CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
811.3 |
813.2 |
1.9 |
0.2% |
789.8 |
| High |
813.9 |
821.0 |
7.1 |
0.9% |
814.5 |
| Low |
806.9 |
811.5 |
4.6 |
0.6% |
787.6 |
| Close |
813.2 |
820.8 |
7.6 |
0.9% |
812.6 |
| Range |
7.0 |
9.5 |
2.5 |
35.7% |
26.9 |
| ATR |
10.3 |
10.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
134,281 |
153,297 |
19,016 |
14.2% |
852,177 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.3 |
843.0 |
826.0 |
|
| R3 |
836.8 |
833.5 |
823.4 |
|
| R2 |
827.3 |
827.3 |
822.5 |
|
| R1 |
824.0 |
824.0 |
821.7 |
825.7 |
| PP |
817.8 |
817.8 |
817.8 |
818.6 |
| S1 |
814.5 |
814.5 |
819.9 |
816.2 |
| S2 |
808.3 |
808.3 |
819.1 |
|
| S3 |
798.8 |
805.0 |
818.2 |
|
| S4 |
789.3 |
795.5 |
815.6 |
|
|
| 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 |
821.0 |
801.1 |
19.9 |
2.4% |
7.7 |
0.9% |
99% |
True |
False |
150,574 |
| 10 |
821.0 |
781.1 |
39.9 |
4.9% |
9.6 |
1.2% |
99% |
True |
False |
159,099 |
| 20 |
821.0 |
776.8 |
44.2 |
5.4% |
10.5 |
1.3% |
100% |
True |
False |
164,011 |
| 40 |
821.0 |
773.2 |
47.8 |
5.8% |
10.8 |
1.3% |
100% |
True |
False |
159,162 |
| 60 |
821.0 |
769.9 |
51.1 |
6.2% |
10.3 |
1.3% |
100% |
True |
False |
107,398 |
| 80 |
821.0 |
755.5 |
65.5 |
8.0% |
10.5 |
1.3% |
100% |
True |
False |
80,579 |
| 100 |
821.0 |
723.1 |
97.9 |
11.9% |
10.5 |
1.3% |
100% |
True |
False |
64,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861.4 |
|
2.618 |
845.9 |
|
1.618 |
836.4 |
|
1.000 |
830.5 |
|
0.618 |
826.9 |
|
HIGH |
821.0 |
|
0.618 |
817.4 |
|
0.500 |
816.3 |
|
0.382 |
815.1 |
|
LOW |
811.5 |
|
0.618 |
805.6 |
|
1.000 |
802.0 |
|
1.618 |
796.1 |
|
2.618 |
786.6 |
|
4.250 |
771.1 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
819.3 |
818.5 |
| PP |
817.8 |
816.2 |
| S1 |
816.3 |
814.0 |
|