CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
839.3 |
837.6 |
-1.7 |
-0.2% |
843.2 |
| High |
841.8 |
848.4 |
6.6 |
0.8% |
844.6 |
| Low |
831.8 |
835.7 |
3.9 |
0.5% |
818.2 |
| Close |
838.9 |
842.5 |
3.6 |
0.4% |
844.6 |
| Range |
10.0 |
12.7 |
2.7 |
27.0% |
26.4 |
| ATR |
9.3 |
9.5 |
0.2 |
2.7% |
0.0 |
| Volume |
31 |
116 |
85 |
274.2% |
1,858 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.3 |
874.1 |
849.5 |
|
| R3 |
867.6 |
861.4 |
846.0 |
|
| R2 |
854.9 |
854.9 |
844.8 |
|
| R1 |
848.7 |
848.7 |
843.7 |
851.8 |
| PP |
842.2 |
842.2 |
842.2 |
843.8 |
| S1 |
836.0 |
836.0 |
841.3 |
839.1 |
| S2 |
829.5 |
829.5 |
840.2 |
|
| S3 |
816.8 |
823.3 |
839.0 |
|
| S4 |
804.1 |
810.6 |
835.5 |
|
|
| 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 |
902.4 |
|
2.618 |
881.6 |
|
1.618 |
868.9 |
|
1.000 |
861.1 |
|
0.618 |
856.2 |
|
HIGH |
848.4 |
|
0.618 |
843.5 |
|
0.500 |
842.1 |
|
0.382 |
840.6 |
|
LOW |
835.7 |
|
0.618 |
827.9 |
|
1.000 |
823.0 |
|
1.618 |
815.2 |
|
2.618 |
802.5 |
|
4.250 |
781.7 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
842.4 |
841.7 |
| PP |
842.2 |
840.9 |
| S1 |
842.1 |
840.1 |
|