CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
820.8 |
819.3 |
-1.5 |
-0.2% |
812.1 |
| High |
820.9 |
820.3 |
-0.6 |
-0.1% |
821.0 |
| Low |
814.6 |
805.4 |
-9.2 |
-1.1% |
805.4 |
| Close |
819.3 |
811.4 |
-7.9 |
-1.0% |
811.4 |
| Range |
6.3 |
14.9 |
8.6 |
136.5% |
15.6 |
| ATR |
10.0 |
10.3 |
0.4 |
3.5% |
0.0 |
| Volume |
163,935 |
150,313 |
-13,622 |
-8.3% |
729,883 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857.1 |
849.1 |
819.6 |
|
| R3 |
842.2 |
834.2 |
815.5 |
|
| R2 |
827.3 |
827.3 |
814.1 |
|
| R1 |
819.3 |
819.3 |
812.8 |
815.9 |
| PP |
812.4 |
812.4 |
812.4 |
810.6 |
| S1 |
804.4 |
804.4 |
810.0 |
801.0 |
| S2 |
797.5 |
797.5 |
808.7 |
|
| S3 |
782.6 |
789.5 |
807.3 |
|
| S4 |
767.7 |
774.6 |
803.2 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.4 |
851.0 |
820.0 |
|
| R3 |
843.8 |
835.4 |
815.7 |
|
| R2 |
828.2 |
828.2 |
814.3 |
|
| R1 |
819.8 |
819.8 |
812.8 |
816.2 |
| PP |
812.6 |
812.6 |
812.6 |
810.8 |
| S1 |
804.2 |
804.2 |
810.0 |
800.6 |
| S2 |
797.0 |
797.0 |
808.5 |
|
| S3 |
781.4 |
788.6 |
807.1 |
|
| S4 |
765.8 |
773.0 |
802.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
821.0 |
805.4 |
15.6 |
1.9% |
8.8 |
1.1% |
38% |
False |
True |
145,976 |
| 10 |
821.0 |
787.6 |
33.4 |
4.1% |
9.1 |
1.1% |
71% |
False |
False |
158,206 |
| 20 |
821.0 |
778.7 |
42.3 |
5.2% |
10.5 |
1.3% |
77% |
False |
False |
161,185 |
| 40 |
821.0 |
773.2 |
47.8 |
5.9% |
10.9 |
1.3% |
80% |
False |
False |
156,863 |
| 60 |
821.0 |
773.2 |
47.8 |
5.9% |
10.4 |
1.3% |
80% |
False |
False |
112,630 |
| 80 |
821.0 |
755.5 |
65.5 |
8.1% |
10.5 |
1.3% |
85% |
False |
False |
84,502 |
| 100 |
821.0 |
723.1 |
97.9 |
12.1% |
10.7 |
1.3% |
90% |
False |
False |
67,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.6 |
|
2.618 |
859.3 |
|
1.618 |
844.4 |
|
1.000 |
835.2 |
|
0.618 |
829.5 |
|
HIGH |
820.3 |
|
0.618 |
814.6 |
|
0.500 |
812.9 |
|
0.382 |
811.1 |
|
LOW |
805.4 |
|
0.618 |
796.2 |
|
1.000 |
790.5 |
|
1.618 |
781.3 |
|
2.618 |
766.4 |
|
4.250 |
742.1 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
812.9 |
813.2 |
| PP |
812.4 |
812.6 |
| S1 |
811.9 |
812.0 |
|