CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
844.8 |
839.3 |
-5.5 |
-0.7% |
843.2 |
| High |
846.4 |
841.8 |
-4.6 |
-0.5% |
844.6 |
| Low |
841.4 |
831.8 |
-9.6 |
-1.1% |
818.2 |
| Close |
842.3 |
838.9 |
-3.4 |
-0.4% |
844.6 |
| Range |
5.0 |
10.0 |
5.0 |
100.0% |
26.4 |
| ATR |
9.2 |
9.3 |
0.1 |
1.0% |
0.0 |
| Volume |
120 |
31 |
-89 |
-74.2% |
1,858 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.5 |
863.2 |
844.4 |
|
| R3 |
857.5 |
853.2 |
841.7 |
|
| R2 |
847.5 |
847.5 |
840.7 |
|
| R1 |
843.2 |
843.2 |
839.8 |
840.4 |
| PP |
837.5 |
837.5 |
837.5 |
836.1 |
| S1 |
833.2 |
833.2 |
838.0 |
830.4 |
| S2 |
827.5 |
827.5 |
837.1 |
|
| S3 |
817.5 |
823.2 |
836.2 |
|
| S4 |
807.5 |
813.2 |
833.4 |
|
|
| 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 |
884.3 |
|
2.618 |
868.0 |
|
1.618 |
858.0 |
|
1.000 |
851.8 |
|
0.618 |
848.0 |
|
HIGH |
841.8 |
|
0.618 |
838.0 |
|
0.500 |
836.8 |
|
0.382 |
835.6 |
|
LOW |
831.8 |
|
0.618 |
825.6 |
|
1.000 |
821.8 |
|
1.618 |
815.6 |
|
2.618 |
805.6 |
|
4.250 |
789.3 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
838.2 |
839.1 |
| PP |
837.5 |
839.0 |
| S1 |
836.8 |
839.0 |
|