CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
822.5 |
822.0 |
-0.5 |
-0.1% |
818.2 |
| High |
827.0 |
827.7 |
0.7 |
0.1% |
828.2 |
| Low |
820.8 |
818.9 |
-1.9 |
-0.2% |
811.8 |
| Close |
823.3 |
826.9 |
3.6 |
0.4% |
826.9 |
| Range |
6.2 |
8.8 |
2.6 |
41.9% |
16.4 |
| ATR |
8.9 |
8.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
444 |
565 |
121 |
27.3% |
2,902 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.9 |
847.7 |
831.7 |
|
| R3 |
842.1 |
838.9 |
829.3 |
|
| R2 |
833.3 |
833.3 |
828.5 |
|
| R1 |
830.1 |
830.1 |
827.7 |
831.7 |
| PP |
824.5 |
824.5 |
824.5 |
825.3 |
| S1 |
821.3 |
821.3 |
826.1 |
822.9 |
| S2 |
815.7 |
815.7 |
825.3 |
|
| S3 |
806.9 |
812.5 |
824.5 |
|
| S4 |
798.1 |
803.7 |
822.1 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.5 |
865.6 |
835.9 |
|
| R3 |
855.1 |
849.2 |
831.4 |
|
| R2 |
838.7 |
838.7 |
829.9 |
|
| R1 |
832.8 |
832.8 |
828.4 |
835.8 |
| PP |
822.3 |
822.3 |
822.3 |
823.8 |
| S1 |
816.4 |
816.4 |
825.4 |
819.4 |
| S2 |
805.9 |
805.9 |
823.9 |
|
| S3 |
789.5 |
800.0 |
822.4 |
|
| S4 |
773.1 |
783.6 |
817.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
865.1 |
|
2.618 |
850.7 |
|
1.618 |
841.9 |
|
1.000 |
836.5 |
|
0.618 |
833.1 |
|
HIGH |
827.7 |
|
0.618 |
824.3 |
|
0.500 |
823.3 |
|
0.382 |
822.3 |
|
LOW |
818.9 |
|
0.618 |
813.5 |
|
1.000 |
810.1 |
|
1.618 |
804.7 |
|
2.618 |
795.9 |
|
4.250 |
781.5 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
825.7 |
825.8 |
| PP |
824.5 |
824.7 |
| S1 |
823.3 |
823.6 |
|