CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
812.1 |
811.3 |
-0.8 |
-0.1% |
789.8 |
| High |
814.1 |
813.9 |
-0.2 |
0.0% |
814.5 |
| Low |
808.0 |
806.9 |
-1.1 |
-0.1% |
787.6 |
| Close |
811.5 |
813.2 |
1.7 |
0.2% |
812.6 |
| Range |
6.1 |
7.0 |
0.9 |
14.8% |
26.9 |
| ATR |
10.6 |
10.3 |
-0.3 |
-2.4% |
0.0 |
| Volume |
128,057 |
134,281 |
6,224 |
4.9% |
852,177 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832.3 |
829.8 |
817.1 |
|
| R3 |
825.3 |
822.8 |
815.1 |
|
| R2 |
818.3 |
818.3 |
814.5 |
|
| R1 |
815.8 |
815.8 |
813.8 |
817.1 |
| PP |
811.3 |
811.3 |
811.3 |
812.0 |
| S1 |
808.8 |
808.8 |
812.6 |
810.1 |
| S2 |
804.3 |
804.3 |
811.9 |
|
| S3 |
797.3 |
801.8 |
811.3 |
|
| S4 |
790.3 |
794.8 |
809.4 |
|
|
| 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 |
795.8 |
18.7 |
2.3% |
8.1 |
1.0% |
93% |
False |
False |
148,590 |
| 10 |
814.5 |
781.1 |
33.4 |
4.1% |
9.7 |
1.2% |
96% |
False |
False |
161,247 |
| 20 |
814.5 |
773.2 |
41.3 |
5.1% |
10.7 |
1.3% |
97% |
False |
False |
166,816 |
| 40 |
814.5 |
773.2 |
41.3 |
5.1% |
10.8 |
1.3% |
97% |
False |
False |
155,952 |
| 60 |
814.5 |
767.0 |
47.5 |
5.8% |
10.4 |
1.3% |
97% |
False |
False |
104,846 |
| 80 |
814.5 |
754.0 |
60.5 |
7.4% |
10.6 |
1.3% |
98% |
False |
False |
78,664 |
| 100 |
814.5 |
723.1 |
91.4 |
11.2% |
10.4 |
1.3% |
99% |
False |
False |
62,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843.7 |
|
2.618 |
832.2 |
|
1.618 |
825.2 |
|
1.000 |
820.9 |
|
0.618 |
818.2 |
|
HIGH |
813.9 |
|
0.618 |
811.2 |
|
0.500 |
810.4 |
|
0.382 |
809.6 |
|
LOW |
806.9 |
|
0.618 |
802.6 |
|
1.000 |
799.9 |
|
1.618 |
795.6 |
|
2.618 |
788.6 |
|
4.250 |
777.2 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
812.3 |
812.4 |
| PP |
811.3 |
811.5 |
| S1 |
810.4 |
810.7 |
|