CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
787.9 |
789.8 |
1.9 |
0.2% |
788.1 |
| High |
792.9 |
799.3 |
6.4 |
0.8% |
799.9 |
| Low |
781.1 |
787.6 |
6.5 |
0.8% |
779.1 |
| Close |
789.8 |
796.9 |
7.1 |
0.9% |
789.8 |
| Range |
11.8 |
11.7 |
-0.1 |
-0.8% |
20.8 |
| ATR |
11.7 |
11.7 |
0.0 |
0.0% |
0.0 |
| Volume |
187,501 |
190,810 |
3,309 |
1.8% |
812,665 |
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829.7 |
825.0 |
803.3 |
|
| R3 |
818.0 |
813.3 |
800.1 |
|
| R2 |
806.3 |
806.3 |
799.0 |
|
| R1 |
801.6 |
801.6 |
798.0 |
804.0 |
| PP |
794.6 |
794.6 |
794.6 |
795.8 |
| S1 |
789.9 |
789.9 |
795.8 |
792.3 |
| S2 |
782.9 |
782.9 |
794.8 |
|
| S3 |
771.2 |
778.2 |
793.7 |
|
| S4 |
759.5 |
766.5 |
790.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.0 |
841.7 |
801.2 |
|
| R3 |
831.2 |
820.9 |
795.5 |
|
| R2 |
810.4 |
810.4 |
793.6 |
|
| R1 |
800.1 |
800.1 |
791.7 |
805.3 |
| PP |
789.6 |
789.6 |
789.6 |
792.2 |
| S1 |
779.3 |
779.3 |
787.9 |
784.5 |
| S2 |
768.8 |
768.8 |
786.0 |
|
| S3 |
748.0 |
758.5 |
784.1 |
|
| S4 |
727.2 |
737.7 |
778.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
799.9 |
779.3 |
20.6 |
2.6% |
12.5 |
1.6% |
85% |
False |
False |
168,328 |
| 10 |
807.1 |
778.7 |
28.4 |
3.6% |
12.1 |
1.5% |
64% |
False |
False |
165,530 |
| 20 |
807.1 |
773.2 |
33.9 |
4.3% |
12.2 |
1.5% |
70% |
False |
False |
159,396 |
| 40 |
809.6 |
773.2 |
36.4 |
4.6% |
11.2 |
1.4% |
65% |
False |
False |
133,983 |
| 60 |
809.6 |
755.5 |
54.1 |
6.8% |
10.9 |
1.4% |
77% |
False |
False |
89,461 |
| 80 |
809.6 |
726.4 |
83.2 |
10.4% |
10.8 |
1.4% |
85% |
False |
False |
67,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
849.0 |
|
2.618 |
829.9 |
|
1.618 |
818.2 |
|
1.000 |
811.0 |
|
0.618 |
806.5 |
|
HIGH |
799.3 |
|
0.618 |
794.8 |
|
0.500 |
793.5 |
|
0.382 |
792.1 |
|
LOW |
787.6 |
|
0.618 |
780.4 |
|
1.000 |
775.9 |
|
1.618 |
768.7 |
|
2.618 |
757.0 |
|
4.250 |
737.9 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
795.8 |
794.8 |
| PP |
794.6 |
792.6 |
| S1 |
793.5 |
790.5 |
|