CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
825.2 |
787.7 |
-37.5 |
-4.5% |
819.5 |
| High |
825.5 |
798.8 |
-26.7 |
-3.2% |
831.9 |
| Low |
786.6 |
783.8 |
-2.8 |
-0.4% |
813.4 |
| Close |
787.2 |
794.7 |
7.5 |
1.0% |
827.3 |
| Range |
38.9 |
15.0 |
-23.9 |
-61.4% |
18.5 |
| ATR |
11.8 |
12.0 |
0.2 |
2.0% |
0.0 |
| Volume |
176,042 |
384,746 |
208,704 |
118.6% |
637,495 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.4 |
831.1 |
803.0 |
|
| R3 |
822.4 |
816.1 |
798.8 |
|
| R2 |
807.4 |
807.4 |
797.5 |
|
| R1 |
801.1 |
801.1 |
796.1 |
804.3 |
| PP |
792.4 |
792.4 |
792.4 |
794.0 |
| S1 |
786.1 |
786.1 |
793.3 |
789.3 |
| S2 |
777.4 |
777.4 |
792.0 |
|
| S3 |
762.4 |
771.1 |
790.6 |
|
| S4 |
747.4 |
756.1 |
786.5 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.7 |
872.0 |
837.5 |
|
| R3 |
861.2 |
853.5 |
832.4 |
|
| R2 |
842.7 |
842.7 |
830.7 |
|
| R1 |
835.0 |
835.0 |
829.0 |
838.9 |
| PP |
824.2 |
824.2 |
824.2 |
826.1 |
| S1 |
816.5 |
816.5 |
825.6 |
820.4 |
| S2 |
805.7 |
805.7 |
823.9 |
|
| S3 |
787.2 |
798.0 |
822.2 |
|
| S4 |
768.7 |
779.5 |
817.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.9 |
783.8 |
48.1 |
6.1% |
16.3 |
2.1% |
23% |
False |
True |
211,425 |
| 10 |
831.9 |
783.8 |
48.1 |
6.1% |
12.8 |
1.6% |
23% |
False |
True |
185,140 |
| 20 |
831.9 |
783.8 |
48.1 |
6.1% |
10.7 |
1.3% |
23% |
False |
True |
169,970 |
| 40 |
831.9 |
773.2 |
58.7 |
7.4% |
11.5 |
1.4% |
37% |
False |
False |
167,038 |
| 60 |
831.9 |
773.2 |
58.7 |
7.4% |
11.0 |
1.4% |
37% |
False |
False |
148,979 |
| 80 |
831.9 |
755.5 |
76.4 |
9.6% |
10.7 |
1.3% |
51% |
False |
False |
111,846 |
| 100 |
831.9 |
744.1 |
87.8 |
11.0% |
10.7 |
1.3% |
58% |
False |
False |
89,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.6 |
|
2.618 |
838.1 |
|
1.618 |
823.1 |
|
1.000 |
813.8 |
|
0.618 |
808.1 |
|
HIGH |
798.8 |
|
0.618 |
793.1 |
|
0.500 |
791.3 |
|
0.382 |
789.5 |
|
LOW |
783.8 |
|
0.618 |
774.5 |
|
1.000 |
768.8 |
|
1.618 |
759.5 |
|
2.618 |
744.5 |
|
4.250 |
720.1 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.6 |
807.6 |
| PP |
792.4 |
803.3 |
| S1 |
791.3 |
799.0 |
|