CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
858.9 |
849.1 |
-9.8 |
-1.1% |
838.9 |
| High |
859.0 |
852.8 |
-6.2 |
-0.7% |
865.8 |
| Low |
844.8 |
830.7 |
-14.1 |
-1.7% |
838.4 |
| Close |
848.3 |
831.0 |
-17.3 |
-2.0% |
861.8 |
| Range |
14.2 |
22.1 |
7.9 |
55.6% |
27.4 |
| ATR |
10.8 |
11.7 |
0.8 |
7.4% |
0.0 |
| Volume |
31,675 |
41,193 |
9,518 |
30.0% |
3,956 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.5 |
889.8 |
843.2 |
|
| R3 |
882.4 |
867.7 |
837.1 |
|
| R2 |
860.3 |
860.3 |
835.1 |
|
| R1 |
845.6 |
845.6 |
833.0 |
841.9 |
| PP |
838.2 |
838.2 |
838.2 |
836.3 |
| S1 |
823.5 |
823.5 |
829.0 |
819.8 |
| S2 |
816.1 |
816.1 |
826.9 |
|
| S3 |
794.0 |
801.4 |
824.9 |
|
| S4 |
771.9 |
779.3 |
818.8 |
|
|
| 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 |
946.7 |
|
2.618 |
910.7 |
|
1.618 |
888.6 |
|
1.000 |
874.9 |
|
0.618 |
866.5 |
|
HIGH |
852.8 |
|
0.618 |
844.4 |
|
0.500 |
841.8 |
|
0.382 |
839.1 |
|
LOW |
830.7 |
|
0.618 |
817.0 |
|
1.000 |
808.6 |
|
1.618 |
794.9 |
|
2.618 |
772.8 |
|
4.250 |
736.8 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
841.8 |
847.2 |
| PP |
838.2 |
841.8 |
| S1 |
834.6 |
836.4 |
|