CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
862.0 |
858.9 |
-3.1 |
-0.4% |
838.9 |
| High |
863.6 |
859.0 |
-4.6 |
-0.5% |
865.8 |
| Low |
852.4 |
844.8 |
-7.6 |
-0.9% |
838.4 |
| Close |
858.7 |
848.3 |
-10.4 |
-1.2% |
861.8 |
| Range |
11.2 |
14.2 |
3.0 |
26.8% |
27.4 |
| ATR |
10.6 |
10.8 |
0.3 |
2.4% |
0.0 |
| Volume |
12,487 |
31,675 |
19,188 |
153.7% |
3,956 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.3 |
885.0 |
856.1 |
|
| R3 |
879.1 |
870.8 |
852.2 |
|
| R2 |
864.9 |
864.9 |
850.9 |
|
| R1 |
856.6 |
856.6 |
849.6 |
853.7 |
| PP |
850.7 |
850.7 |
850.7 |
849.2 |
| S1 |
842.4 |
842.4 |
847.0 |
839.5 |
| S2 |
836.5 |
836.5 |
845.7 |
|
| S3 |
822.3 |
828.2 |
844.4 |
|
| S4 |
808.1 |
814.0 |
840.5 |
|
|
| 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 |
919.4 |
|
2.618 |
896.2 |
|
1.618 |
882.0 |
|
1.000 |
873.2 |
|
0.618 |
867.8 |
|
HIGH |
859.0 |
|
0.618 |
853.6 |
|
0.500 |
851.9 |
|
0.382 |
850.2 |
|
LOW |
844.8 |
|
0.618 |
836.0 |
|
1.000 |
830.6 |
|
1.618 |
821.8 |
|
2.618 |
807.6 |
|
4.250 |
784.5 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
851.9 |
854.3 |
| PP |
850.7 |
852.3 |
| S1 |
849.5 |
850.3 |
|