CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
792.3 |
802.1 |
9.8 |
1.2% |
784.9 |
| High |
803.5 |
808.0 |
4.5 |
0.6% |
808.0 |
| Low |
790.9 |
799.2 |
8.3 |
1.0% |
780.3 |
| Close |
799.9 |
808.7 |
8.8 |
1.1% |
808.7 |
| Range |
12.6 |
8.8 |
-3.8 |
-30.2% |
27.7 |
| ATR |
10.2 |
10.1 |
-0.1 |
-1.0% |
0.0 |
| Volume |
149 |
296 |
147 |
98.7% |
1,374 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.7 |
829.0 |
813.5 |
|
| R3 |
822.9 |
820.2 |
811.1 |
|
| R2 |
814.1 |
814.1 |
810.3 |
|
| R1 |
811.4 |
811.4 |
809.5 |
812.8 |
| PP |
805.3 |
805.3 |
805.3 |
806.0 |
| S1 |
802.6 |
802.6 |
807.9 |
804.0 |
| S2 |
796.5 |
796.5 |
807.1 |
|
| S3 |
787.7 |
793.8 |
806.3 |
|
| S4 |
778.9 |
785.0 |
803.9 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.1 |
873.1 |
823.9 |
|
| R3 |
854.4 |
845.4 |
816.3 |
|
| R2 |
826.7 |
826.7 |
813.8 |
|
| R1 |
817.7 |
817.7 |
811.2 |
822.2 |
| PP |
799.0 |
799.0 |
799.0 |
801.3 |
| S1 |
790.0 |
790.0 |
806.2 |
794.5 |
| S2 |
771.3 |
771.3 |
803.6 |
|
| S3 |
743.6 |
762.3 |
801.1 |
|
| S4 |
715.9 |
734.6 |
793.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.4 |
|
2.618 |
831.0 |
|
1.618 |
822.2 |
|
1.000 |
816.8 |
|
0.618 |
813.4 |
|
HIGH |
808.0 |
|
0.618 |
804.6 |
|
0.500 |
803.6 |
|
0.382 |
802.6 |
|
LOW |
799.2 |
|
0.618 |
793.8 |
|
1.000 |
790.4 |
|
1.618 |
785.0 |
|
2.618 |
776.2 |
|
4.250 |
761.8 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
807.0 |
804.5 |
| PP |
805.3 |
800.2 |
| S1 |
803.6 |
796.0 |
|