CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
830.2 |
838.1 |
7.9 |
1.0% |
844.8 |
| High |
840.0 |
841.7 |
1.7 |
0.2% |
848.4 |
| Low |
829.9 |
830.2 |
0.3 |
0.0% |
828.0 |
| Close |
839.4 |
832.2 |
-7.2 |
-0.9% |
839.4 |
| Range |
10.1 |
11.5 |
1.4 |
13.9% |
20.4 |
| ATR |
9.9 |
10.0 |
0.1 |
1.2% |
0.0 |
| Volume |
506 |
442 |
-64 |
-12.6% |
865 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.2 |
862.2 |
838.5 |
|
| R3 |
857.7 |
850.7 |
835.4 |
|
| R2 |
846.2 |
846.2 |
834.3 |
|
| R1 |
839.2 |
839.2 |
833.3 |
837.0 |
| PP |
834.7 |
834.7 |
834.7 |
833.6 |
| S1 |
827.7 |
827.7 |
831.1 |
825.5 |
| S2 |
823.2 |
823.2 |
830.1 |
|
| S3 |
811.7 |
816.2 |
829.0 |
|
| S4 |
800.2 |
804.7 |
825.9 |
|
|
| 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 |
890.6 |
|
2.618 |
871.8 |
|
1.618 |
860.3 |
|
1.000 |
853.2 |
|
0.618 |
848.8 |
|
HIGH |
841.7 |
|
0.618 |
837.3 |
|
0.500 |
836.0 |
|
0.382 |
834.6 |
|
LOW |
830.2 |
|
0.618 |
823.1 |
|
1.000 |
818.7 |
|
1.618 |
811.6 |
|
2.618 |
800.1 |
|
4.250 |
781.3 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
836.0 |
834.9 |
| PP |
834.7 |
834.0 |
| S1 |
833.5 |
833.1 |
|