CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
843.2 |
825.7 |
-17.5 |
-2.1% |
840.3 |
| High |
844.4 |
828.4 |
-16.0 |
-1.9% |
847.3 |
| Low |
824.4 |
818.2 |
-6.2 |
-0.8% |
831.7 |
| Close |
826.7 |
828.0 |
1.3 |
0.2% |
842.7 |
| Range |
20.0 |
10.2 |
-9.8 |
-49.0% |
15.6 |
| ATR |
9.6 |
9.7 |
0.0 |
0.4% |
0.0 |
| Volume |
245 |
185 |
-60 |
-24.5% |
560 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.5 |
851.9 |
833.6 |
|
| R3 |
845.3 |
841.7 |
830.8 |
|
| R2 |
835.1 |
835.1 |
829.9 |
|
| R1 |
831.5 |
831.5 |
828.9 |
833.3 |
| PP |
824.9 |
824.9 |
824.9 |
825.8 |
| S1 |
821.3 |
821.3 |
827.1 |
823.1 |
| S2 |
814.7 |
814.7 |
826.1 |
|
| S3 |
804.5 |
811.1 |
825.2 |
|
| S4 |
794.3 |
800.9 |
822.4 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.4 |
880.6 |
851.3 |
|
| R3 |
871.8 |
865.0 |
847.0 |
|
| R2 |
856.2 |
856.2 |
845.6 |
|
| R1 |
849.4 |
849.4 |
844.1 |
852.8 |
| PP |
840.6 |
840.6 |
840.6 |
842.3 |
| S1 |
833.8 |
833.8 |
841.3 |
837.2 |
| S2 |
825.0 |
825.0 |
839.8 |
|
| S3 |
809.4 |
818.2 |
838.4 |
|
| S4 |
793.8 |
802.6 |
834.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.8 |
|
2.618 |
855.1 |
|
1.618 |
844.9 |
|
1.000 |
838.6 |
|
0.618 |
834.7 |
|
HIGH |
828.4 |
|
0.618 |
824.5 |
|
0.500 |
823.3 |
|
0.382 |
822.1 |
|
LOW |
818.2 |
|
0.618 |
811.9 |
|
1.000 |
808.0 |
|
1.618 |
801.7 |
|
2.618 |
791.5 |
|
4.250 |
774.9 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
826.4 |
831.8 |
| PP |
824.9 |
830.5 |
| S1 |
823.3 |
829.3 |
|