CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
787.7 |
794.8 |
7.1 |
0.9% |
819.5 |
| High |
798.8 |
797.4 |
-1.4 |
-0.2% |
831.9 |
| Low |
783.8 |
773.4 |
-10.4 |
-1.3% |
813.4 |
| Close |
794.7 |
790.4 |
-4.3 |
-0.5% |
827.3 |
| Range |
15.0 |
24.0 |
9.0 |
60.0% |
18.5 |
| ATR |
12.0 |
12.8 |
0.9 |
7.2% |
0.0 |
| Volume |
384,746 |
279,687 |
-105,059 |
-27.3% |
637,495 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.1 |
848.7 |
803.6 |
|
| R3 |
835.1 |
824.7 |
797.0 |
|
| R2 |
811.1 |
811.1 |
794.8 |
|
| R1 |
800.7 |
800.7 |
792.6 |
793.9 |
| PP |
787.1 |
787.1 |
787.1 |
783.7 |
| S1 |
776.7 |
776.7 |
788.2 |
769.9 |
| S2 |
763.1 |
763.1 |
786.0 |
|
| S3 |
739.1 |
752.7 |
783.8 |
|
| S4 |
715.1 |
728.7 |
777.2 |
|
|
| 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 |
831.3 |
773.4 |
57.9 |
7.3% |
19.5 |
2.5% |
29% |
False |
True |
236,980 |
| 10 |
831.9 |
773.4 |
58.5 |
7.4% |
14.4 |
1.8% |
29% |
False |
True |
198,055 |
| 20 |
831.9 |
773.4 |
58.5 |
7.4% |
11.3 |
1.4% |
29% |
False |
True |
176,786 |
| 40 |
831.9 |
773.2 |
58.7 |
7.4% |
11.8 |
1.5% |
29% |
False |
False |
171,834 |
| 60 |
831.9 |
773.2 |
58.7 |
7.4% |
11.2 |
1.4% |
29% |
False |
False |
153,603 |
| 80 |
831.9 |
756.2 |
75.7 |
9.6% |
10.9 |
1.4% |
45% |
False |
False |
115,341 |
| 100 |
831.9 |
745.8 |
86.1 |
10.9% |
10.8 |
1.4% |
52% |
False |
False |
92,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.4 |
|
2.618 |
860.2 |
|
1.618 |
836.2 |
|
1.000 |
821.4 |
|
0.618 |
812.2 |
|
HIGH |
797.4 |
|
0.618 |
788.2 |
|
0.500 |
785.4 |
|
0.382 |
782.6 |
|
LOW |
773.4 |
|
0.618 |
758.6 |
|
1.000 |
749.4 |
|
1.618 |
734.6 |
|
2.618 |
710.6 |
|
4.250 |
671.4 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
788.7 |
799.5 |
| PP |
787.1 |
796.4 |
| S1 |
785.4 |
793.4 |
|