CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 02-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
802.8 |
811.1 |
8.3 |
1.0% |
789.8 |
| High |
812.0 |
814.5 |
2.5 |
0.3% |
814.5 |
| Low |
801.1 |
809.6 |
8.5 |
1.1% |
787.6 |
| Close |
811.4 |
812.6 |
1.2 |
0.1% |
812.6 |
| Range |
10.9 |
4.9 |
-6.0 |
-55.0% |
26.9 |
| ATR |
11.4 |
10.9 |
-0.5 |
-4.1% |
0.0 |
| Volume |
177,767 |
159,468 |
-18,299 |
-10.3% |
852,177 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.9 |
824.7 |
815.3 |
|
| R3 |
822.0 |
819.8 |
813.9 |
|
| R2 |
817.1 |
817.1 |
813.5 |
|
| R1 |
814.9 |
814.9 |
813.0 |
816.0 |
| PP |
812.2 |
812.2 |
812.2 |
812.8 |
| S1 |
810.0 |
810.0 |
812.2 |
811.1 |
| S2 |
807.3 |
807.3 |
811.7 |
|
| S3 |
802.4 |
805.1 |
811.3 |
|
| S4 |
797.5 |
800.2 |
809.9 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.6 |
876.0 |
827.4 |
|
| R3 |
858.7 |
849.1 |
820.0 |
|
| R2 |
831.8 |
831.8 |
817.5 |
|
| R1 |
822.2 |
822.2 |
815.1 |
827.0 |
| PP |
804.9 |
804.9 |
804.9 |
807.3 |
| S1 |
795.3 |
795.3 |
810.1 |
800.1 |
| S2 |
778.0 |
778.0 |
807.7 |
|
| S3 |
751.1 |
768.4 |
805.2 |
|
| S4 |
724.2 |
741.5 |
797.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
814.5 |
787.6 |
26.9 |
3.3% |
9.3 |
1.1% |
93% |
True |
False |
170,435 |
| 10 |
814.5 |
779.1 |
35.4 |
4.4% |
11.0 |
1.4% |
95% |
True |
False |
166,484 |
| 20 |
814.5 |
773.2 |
41.3 |
5.1% |
11.4 |
1.4% |
95% |
True |
False |
173,551 |
| 40 |
814.5 |
773.2 |
41.3 |
5.1% |
10.8 |
1.3% |
95% |
True |
False |
150,056 |
| 60 |
814.5 |
767.0 |
47.5 |
5.8% |
10.6 |
1.3% |
96% |
True |
False |
100,476 |
| 80 |
814.5 |
746.8 |
67.7 |
8.3% |
10.6 |
1.3% |
97% |
True |
False |
75,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
835.3 |
|
2.618 |
827.3 |
|
1.618 |
822.4 |
|
1.000 |
819.4 |
|
0.618 |
817.5 |
|
HIGH |
814.5 |
|
0.618 |
812.6 |
|
0.500 |
812.1 |
|
0.382 |
811.5 |
|
LOW |
809.6 |
|
0.618 |
806.6 |
|
1.000 |
804.7 |
|
1.618 |
801.7 |
|
2.618 |
796.8 |
|
4.250 |
788.8 |
|
|
| Fisher Pivots for day following 02-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
812.4 |
810.1 |
| PP |
812.2 |
807.6 |
| S1 |
812.1 |
805.2 |
|