CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
833.9 |
838.9 |
5.0 |
0.6% |
831.6 |
| High |
841.0 |
847.4 |
6.4 |
0.8% |
855.6 |
| Low |
833.9 |
838.9 |
5.0 |
0.6% |
829.7 |
| Close |
839.4 |
847.0 |
7.6 |
0.9% |
839.4 |
| Range |
7.1 |
8.5 |
1.4 |
19.7% |
25.9 |
| ATR |
11.1 |
10.9 |
-0.2 |
-1.7% |
0.0 |
| Volume |
816 |
312 |
-504 |
-61.8% |
3,372 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.9 |
867.0 |
851.7 |
|
| R3 |
861.4 |
858.5 |
849.3 |
|
| R2 |
852.9 |
852.9 |
848.6 |
|
| R1 |
850.0 |
850.0 |
847.8 |
851.5 |
| PP |
844.4 |
844.4 |
844.4 |
845.2 |
| S1 |
841.5 |
841.5 |
846.2 |
843.0 |
| S2 |
835.9 |
835.9 |
845.4 |
|
| S3 |
827.4 |
833.0 |
844.7 |
|
| S4 |
818.9 |
824.5 |
842.3 |
|
|
| 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 |
883.5 |
|
2.618 |
869.7 |
|
1.618 |
861.2 |
|
1.000 |
855.9 |
|
0.618 |
852.7 |
|
HIGH |
847.4 |
|
0.618 |
844.2 |
|
0.500 |
843.2 |
|
0.382 |
842.1 |
|
LOW |
838.9 |
|
0.618 |
833.6 |
|
1.000 |
830.4 |
|
1.618 |
825.1 |
|
2.618 |
816.6 |
|
4.250 |
802.8 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
845.7 |
844.6 |
| PP |
844.4 |
842.1 |
| S1 |
843.2 |
839.7 |
|