CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
842.1 |
844.8 |
2.7 |
0.3% |
843.2 |
| High |
844.6 |
846.4 |
1.8 |
0.2% |
844.6 |
| Low |
838.2 |
841.4 |
3.2 |
0.4% |
818.2 |
| Close |
844.6 |
842.3 |
-2.3 |
-0.3% |
844.6 |
| Range |
6.4 |
5.0 |
-1.4 |
-21.9% |
26.4 |
| ATR |
9.5 |
9.2 |
-0.3 |
-3.4% |
0.0 |
| Volume |
239 |
120 |
-119 |
-49.8% |
1,858 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.4 |
855.3 |
845.1 |
|
| R3 |
853.4 |
850.3 |
843.7 |
|
| R2 |
848.4 |
848.4 |
843.2 |
|
| R1 |
845.3 |
845.3 |
842.8 |
844.4 |
| PP |
843.4 |
843.4 |
843.4 |
842.9 |
| S1 |
840.3 |
840.3 |
841.8 |
839.4 |
| S2 |
838.4 |
838.4 |
841.4 |
|
| S3 |
833.4 |
835.3 |
840.9 |
|
| S4 |
828.4 |
830.3 |
839.6 |
|
|
| 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 |
867.7 |
|
2.618 |
859.5 |
|
1.618 |
854.5 |
|
1.000 |
851.4 |
|
0.618 |
849.5 |
|
HIGH |
846.4 |
|
0.618 |
844.5 |
|
0.500 |
843.9 |
|
0.382 |
843.3 |
|
LOW |
841.4 |
|
0.618 |
838.3 |
|
1.000 |
836.4 |
|
1.618 |
833.3 |
|
2.618 |
828.3 |
|
4.250 |
820.2 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
843.9 |
842.0 |
| PP |
843.4 |
841.8 |
| S1 |
842.8 |
841.5 |
|