CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
838.1 |
830.2 |
-7.9 |
-0.9% |
844.8 |
| High |
841.7 |
838.1 |
-3.6 |
-0.4% |
848.4 |
| Low |
830.2 |
822.9 |
-7.3 |
-0.9% |
828.0 |
| Close |
832.2 |
824.8 |
-7.4 |
-0.9% |
839.4 |
| Range |
11.5 |
15.2 |
3.7 |
32.2% |
20.4 |
| ATR |
10.0 |
10.4 |
0.4 |
3.7% |
0.0 |
| Volume |
442 |
10,125 |
9,683 |
2,190.7% |
865 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.2 |
864.7 |
833.2 |
|
| R3 |
859.0 |
849.5 |
829.0 |
|
| R2 |
843.8 |
843.8 |
827.6 |
|
| R1 |
834.3 |
834.3 |
826.2 |
831.5 |
| PP |
828.6 |
828.6 |
828.6 |
827.2 |
| S1 |
819.1 |
819.1 |
823.4 |
816.3 |
| S2 |
813.4 |
813.4 |
822.0 |
|
| S3 |
798.2 |
803.9 |
820.6 |
|
| S4 |
783.0 |
788.7 |
816.4 |
|
|
| 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 |
902.7 |
|
2.618 |
877.9 |
|
1.618 |
862.7 |
|
1.000 |
853.3 |
|
0.618 |
847.5 |
|
HIGH |
838.1 |
|
0.618 |
832.3 |
|
0.500 |
830.5 |
|
0.382 |
828.7 |
|
LOW |
822.9 |
|
0.618 |
813.5 |
|
1.000 |
807.7 |
|
1.618 |
798.3 |
|
2.618 |
783.1 |
|
4.250 |
758.3 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.5 |
832.3 |
| PP |
828.6 |
829.8 |
| S1 |
826.7 |
827.3 |
|