CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
818.0 |
821.4 |
3.4 |
0.4% |
796.4 |
| High |
820.8 |
827.9 |
7.1 |
0.9% |
821.3 |
| Low |
814.2 |
818.8 |
4.6 |
0.6% |
795.1 |
| Close |
820.4 |
828.0 |
7.6 |
0.9% |
819.8 |
| Range |
6.6 |
9.1 |
2.5 |
37.9% |
26.2 |
| ATR |
9.5 |
9.5 |
0.0 |
-0.3% |
0.0 |
| Volume |
86 |
512 |
426 |
495.3% |
1,063 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.2 |
849.2 |
833.0 |
|
| R3 |
843.1 |
840.1 |
830.5 |
|
| R2 |
834.0 |
834.0 |
829.7 |
|
| R1 |
831.0 |
831.0 |
828.8 |
832.5 |
| PP |
824.9 |
824.9 |
824.9 |
825.7 |
| S1 |
821.9 |
821.9 |
827.2 |
823.4 |
| S2 |
815.8 |
815.8 |
826.3 |
|
| S3 |
806.7 |
812.8 |
825.5 |
|
| S4 |
797.6 |
803.7 |
823.0 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.7 |
881.4 |
834.2 |
|
| R3 |
864.5 |
855.2 |
827.0 |
|
| R2 |
838.3 |
838.3 |
824.6 |
|
| R1 |
829.0 |
829.0 |
822.2 |
833.7 |
| PP |
812.1 |
812.1 |
812.1 |
814.4 |
| S1 |
802.8 |
802.8 |
817.4 |
807.5 |
| S2 |
785.9 |
785.9 |
815.0 |
|
| S3 |
759.7 |
776.6 |
812.6 |
|
| S4 |
733.5 |
750.4 |
805.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.6 |
|
2.618 |
851.7 |
|
1.618 |
842.6 |
|
1.000 |
837.0 |
|
0.618 |
833.5 |
|
HIGH |
827.9 |
|
0.618 |
824.4 |
|
0.500 |
823.4 |
|
0.382 |
822.3 |
|
LOW |
818.8 |
|
0.618 |
813.2 |
|
1.000 |
809.7 |
|
1.618 |
804.1 |
|
2.618 |
795.0 |
|
4.250 |
780.1 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
826.5 |
825.7 |
| PP |
824.9 |
823.4 |
| S1 |
823.4 |
821.1 |
|