CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
815.2 |
815.8 |
0.6 |
0.1% |
812.1 |
| High |
821.3 |
820.0 |
-1.3 |
-0.2% |
821.0 |
| Low |
813.4 |
813.5 |
0.1 |
0.0% |
805.4 |
| Close |
815.7 |
816.1 |
0.4 |
0.0% |
811.4 |
| Range |
7.9 |
6.5 |
-1.4 |
-17.7% |
15.6 |
| ATR |
9.8 |
9.6 |
-0.2 |
-2.4% |
0.0 |
| Volume |
150,537 |
192,551 |
42,014 |
27.9% |
729,883 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.0 |
832.6 |
819.7 |
|
| R3 |
829.5 |
826.1 |
817.9 |
|
| R2 |
823.0 |
823.0 |
817.3 |
|
| R1 |
819.6 |
819.6 |
816.7 |
821.3 |
| PP |
816.5 |
816.5 |
816.5 |
817.4 |
| S1 |
813.1 |
813.1 |
815.5 |
814.8 |
| S2 |
810.0 |
810.0 |
814.9 |
|
| S3 |
803.5 |
806.6 |
814.3 |
|
| S4 |
797.0 |
800.1 |
812.5 |
|
|
| 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 |
821.3 |
804.5 |
16.8 |
2.1% |
8.9 |
1.1% |
69% |
False |
False |
166,183 |
| 10 |
821.3 |
804.5 |
16.8 |
2.1% |
7.8 |
1.0% |
69% |
False |
False |
156,995 |
| 20 |
821.3 |
778.7 |
42.6 |
5.2% |
9.7 |
1.2% |
88% |
False |
False |
163,501 |
| 40 |
821.3 |
773.2 |
48.1 |
5.9% |
10.6 |
1.3% |
89% |
False |
False |
153,046 |
| 60 |
821.3 |
773.2 |
48.1 |
5.9% |
10.2 |
1.2% |
89% |
False |
False |
123,938 |
| 80 |
821.3 |
755.5 |
65.8 |
8.1% |
10.4 |
1.3% |
92% |
False |
False |
93,004 |
| 100 |
821.3 |
723.1 |
98.2 |
12.0% |
10.5 |
1.3% |
95% |
False |
False |
74,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.6 |
|
2.618 |
837.0 |
|
1.618 |
830.5 |
|
1.000 |
826.5 |
|
0.618 |
824.0 |
|
HIGH |
820.0 |
|
0.618 |
817.5 |
|
0.500 |
816.8 |
|
0.382 |
816.0 |
|
LOW |
813.5 |
|
0.618 |
809.5 |
|
1.000 |
807.0 |
|
1.618 |
803.0 |
|
2.618 |
796.5 |
|
4.250 |
785.9 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
816.8 |
815.7 |
| PP |
816.5 |
815.4 |
| S1 |
816.3 |
815.0 |
|