CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
828.0 |
821.8 |
-6.2 |
-0.7% |
838.1 |
| High |
829.2 |
835.2 |
6.0 |
0.7% |
841.7 |
| Low |
821.7 |
821.8 |
0.1 |
0.0% |
819.5 |
| Close |
822.5 |
832.4 |
9.9 |
1.2% |
832.4 |
| Range |
7.5 |
13.4 |
5.9 |
78.7% |
22.2 |
| ATR |
10.2 |
10.4 |
0.2 |
2.3% |
0.0 |
| Volume |
522 |
387 |
-135 |
-25.9% |
16,271 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.0 |
864.6 |
839.8 |
|
| R3 |
856.6 |
851.2 |
836.1 |
|
| R2 |
843.2 |
843.2 |
834.9 |
|
| R1 |
837.8 |
837.8 |
833.6 |
840.5 |
| PP |
829.8 |
829.8 |
829.8 |
831.2 |
| S1 |
824.4 |
824.4 |
831.2 |
827.1 |
| S2 |
816.4 |
816.4 |
829.9 |
|
| S3 |
803.0 |
811.0 |
828.7 |
|
| S4 |
789.6 |
797.6 |
825.0 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897.8 |
887.3 |
844.6 |
|
| R3 |
875.6 |
865.1 |
838.5 |
|
| R2 |
853.4 |
853.4 |
836.5 |
|
| R1 |
842.9 |
842.9 |
834.4 |
837.1 |
| PP |
831.2 |
831.2 |
831.2 |
828.3 |
| S1 |
820.7 |
820.7 |
830.4 |
814.9 |
| S2 |
809.0 |
809.0 |
828.3 |
|
| S3 |
786.8 |
798.5 |
826.3 |
|
| S4 |
764.6 |
776.3 |
820.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892.2 |
|
2.618 |
870.3 |
|
1.618 |
856.9 |
|
1.000 |
848.6 |
|
0.618 |
843.5 |
|
HIGH |
835.2 |
|
0.618 |
830.1 |
|
0.500 |
828.5 |
|
0.382 |
826.9 |
|
LOW |
821.8 |
|
0.618 |
813.5 |
|
1.000 |
808.4 |
|
1.618 |
800.1 |
|
2.618 |
786.7 |
|
4.250 |
764.9 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
831.1 |
830.7 |
| PP |
829.8 |
829.0 |
| S1 |
828.5 |
827.4 |
|