CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
838.7 |
842.1 |
3.4 |
0.4% |
843.2 |
| High |
842.2 |
844.6 |
2.4 |
0.3% |
844.6 |
| Low |
836.6 |
838.2 |
1.6 |
0.2% |
818.2 |
| Close |
839.4 |
844.6 |
5.2 |
0.6% |
844.6 |
| Range |
5.6 |
6.4 |
0.8 |
14.3% |
26.4 |
| ATR |
9.7 |
9.5 |
-0.2 |
-2.4% |
0.0 |
| Volume |
366 |
239 |
-127 |
-34.7% |
1,858 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.7 |
859.5 |
848.1 |
|
| R3 |
855.3 |
853.1 |
846.4 |
|
| R2 |
848.9 |
848.9 |
845.8 |
|
| R1 |
846.7 |
846.7 |
845.2 |
847.8 |
| PP |
842.5 |
842.5 |
842.5 |
843.0 |
| S1 |
840.3 |
840.3 |
844.0 |
841.4 |
| S2 |
836.1 |
836.1 |
843.4 |
|
| S3 |
829.7 |
833.9 |
842.8 |
|
| S4 |
823.3 |
827.5 |
841.1 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
915.0 |
906.2 |
859.1 |
|
| R3 |
888.6 |
879.8 |
851.9 |
|
| R2 |
862.2 |
862.2 |
849.4 |
|
| R1 |
853.4 |
853.4 |
847.0 |
857.8 |
| PP |
835.8 |
835.8 |
835.8 |
838.0 |
| S1 |
827.0 |
827.0 |
842.2 |
831.4 |
| S2 |
809.4 |
809.4 |
839.8 |
|
| S3 |
783.0 |
800.6 |
837.3 |
|
| S4 |
756.6 |
774.2 |
830.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.8 |
|
2.618 |
861.4 |
|
1.618 |
855.0 |
|
1.000 |
851.0 |
|
0.618 |
848.6 |
|
HIGH |
844.6 |
|
0.618 |
842.2 |
|
0.500 |
841.4 |
|
0.382 |
840.6 |
|
LOW |
838.2 |
|
0.618 |
834.2 |
|
1.000 |
831.8 |
|
1.618 |
827.8 |
|
2.618 |
821.4 |
|
4.250 |
811.0 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
843.5 |
841.5 |
| PP |
842.5 |
838.4 |
| S1 |
841.4 |
835.4 |
|