CME eMini Russell 2000 Future September 2007
Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
831.2 |
841.8 |
10.6 |
1.3% |
861.7 |
High |
844.7 |
845.9 |
1.2 |
0.1% |
863.8 |
Low |
825.9 |
836.3 |
10.4 |
1.3% |
825.9 |
Close |
842.0 |
842.0 |
0.0 |
0.0% |
842.0 |
Range |
18.8 |
9.6 |
-9.2 |
-48.9% |
37.9 |
ATR |
12.2 |
12.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
342,588 |
307,700 |
-34,888 |
-10.2% |
429,925 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870.2 |
865.7 |
847.3 |
|
R3 |
860.6 |
856.1 |
844.6 |
|
R2 |
851.0 |
851.0 |
843.8 |
|
R1 |
846.5 |
846.5 |
842.9 |
848.8 |
PP |
841.4 |
841.4 |
841.4 |
842.5 |
S1 |
836.9 |
836.9 |
841.1 |
839.2 |
S2 |
831.8 |
831.8 |
840.2 |
|
S3 |
822.2 |
827.3 |
839.4 |
|
S4 |
812.6 |
817.7 |
836.7 |
|
|
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 |
886.7 |
2.618 |
871.0 |
1.618 |
861.4 |
1.000 |
855.5 |
0.618 |
851.8 |
HIGH |
845.9 |
0.618 |
842.2 |
0.500 |
841.1 |
0.382 |
840.0 |
LOW |
836.3 |
0.618 |
830.4 |
1.000 |
826.7 |
1.618 |
820.8 |
2.618 |
811.2 |
4.250 |
795.5 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
841.7 |
841.1 |
PP |
841.4 |
840.2 |
S1 |
841.1 |
839.4 |
|