CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
826.1 |
826.8 |
0.7 |
0.1% |
818.8 |
| High |
827.4 |
827.2 |
-0.2 |
0.0% |
827.9 |
| Low |
821.8 |
812.5 |
-9.3 |
-1.1% |
812.5 |
| Close |
826.5 |
818.6 |
-7.9 |
-1.0% |
818.6 |
| Range |
5.6 |
14.7 |
9.1 |
162.5% |
15.4 |
| ATR |
9.3 |
9.7 |
0.4 |
4.2% |
0.0 |
| Volume |
265 |
630 |
365 |
137.7% |
1,643 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.5 |
855.8 |
826.7 |
|
| R3 |
848.8 |
841.1 |
822.6 |
|
| R2 |
834.1 |
834.1 |
821.3 |
|
| R1 |
826.4 |
826.4 |
819.9 |
822.9 |
| PP |
819.4 |
819.4 |
819.4 |
817.7 |
| S1 |
811.7 |
811.7 |
817.3 |
808.2 |
| S2 |
804.7 |
804.7 |
815.9 |
|
| S3 |
790.0 |
797.0 |
814.6 |
|
| S4 |
775.3 |
782.3 |
810.5 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.9 |
857.6 |
827.1 |
|
| R3 |
850.5 |
842.2 |
822.8 |
|
| R2 |
835.1 |
835.1 |
821.4 |
|
| R1 |
826.8 |
826.8 |
820.0 |
823.3 |
| PP |
819.7 |
819.7 |
819.7 |
817.9 |
| S1 |
811.4 |
811.4 |
817.2 |
807.9 |
| S2 |
804.3 |
804.3 |
815.8 |
|
| S3 |
788.9 |
796.0 |
814.4 |
|
| S4 |
773.5 |
780.6 |
810.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889.7 |
|
2.618 |
865.7 |
|
1.618 |
851.0 |
|
1.000 |
841.9 |
|
0.618 |
836.3 |
|
HIGH |
827.2 |
|
0.618 |
821.6 |
|
0.500 |
819.9 |
|
0.382 |
818.1 |
|
LOW |
812.5 |
|
0.618 |
803.4 |
|
1.000 |
797.8 |
|
1.618 |
788.7 |
|
2.618 |
774.0 |
|
4.250 |
750.0 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
819.9 |
820.2 |
| PP |
819.4 |
819.7 |
| S1 |
819.0 |
819.1 |
|