CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 10-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
789.9 |
786.0 |
-3.9 |
-0.5% |
805.3 |
| High |
791.6 |
792.3 |
0.7 |
0.1% |
810.6 |
| Low |
780.3 |
783.9 |
3.6 |
0.5% |
786.2 |
| Close |
790.3 |
792.3 |
2.0 |
0.3% |
786.2 |
| Range |
11.3 |
8.4 |
-2.9 |
-25.7% |
24.4 |
| ATR |
10.2 |
10.0 |
-0.1 |
-1.2% |
0.0 |
| Volume |
418 |
390 |
-28 |
-6.7% |
544 |
|
| Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814.7 |
811.9 |
796.9 |
|
| R3 |
806.3 |
803.5 |
794.6 |
|
| R2 |
797.9 |
797.9 |
793.8 |
|
| R1 |
795.1 |
795.1 |
793.1 |
796.5 |
| PP |
789.5 |
789.5 |
789.5 |
790.2 |
| S1 |
786.7 |
786.7 |
791.5 |
788.1 |
| S2 |
781.1 |
781.1 |
790.8 |
|
| S3 |
772.7 |
778.3 |
790.0 |
|
| S4 |
764.3 |
769.9 |
787.7 |
|
|
| 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 |
828.0 |
|
2.618 |
814.3 |
|
1.618 |
805.9 |
|
1.000 |
800.7 |
|
0.618 |
797.5 |
|
HIGH |
792.3 |
|
0.618 |
789.1 |
|
0.500 |
788.1 |
|
0.382 |
787.1 |
|
LOW |
783.9 |
|
0.618 |
778.7 |
|
1.000 |
775.5 |
|
1.618 |
770.3 |
|
2.618 |
761.9 |
|
4.250 |
748.2 |
|
|
| Fisher Pivots for day following 10-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
790.9 |
790.3 |
| PP |
789.5 |
788.3 |
| S1 |
788.1 |
786.3 |
|