CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
842.3 |
849.6 |
7.3 |
0.9% |
838.1 |
| High |
851.2 |
855.6 |
4.4 |
0.5% |
841.7 |
| Low |
841.0 |
844.4 |
3.4 |
0.4% |
819.5 |
| Close |
848.0 |
845.5 |
-2.5 |
-0.3% |
832.4 |
| Range |
10.2 |
11.2 |
1.0 |
9.8% |
22.2 |
| ATR |
10.7 |
10.8 |
0.0 |
0.3% |
0.0 |
| Volume |
1,156 |
545 |
-611 |
-52.9% |
16,271 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.1 |
875.0 |
851.7 |
|
| R3 |
870.9 |
863.8 |
848.6 |
|
| R2 |
859.7 |
859.7 |
847.6 |
|
| R1 |
852.6 |
852.6 |
846.5 |
850.6 |
| PP |
848.5 |
848.5 |
848.5 |
847.5 |
| S1 |
841.4 |
841.4 |
844.5 |
839.4 |
| S2 |
837.3 |
837.3 |
843.4 |
|
| S3 |
826.1 |
830.2 |
842.4 |
|
| S4 |
814.9 |
819.0 |
839.3 |
|
|
| 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 |
903.2 |
|
2.618 |
884.9 |
|
1.618 |
873.7 |
|
1.000 |
866.8 |
|
0.618 |
862.5 |
|
HIGH |
855.6 |
|
0.618 |
851.3 |
|
0.500 |
850.0 |
|
0.382 |
848.7 |
|
LOW |
844.4 |
|
0.618 |
837.5 |
|
1.000 |
833.2 |
|
1.618 |
826.3 |
|
2.618 |
815.1 |
|
4.250 |
796.8 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
850.0 |
844.8 |
| PP |
848.5 |
844.1 |
| S1 |
847.0 |
843.4 |
|