CME eMini Russell 2000 Future September 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
849.1 |
831.2 |
-17.9 |
-2.1% |
861.7 |
| High |
852.8 |
844.7 |
-8.1 |
-0.9% |
863.8 |
| Low |
830.7 |
825.9 |
-4.8 |
-0.6% |
825.9 |
| Close |
831.0 |
842.0 |
11.0 |
1.3% |
842.0 |
| Range |
22.1 |
18.8 |
-3.3 |
-14.9% |
37.9 |
| ATR |
11.7 |
12.2 |
0.5 |
4.4% |
0.0 |
| Volume |
41,193 |
342,588 |
301,395 |
731.7% |
429,925 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.9 |
886.8 |
852.3 |
|
| R3 |
875.1 |
868.0 |
847.2 |
|
| R2 |
856.3 |
856.3 |
845.4 |
|
| R1 |
849.2 |
849.2 |
843.7 |
852.8 |
| PP |
837.5 |
837.5 |
837.5 |
839.3 |
| S1 |
830.4 |
830.4 |
840.3 |
834.0 |
| S2 |
818.7 |
818.7 |
838.6 |
|
| S3 |
799.9 |
811.6 |
836.8 |
|
| S4 |
781.1 |
792.8 |
831.7 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.6 |
937.7 |
862.8 |
|
| R3 |
919.7 |
899.8 |
852.4 |
|
| R2 |
881.8 |
881.8 |
848.9 |
|
| R1 |
861.9 |
861.9 |
845.5 |
852.9 |
| PP |
843.9 |
843.9 |
843.9 |
839.4 |
| S1 |
824.0 |
824.0 |
838.5 |
815.0 |
| S2 |
806.0 |
806.0 |
835.1 |
|
| S3 |
768.1 |
786.1 |
831.6 |
|
| S4 |
730.2 |
748.2 |
821.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
924.6 |
|
2.618 |
893.9 |
|
1.618 |
875.1 |
|
1.000 |
863.5 |
|
0.618 |
856.3 |
|
HIGH |
844.7 |
|
0.618 |
837.5 |
|
0.500 |
835.3 |
|
0.382 |
833.1 |
|
LOW |
825.9 |
|
0.618 |
814.3 |
|
1.000 |
807.1 |
|
1.618 |
795.5 |
|
2.618 |
776.7 |
|
4.250 |
746.0 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
839.8 |
842.5 |
| PP |
837.5 |
842.3 |
| S1 |
835.3 |
842.2 |
|