CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 09-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
784.9 |
789.9 |
5.0 |
0.6% |
805.3 |
| High |
791.5 |
791.6 |
0.1 |
0.0% |
810.6 |
| Low |
781.0 |
780.3 |
-0.7 |
-0.1% |
786.2 |
| Close |
788.7 |
790.3 |
1.6 |
0.2% |
786.2 |
| Range |
10.5 |
11.3 |
0.8 |
7.6% |
24.4 |
| ATR |
10.1 |
10.2 |
0.1 |
0.9% |
0.0 |
| Volume |
121 |
418 |
297 |
245.5% |
544 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.3 |
817.1 |
796.5 |
|
| R3 |
810.0 |
805.8 |
793.4 |
|
| R2 |
798.7 |
798.7 |
792.4 |
|
| R1 |
794.5 |
794.5 |
791.3 |
796.6 |
| PP |
787.4 |
787.4 |
787.4 |
788.5 |
| S1 |
783.2 |
783.2 |
789.3 |
785.3 |
| S2 |
776.1 |
776.1 |
788.2 |
|
| S3 |
764.8 |
771.9 |
787.2 |
|
| S4 |
753.5 |
760.6 |
784.1 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.5 |
851.3 |
799.6 |
|
| R3 |
843.1 |
826.9 |
792.9 |
|
| R2 |
818.7 |
818.7 |
790.7 |
|
| R1 |
802.5 |
802.5 |
788.4 |
798.4 |
| PP |
794.3 |
794.3 |
794.3 |
792.3 |
| S1 |
778.1 |
778.1 |
784.0 |
774.0 |
| S2 |
769.9 |
769.9 |
781.7 |
|
| S3 |
745.5 |
753.7 |
779.5 |
|
| S4 |
721.1 |
729.3 |
772.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
839.6 |
|
2.618 |
821.2 |
|
1.618 |
809.9 |
|
1.000 |
802.9 |
|
0.618 |
798.6 |
|
HIGH |
791.6 |
|
0.618 |
787.3 |
|
0.500 |
786.0 |
|
0.382 |
784.6 |
|
LOW |
780.3 |
|
0.618 |
773.3 |
|
1.000 |
769.0 |
|
1.618 |
762.0 |
|
2.618 |
750.7 |
|
4.250 |
732.3 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
788.9 |
790.3 |
| PP |
787.4 |
790.2 |
| S1 |
786.0 |
790.2 |
|