CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
824.0 |
828.0 |
4.0 |
0.5% |
844.8 |
| High |
829.8 |
829.2 |
-0.6 |
-0.1% |
848.4 |
| Low |
819.5 |
821.7 |
2.2 |
0.3% |
828.0 |
| Close |
829.1 |
822.5 |
-6.6 |
-0.8% |
839.4 |
| Range |
10.3 |
7.5 |
-2.8 |
-27.2% |
20.4 |
| ATR |
10.4 |
10.2 |
-0.2 |
-2.0% |
0.0 |
| Volume |
4,795 |
522 |
-4,273 |
-89.1% |
865 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.0 |
842.2 |
826.6 |
|
| R3 |
839.5 |
834.7 |
824.6 |
|
| R2 |
832.0 |
832.0 |
823.9 |
|
| R1 |
827.2 |
827.2 |
823.2 |
825.9 |
| PP |
824.5 |
824.5 |
824.5 |
823.8 |
| S1 |
819.7 |
819.7 |
821.8 |
818.4 |
| S2 |
817.0 |
817.0 |
821.1 |
|
| S3 |
809.5 |
812.2 |
820.4 |
|
| S4 |
802.0 |
804.7 |
818.4 |
|
|
| 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 |
861.1 |
|
2.618 |
848.8 |
|
1.618 |
841.3 |
|
1.000 |
836.7 |
|
0.618 |
833.8 |
|
HIGH |
829.2 |
|
0.618 |
826.3 |
|
0.500 |
825.5 |
|
0.382 |
824.6 |
|
LOW |
821.7 |
|
0.618 |
817.1 |
|
1.000 |
814.2 |
|
1.618 |
809.6 |
|
2.618 |
802.1 |
|
4.250 |
789.8 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
825.5 |
828.8 |
| PP |
824.5 |
826.7 |
| S1 |
823.5 |
824.6 |
|