CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
827.0 |
828.5 |
1.5 |
0.2% |
811.7 |
| High |
829.0 |
831.9 |
2.9 |
0.3% |
821.3 |
| Low |
822.7 |
823.6 |
0.9 |
0.1% |
804.5 |
| Close |
828.5 |
831.1 |
2.6 |
0.3% |
819.7 |
| Range |
6.3 |
8.3 |
2.0 |
31.7% |
16.8 |
| ATR |
9.7 |
9.6 |
-0.1 |
-1.1% |
0.0 |
| Volume |
177,521 |
151,914 |
-25,607 |
-14.4% |
825,706 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.8 |
850.7 |
835.7 |
|
| R3 |
845.5 |
842.4 |
833.4 |
|
| R2 |
837.2 |
837.2 |
832.6 |
|
| R1 |
834.1 |
834.1 |
831.9 |
835.7 |
| PP |
828.9 |
828.9 |
828.9 |
829.6 |
| S1 |
825.8 |
825.8 |
830.3 |
827.4 |
| S2 |
820.6 |
820.6 |
829.6 |
|
| S3 |
812.3 |
817.5 |
828.8 |
|
| S4 |
804.0 |
809.2 |
826.5 |
|
|
| 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 |
831.9 |
811.5 |
20.4 |
2.5% |
9.3 |
1.1% |
96% |
True |
False |
159,131 |
| 10 |
831.9 |
804.5 |
27.4 |
3.3% |
9.1 |
1.1% |
97% |
True |
False |
159,795 |
| 20 |
831.9 |
781.1 |
50.8 |
6.1% |
9.3 |
1.1% |
98% |
True |
False |
159,447 |
| 40 |
831.9 |
773.2 |
58.7 |
7.1% |
10.5 |
1.3% |
99% |
True |
False |
153,795 |
| 60 |
831.9 |
773.2 |
58.7 |
7.1% |
10.5 |
1.3% |
99% |
True |
False |
133,931 |
| 80 |
831.9 |
755.5 |
76.4 |
9.2% |
10.4 |
1.3% |
99% |
True |
False |
100,537 |
| 100 |
831.9 |
723.1 |
108.8 |
13.1% |
10.4 |
1.3% |
99% |
True |
False |
80,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.2 |
|
2.618 |
853.6 |
|
1.618 |
845.3 |
|
1.000 |
840.2 |
|
0.618 |
837.0 |
|
HIGH |
831.9 |
|
0.618 |
828.7 |
|
0.500 |
827.8 |
|
0.382 |
826.8 |
|
LOW |
823.6 |
|
0.618 |
818.5 |
|
1.000 |
815.3 |
|
1.618 |
810.2 |
|
2.618 |
801.9 |
|
4.250 |
788.3 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
830.0 |
828.3 |
| PP |
828.9 |
825.5 |
| S1 |
827.8 |
822.7 |
|