CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
844.0 |
833.9 |
-10.1 |
-1.2% |
831.6 |
| High |
849.7 |
841.0 |
-8.7 |
-1.0% |
855.6 |
| Low |
829.7 |
833.9 |
4.2 |
0.5% |
829.7 |
| Close |
833.8 |
839.4 |
5.6 |
0.7% |
839.4 |
| Range |
20.0 |
7.1 |
-12.9 |
-64.5% |
25.9 |
| ATR |
11.4 |
11.1 |
-0.3 |
-2.6% |
0.0 |
| Volume |
484 |
816 |
332 |
68.6% |
3,372 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.4 |
856.5 |
843.3 |
|
| R3 |
852.3 |
849.4 |
841.4 |
|
| R2 |
845.2 |
845.2 |
840.7 |
|
| R1 |
842.3 |
842.3 |
840.1 |
843.8 |
| PP |
838.1 |
838.1 |
838.1 |
838.8 |
| S1 |
835.2 |
835.2 |
838.7 |
836.7 |
| S2 |
831.0 |
831.0 |
838.1 |
|
| S3 |
823.9 |
828.1 |
837.4 |
|
| S4 |
816.8 |
821.0 |
835.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.3 |
905.2 |
853.6 |
|
| R3 |
893.4 |
879.3 |
846.5 |
|
| R2 |
867.5 |
867.5 |
844.1 |
|
| R1 |
853.4 |
853.4 |
841.8 |
860.5 |
| PP |
841.6 |
841.6 |
841.6 |
845.1 |
| S1 |
827.5 |
827.5 |
837.0 |
834.6 |
| S2 |
815.7 |
815.7 |
834.7 |
|
| S3 |
789.8 |
801.6 |
832.3 |
|
| S4 |
763.9 |
775.7 |
825.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.2 |
|
2.618 |
859.6 |
|
1.618 |
852.5 |
|
1.000 |
848.1 |
|
0.618 |
845.4 |
|
HIGH |
841.0 |
|
0.618 |
838.3 |
|
0.500 |
837.5 |
|
0.382 |
836.6 |
|
LOW |
833.9 |
|
0.618 |
829.5 |
|
1.000 |
826.8 |
|
1.618 |
822.4 |
|
2.618 |
815.3 |
|
4.250 |
803.7 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
838.8 |
842.7 |
| PP |
838.1 |
841.6 |
| S1 |
837.5 |
840.5 |
|