CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
825.7 |
829.9 |
4.2 |
0.5% |
840.3 |
| High |
828.4 |
841.1 |
12.7 |
1.5% |
847.3 |
| Low |
818.2 |
826.1 |
7.9 |
1.0% |
831.7 |
| Close |
828.0 |
838.4 |
10.4 |
1.3% |
842.7 |
| Range |
10.2 |
15.0 |
4.8 |
47.1% |
15.6 |
| ATR |
9.7 |
10.0 |
0.4 |
3.9% |
0.0 |
| Volume |
185 |
823 |
638 |
344.9% |
560 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.2 |
874.3 |
846.7 |
|
| R3 |
865.2 |
859.3 |
842.5 |
|
| R2 |
850.2 |
850.2 |
841.2 |
|
| R1 |
844.3 |
844.3 |
839.8 |
847.3 |
| PP |
835.2 |
835.2 |
835.2 |
836.7 |
| S1 |
829.3 |
829.3 |
837.0 |
832.3 |
| S2 |
820.2 |
820.2 |
835.7 |
|
| S3 |
805.2 |
814.3 |
834.3 |
|
| S4 |
790.2 |
799.3 |
830.2 |
|
|
| 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 |
904.9 |
|
2.618 |
880.4 |
|
1.618 |
865.4 |
|
1.000 |
856.1 |
|
0.618 |
850.4 |
|
HIGH |
841.1 |
|
0.618 |
835.4 |
|
0.500 |
833.6 |
|
0.382 |
831.8 |
|
LOW |
826.1 |
|
0.618 |
816.8 |
|
1.000 |
811.1 |
|
1.618 |
801.8 |
|
2.618 |
786.8 |
|
4.250 |
762.4 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
836.8 |
836.0 |
| PP |
835.2 |
833.7 |
| S1 |
833.6 |
831.3 |
|