CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
841.4 |
830.2 |
-11.2 |
-1.3% |
844.8 |
| High |
841.4 |
840.0 |
-1.4 |
-0.2% |
848.4 |
| Low |
828.0 |
829.9 |
1.9 |
0.2% |
828.0 |
| Close |
831.7 |
839.4 |
7.7 |
0.9% |
839.4 |
| Range |
13.4 |
10.1 |
-3.3 |
-24.6% |
20.4 |
| ATR |
9.9 |
9.9 |
0.0 |
0.2% |
0.0 |
| Volume |
92 |
506 |
414 |
450.0% |
865 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
866.7 |
863.2 |
845.0 |
|
| R3 |
856.6 |
853.1 |
842.2 |
|
| R2 |
846.5 |
846.5 |
841.3 |
|
| R1 |
843.0 |
843.0 |
840.3 |
844.8 |
| PP |
836.4 |
836.4 |
836.4 |
837.3 |
| S1 |
832.9 |
832.9 |
838.5 |
834.7 |
| S2 |
826.3 |
826.3 |
837.5 |
|
| S3 |
816.2 |
822.8 |
836.6 |
|
| S4 |
806.1 |
812.7 |
833.8 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
899.8 |
890.0 |
850.6 |
|
| R3 |
879.4 |
869.6 |
845.0 |
|
| R2 |
859.0 |
859.0 |
843.1 |
|
| R1 |
849.2 |
849.2 |
841.3 |
843.9 |
| PP |
838.6 |
838.6 |
838.6 |
836.0 |
| S1 |
828.8 |
828.8 |
837.5 |
823.5 |
| S2 |
818.2 |
818.2 |
835.7 |
|
| S3 |
797.8 |
808.4 |
833.8 |
|
| S4 |
777.4 |
788.0 |
828.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.9 |
|
2.618 |
866.4 |
|
1.618 |
856.3 |
|
1.000 |
850.1 |
|
0.618 |
846.2 |
|
HIGH |
840.0 |
|
0.618 |
836.1 |
|
0.500 |
835.0 |
|
0.382 |
833.8 |
|
LOW |
829.9 |
|
0.618 |
823.7 |
|
1.000 |
819.8 |
|
1.618 |
813.6 |
|
2.618 |
803.5 |
|
4.250 |
787.0 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
837.9 |
839.0 |
| PP |
836.4 |
838.6 |
| S1 |
835.0 |
838.2 |
|