CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
802.1 |
809.0 |
6.9 |
0.9% |
784.9 |
| High |
808.0 |
814.0 |
6.0 |
0.7% |
808.0 |
| Low |
799.2 |
800.8 |
1.6 |
0.2% |
780.3 |
| Close |
808.7 |
801.9 |
-6.8 |
-0.8% |
808.7 |
| Range |
8.8 |
13.2 |
4.4 |
50.0% |
27.7 |
| ATR |
10.1 |
10.3 |
0.2 |
2.2% |
0.0 |
| Volume |
296 |
45 |
-251 |
-84.8% |
1,374 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
845.2 |
836.7 |
809.2 |
|
| R3 |
832.0 |
823.5 |
805.5 |
|
| R2 |
818.8 |
818.8 |
804.3 |
|
| R1 |
810.3 |
810.3 |
803.1 |
808.0 |
| PP |
805.6 |
805.6 |
805.6 |
804.4 |
| S1 |
797.1 |
797.1 |
800.7 |
794.8 |
| S2 |
792.4 |
792.4 |
799.5 |
|
| S3 |
779.2 |
783.9 |
798.3 |
|
| S4 |
766.0 |
770.7 |
794.6 |
|
|
| 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 |
870.1 |
|
2.618 |
848.6 |
|
1.618 |
835.4 |
|
1.000 |
827.2 |
|
0.618 |
822.2 |
|
HIGH |
814.0 |
|
0.618 |
809.0 |
|
0.500 |
807.4 |
|
0.382 |
805.8 |
|
LOW |
800.8 |
|
0.618 |
792.6 |
|
1.000 |
787.6 |
|
1.618 |
779.4 |
|
2.618 |
766.2 |
|
4.250 |
744.7 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
807.4 |
802.5 |
| PP |
805.6 |
802.3 |
| S1 |
803.7 |
802.1 |
|