7 |
| S1 |
821.1 |
821.1 |
829.6 |
824.5 |
| S2 |
810.9 |
810.9 |
828.1 |
|
| S3 |
793.9 |
804.1 |
826.5 |
|
| S4 |
776.9 |
787.1 |
821.9 |
|
|
| 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 |
844.9 |
817.5 |
27.4 |
3.3% |
16.5 |
2.0% |
50% |
False |
False |
183,065 |
| 10 |
858.1 |
817.5 |
40.6 |
4.9% |
13.2 |
1.6% |
34% |
False |
False |
197,092 |
| 20 |
858.1 |
811.8 |
46.3 |
5.6% |
12.7 |
1.5% |
42% |
False |
False |
204,855 |
| 40 |
858.1 |
810.3 |
47.8 |
5.8% |
11.8 |
1.4% |
44% |
False |
False |
192,840 |
| 60 |
858.1 |
796.8 |
61.3 |
7.4% |
10.9 |
1.3% |
56% |
False |
False |
177,411 |
| 80 |
858.1 |
762.4 |
95.7 |
11.5% |
11.9 |
1.4% |
72% |
False |
False |
159,410 |
| 100 |
858.1 |
762.4 |
95.7 |
11.5% |
11.2 |
1.4% |
72% |
False |
False |
127,598 |
| 120 |
858.1 |
762.4 |
95.7 |
11.5% |
11.1 |
1.3% |
72% |
False |
False |
106,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
907.1 |
|
2.618 |
879.3 |
|
1.618 |
862.3 |
|
1.000 |
851.8 |
|
0.618 |
845.3 |
|
HIGH |
834.8 |
|
0.618 |
828.3 |
|
0.500 |
826.3 |
|
0.382 |
824.3 |
|
LOW |
817.8 |
|
0.618 |
807.3 |
|
1.000 |
800.8 |
|
1.618 |
790.3 |
|
2.618 |
773.3 |
|
4.250 |
745.6 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
829.6 |
830.1 |
| PP |
827.9 |
829.1 |
| S1 |
826.3 |
828.0 |
|