CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
815.8 |
815.9 |
0.1 |
0.0% |
811.7 |
| High |
820.0 |
820.7 |
0.7 |
0.1% |
821.3 |
| Low |
813.5 |
811.5 |
-2.0 |
-0.2% |
804.5 |
| Close |
816.1 |
819.7 |
3.6 |
0.4% |
819.7 |
| Range |
6.5 |
9.2 |
2.7 |
41.5% |
16.8 |
| ATR |
9.6 |
9.5 |
0.0 |
-0.3% |
0.0 |
| Volume |
192,551 |
145,101 |
-47,450 |
-24.6% |
825,706 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.9 |
841.5 |
824.8 |
|
| R3 |
835.7 |
832.3 |
822.2 |
|
| R2 |
826.5 |
826.5 |
821.4 |
|
| R1 |
823.1 |
823.1 |
820.5 |
824.8 |
| PP |
817.3 |
817.3 |
817.3 |
818.2 |
| S1 |
813.9 |
813.9 |
818.9 |
815.6 |
| S2 |
808.1 |
808.1 |
818.0 |
|
| S3 |
798.9 |
804.7 |
817.2 |
|
| S4 |
789.7 |
795.5 |
814.6 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.6 |
859.4 |
828.9 |
|
| R3 |
848.8 |
842.6 |
824.3 |
|
| R2 |
832.0 |
832.0 |
822.8 |
|
| R1 |
825.8 |
825.8 |
821.2 |
828.9 |
| PP |
815.2 |
815.2 |
815.2 |
816.7 |
| S1 |
809.0 |
809.0 |
818.2 |
812.1 |
| S2 |
798.4 |
798.4 |
816.6 |
|
| S3 |
781.6 |
792.2 |
815.1 |
|
| S4 |
764.8 |
775.4 |
810.5 |
|
|
| 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 |
2.0% |
7.7 |
0.9% |
90% |
False |
False |
165,141 |
| 10 |
821.3 |
804.5 |
16.8 |
2.0% |
8.3 |
1.0% |
90% |
False |
False |
155,558 |
| 20 |
821.3 |
779.1 |
42.2 |
5.1% |
9.6 |
1.2% |
96% |
False |
False |
161,021 |
| 40 |
821.3 |
773.2 |
48.1 |
5.9% |
10.5 |
1.3% |
97% |
False |
False |
153,351 |
| 60 |
821.3 |
773.2 |
48.1 |
5.9% |
10.2 |
1.2% |
97% |
False |
False |
126,352 |
| 80 |
821.3 |
755.5 |
65.8 |
8.0% |
10.4 |
1.3% |
98% |
False |
False |
94,817 |
| 100 |
821.3 |
723.1 |
98.2 |
12.0% |
10.4 |
1.3% |
98% |
False |
False |
75,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.8 |
|
2.618 |
844.8 |
|
1.618 |
835.6 |
|
1.000 |
829.9 |
|
0.618 |
826.4 |
|
HIGH |
820.7 |
|
0.618 |
817.2 |
|
0.500 |
816.1 |
|
0.382 |
815.0 |
|
LOW |
811.5 |
|
0.618 |
805.8 |
|
1.000 |
802.3 |
|
1.618 |
796.6 |
|
2.618 |
787.4 |
|
4.250 |
772.4 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
818.5 |
818.6 |
| PP |
817.3 |
817.5 |
| S1 |
816.1 |
816.4 |
|