CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
861.7 |
862.0 |
0.3 |
0.0% |
838.9 |
| High |
863.8 |
863.6 |
-0.2 |
0.0% |
865.8 |
| Low |
857.4 |
852.4 |
-5.0 |
-0.6% |
838.4 |
| Close |
862.7 |
858.7 |
-4.0 |
-0.5% |
861.8 |
| Range |
6.4 |
11.2 |
4.8 |
75.0% |
27.4 |
| ATR |
10.5 |
10.6 |
0.0 |
0.4% |
0.0 |
| Volume |
1,982 |
12,487 |
10,505 |
530.0% |
3,956 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.8 |
886.5 |
864.9 |
|
| R3 |
880.6 |
875.3 |
861.8 |
|
| R2 |
869.4 |
869.4 |
860.8 |
|
| R1 |
864.1 |
864.1 |
859.7 |
861.2 |
| PP |
858.2 |
858.2 |
858.2 |
856.8 |
| S1 |
852.9 |
852.9 |
857.7 |
850.0 |
| S2 |
847.0 |
847.0 |
856.6 |
|
| S3 |
835.8 |
841.7 |
855.6 |
|
| S4 |
824.6 |
830.5 |
852.5 |
|
|
| 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 |
911.2 |
|
2.618 |
892.9 |
|
1.618 |
881.7 |
|
1.000 |
874.8 |
|
0.618 |
870.5 |
|
HIGH |
863.6 |
|
0.618 |
859.3 |
|
0.500 |
858.0 |
|
0.382 |
856.7 |
|
LOW |
852.4 |
|
0.618 |
845.5 |
|
1.000 |
841.2 |
|
1.618 |
834.3 |
|
2.618 |
823.1 |
|
4.250 |
804.8 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
858.5 |
859.1 |
| PP |
858.2 |
859.0 |
| S1 |
858.0 |
858.8 |
|