CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
830.2 |
824.0 |
-6.2 |
-0.7% |
844.8 |
| High |
838.1 |
829.8 |
-8.3 |
-1.0% |
848.4 |
| Low |
822.9 |
819.5 |
-3.4 |
-0.4% |
828.0 |
| Close |
824.8 |
829.1 |
4.3 |
0.5% |
839.4 |
| Range |
15.2 |
10.3 |
-4.9 |
-32.2% |
20.4 |
| ATR |
10.4 |
10.4 |
0.0 |
0.0% |
0.0 |
| Volume |
10,125 |
4,795 |
-5,330 |
-52.6% |
865 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857.0 |
853.4 |
834.8 |
|
| R3 |
846.7 |
843.1 |
831.9 |
|
| R2 |
836.4 |
836.4 |
831.0 |
|
| R1 |
832.8 |
832.8 |
830.0 |
834.6 |
| PP |
826.1 |
826.1 |
826.1 |
827.1 |
| S1 |
822.5 |
822.5 |
828.2 |
824.3 |
| S2 |
815.8 |
815.8 |
827.2 |
|
| S3 |
805.5 |
812.2 |
826.3 |
|
| S4 |
795.2 |
801.9 |
823.4 |
|
|
| 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 |
873.6 |
|
2.618 |
856.8 |
|
1.618 |
846.5 |
|
1.000 |
840.1 |
|
0.618 |
836.2 |
|
HIGH |
829.8 |
|
0.618 |
825.9 |
|
0.500 |
824.7 |
|
0.382 |
823.4 |
|
LOW |
819.5 |
|
0.618 |
813.1 |
|
1.000 |
809.2 |
|
1.618 |
802.8 |
|
2.618 |
792.5 |
|
4.250 |
775.7 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
827.6 |
830.6 |
| PP |
826.1 |
830.1 |
| S1 |
824.7 |
829.6 |
|