CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
837.6 |
841.4 |
3.8 |
0.5% |
843.2 |
| High |
848.4 |
841.4 |
-7.0 |
-0.8% |
844.6 |
| Low |
835.7 |
828.0 |
-7.7 |
-0.9% |
818.2 |
| Close |
842.5 |
831.7 |
-10.8 |
-1.3% |
844.6 |
| Range |
12.7 |
13.4 |
0.7 |
5.5% |
26.4 |
| ATR |
9.5 |
9.9 |
0.4 |
3.8% |
0.0 |
| Volume |
116 |
92 |
-24 |
-20.7% |
1,858 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.9 |
866.2 |
839.1 |
|
| R3 |
860.5 |
852.8 |
835.4 |
|
| R2 |
847.1 |
847.1 |
834.2 |
|
| R1 |
839.4 |
839.4 |
832.9 |
836.6 |
| PP |
833.7 |
833.7 |
833.7 |
832.3 |
| S1 |
826.0 |
826.0 |
830.5 |
823.2 |
| S2 |
820.3 |
820.3 |
829.2 |
|
| S3 |
806.9 |
812.6 |
828.0 |
|
| S4 |
793.5 |
799.2 |
824.3 |
|
|
| 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 |
898.4 |
|
2.618 |
876.5 |
|
1.618 |
863.1 |
|
1.000 |
854.8 |
|
0.618 |
849.7 |
|
HIGH |
841.4 |
|
0.618 |
836.3 |
|
0.500 |
834.7 |
|
0.382 |
833.1 |
|
LOW |
828.0 |
|
0.618 |
819.7 |
|
1.000 |
814.6 |
|
1.618 |
806.3 |
|
2.618 |
792.9 |
|
4.250 |
771.1 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
834.7 |
838.2 |
| PP |
833.7 |
836.0 |
| S1 |
832.7 |
833.9 |
|