CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
801.8 |
802.8 |
1.0 |
0.1% |
788.1 |
| High |
807.4 |
812.0 |
4.6 |
0.6% |
799.9 |
| Low |
795.8 |
801.1 |
5.3 |
0.7% |
779.1 |
| Close |
804.4 |
811.4 |
7.0 |
0.9% |
789.8 |
| Range |
11.6 |
10.9 |
-0.7 |
-6.0% |
20.8 |
| ATR |
11.4 |
11.4 |
0.0 |
-0.3% |
0.0 |
| Volume |
143,377 |
177,767 |
34,390 |
24.0% |
812,665 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.9 |
837.0 |
817.4 |
|
| R3 |
830.0 |
826.1 |
814.4 |
|
| R2 |
819.1 |
819.1 |
813.4 |
|
| R1 |
815.2 |
815.2 |
812.4 |
817.2 |
| PP |
808.2 |
808.2 |
808.2 |
809.1 |
| S1 |
804.3 |
804.3 |
810.4 |
806.3 |
| S2 |
797.3 |
797.3 |
809.4 |
|
| S3 |
786.4 |
793.4 |
808.4 |
|
| S4 |
775.5 |
782.5 |
805.4 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.0 |
841.7 |
801.2 |
|
| R3 |
831.2 |
820.9 |
795.5 |
|
| R2 |
810.4 |
810.4 |
793.6 |
|
| R1 |
800.1 |
800.1 |
791.7 |
805.3 |
| PP |
789.6 |
789.6 |
789.6 |
792.2 |
| S1 |
779.3 |
779.3 |
787.9 |
784.5 |
| S2 |
768.8 |
768.8 |
786.0 |
|
| S3 |
748.0 |
758.5 |
784.1 |
|
| S4 |
727.2 |
737.7 |
778.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
812.0 |
781.1 |
30.9 |
3.8% |
10.7 |
1.3% |
98% |
True |
False |
176,042 |
| 10 |
812.0 |
778.7 |
33.3 |
4.1% |
11.7 |
1.4% |
98% |
True |
False |
170,007 |
| 20 |
812.0 |
773.2 |
38.8 |
4.8% |
11.9 |
1.5% |
98% |
True |
False |
175,704 |
| 40 |
812.0 |
773.2 |
38.8 |
4.8% |
11.1 |
1.4% |
98% |
True |
False |
146,125 |
| 60 |
812.0 |
764.2 |
47.8 |
5.9% |
10.7 |
1.3% |
99% |
True |
False |
97,821 |
| 80 |
812.0 |
746.8 |
65.2 |
8.0% |
10.7 |
1.3% |
99% |
True |
False |
73,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
858.3 |
|
2.618 |
840.5 |
|
1.618 |
829.6 |
|
1.000 |
822.9 |
|
0.618 |
818.7 |
|
HIGH |
812.0 |
|
0.618 |
807.8 |
|
0.500 |
806.6 |
|
0.382 |
805.3 |
|
LOW |
801.1 |
|
0.618 |
794.4 |
|
1.000 |
790.2 |
|
1.618 |
783.5 |
|
2.618 |
772.6 |
|
4.250 |
754.8 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
809.8 |
808.8 |
| PP |
808.2 |
806.1 |
| S1 |
806.6 |
803.5 |
|