CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 23-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
797.9 |
787.8 |
-10.1 |
-1.3% |
809.0 |
| High |
797.9 |
800.2 |
2.3 |
0.3% |
814.0 |
| Low |
786.3 |
787.1 |
0.8 |
0.1% |
785.9 |
| Close |
789.0 |
795.8 |
6.8 |
0.9% |
795.0 |
| Range |
11.6 |
13.1 |
1.5 |
12.9% |
28.1 |
| ATR |
10.4 |
10.6 |
0.2 |
1.9% |
0.0 |
| Volume |
99 |
150 |
51 |
51.5% |
542 |
|
| Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.7 |
827.8 |
803.0 |
|
| R3 |
820.6 |
814.7 |
799.4 |
|
| R2 |
807.5 |
807.5 |
798.2 |
|
| R1 |
801.6 |
801.6 |
797.0 |
804.6 |
| PP |
794.4 |
794.4 |
794.4 |
795.8 |
| S1 |
788.5 |
788.5 |
794.6 |
791.5 |
| S2 |
781.3 |
781.3 |
793.4 |
|
| S3 |
768.2 |
775.4 |
792.2 |
|
| S4 |
755.1 |
762.3 |
788.6 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.6 |
866.9 |
810.5 |
|
| R3 |
854.5 |
838.8 |
802.7 |
|
| R2 |
826.4 |
826.4 |
800.2 |
|
| R1 |
810.7 |
810.7 |
797.6 |
804.5 |
| PP |
798.3 |
798.3 |
798.3 |
795.2 |
| S1 |
782.6 |
782.6 |
792.4 |
776.4 |
| S2 |
770.2 |
770.2 |
789.8 |
|
| S3 |
742.1 |
754.5 |
787.3 |
|
| S4 |
714.0 |
726.4 |
779.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.9 |
|
2.618 |
834.5 |
|
1.618 |
821.4 |
|
1.000 |
813.3 |
|
0.618 |
808.3 |
|
HIGH |
800.2 |
|
0.618 |
795.2 |
|
0.500 |
793.7 |
|
0.382 |
792.1 |
|
LOW |
787.1 |
|
0.618 |
779.0 |
|
1.000 |
774.0 |
|
1.618 |
765.9 |
|
2.618 |
752.8 |
|
4.250 |
731.4 |
|
|
| Fisher Pivots for day following 23-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
795.1 |
794.9 |
| PP |
794.4 |
794.0 |
| S1 |
793.7 |
793.1 |
|