CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
852.3 |
856.1 |
3.8 |
0.4% |
838.9 |
| High |
858.8 |
865.8 |
7.0 |
0.8% |
865.8 |
| Low |
852.0 |
854.8 |
2.8 |
0.3% |
838.4 |
| Close |
856.3 |
861.8 |
5.5 |
0.6% |
861.8 |
| Range |
6.8 |
11.0 |
4.2 |
61.8% |
27.4 |
| ATR |
10.9 |
10.9 |
0.0 |
0.1% |
0.0 |
| Volume |
1,990 |
1,007 |
-983 |
-49.4% |
3,956 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.8 |
888.8 |
867.9 |
|
| R3 |
882.8 |
877.8 |
864.8 |
|
| R2 |
871.8 |
871.8 |
863.8 |
|
| R1 |
866.8 |
866.8 |
862.8 |
869.3 |
| PP |
860.8 |
860.8 |
860.8 |
862.1 |
| S1 |
855.8 |
855.8 |
860.8 |
858.3 |
| S2 |
849.8 |
849.8 |
859.8 |
|
| S3 |
838.8 |
844.8 |
858.8 |
|
| S4 |
827.8 |
833.8 |
855.8 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.5 |
927.1 |
876.9 |
|
| R3 |
910.1 |
899.7 |
869.3 |
|
| R2 |
882.7 |
882.7 |
866.8 |
|
| R1 |
872.3 |
872.3 |
864.3 |
877.5 |
| PP |
855.3 |
855.3 |
855.3 |
858.0 |
| S1 |
844.9 |
844.9 |
859.3 |
850.1 |
| S2 |
827.9 |
827.9 |
856.8 |
|
| S3 |
800.5 |
817.5 |
854.3 |
|
| S4 |
773.1 |
790.1 |
846.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
912.6 |
|
2.618 |
894.6 |
|
1.618 |
883.6 |
|
1.000 |
876.8 |
|
0.618 |
872.6 |
|
HIGH |
865.8 |
|
0.618 |
861.6 |
|
0.500 |
860.3 |
|
0.382 |
859.0 |
|
LOW |
854.8 |
|
0.618 |
848.0 |
|
1.000 |
843.8 |
|
1.618 |
837.0 |
|
2.618 |
826.0 |
|
4.250 |
808.1 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
861.3 |
858.6 |
| PP |
860.8 |
855.3 |
| S1 |
860.3 |
852.1 |
|