CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
790.7 |
774.0 |
-16.7 |
-2.1% |
827.2 |
| High |
792.7 |
778.8 |
-13.9 |
-1.8% |
831.3 |
| Low |
773.2 |
757.3 |
-15.9 |
-2.1% |
773.2 |
| Close |
773.8 |
758.3 |
-15.5 |
-2.0% |
773.8 |
| Range |
19.5 |
21.5 |
2.0 |
10.3% |
58.1 |
| ATR |
13.3 |
13.9 |
0.6 |
4.4% |
0.0 |
| Volume |
292,690 |
245,646 |
-47,044 |
-16.1% |
1,298,098 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829.3 |
815.3 |
770.1 |
|
| R3 |
807.8 |
793.8 |
764.2 |
|
| R2 |
786.3 |
786.3 |
762.2 |
|
| R1 |
772.3 |
772.3 |
760.3 |
768.6 |
| PP |
764.8 |
764.8 |
764.8 |
762.9 |
| S1 |
750.8 |
750.8 |
756.3 |
747.1 |
| S2 |
743.3 |
743.3 |
754.4 |
|
| S3 |
721.8 |
729.3 |
752.4 |
|
| S4 |
700.3 |
707.8 |
746.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.1 |
928.5 |
805.8 |
|
| R3 |
909.0 |
870.4 |
789.8 |
|
| R2 |
850.9 |
850.9 |
784.5 |
|
| R1 |
812.3 |
812.3 |
779.1 |
802.6 |
| PP |
792.8 |
792.8 |
792.8 |
787.9 |
| S1 |
754.2 |
754.2 |
768.5 |
744.5 |
| S2 |
734.7 |
734.7 |
763.1 |
|
| S3 |
676.6 |
696.1 |
757.8 |
|
| S4 |
618.5 |
638.0 |
741.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
825.5 |
757.3 |
68.2 |
9.0% |
23.8 |
3.1% |
1% |
False |
True |
275,762 |
| 10 |
831.9 |
757.3 |
74.6 |
9.8% |
16.9 |
2.2% |
1% |
False |
True |
218,123 |
| 20 |
831.9 |
757.3 |
74.6 |
9.8% |
12.6 |
1.7% |
1% |
False |
True |
186,841 |
| 40 |
831.9 |
757.3 |
74.6 |
9.8% |
12.0 |
1.6% |
1% |
False |
True |
180,196 |
| 60 |
831.9 |
757.3 |
74.6 |
9.8% |
11.4 |
1.5% |
1% |
False |
True |
162,318 |
| 80 |
831.9 |
757.3 |
74.6 |
9.8% |
11.1 |
1.5% |
1% |
False |
True |
122,068 |
| 100 |
831.9 |
746.8 |
85.1 |
11.2% |
11.0 |
1.5% |
14% |
False |
False |
97,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870.2 |
|
2.618 |
835.1 |
|
1.618 |
813.6 |
|
1.000 |
800.3 |
|
0.618 |
792.1 |
|
HIGH |
778.8 |
|
0.618 |
770.6 |
|
0.500 |
768.1 |
|
0.382 |
765.5 |
|
LOW |
757.3 |
|
0.618 |
744.0 |
|
1.000 |
735.8 |
|
1.618 |
722.5 |
|
2.618 |
701.0 |
|
4.250 |
665.9 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
768.1 |
777.4 |
| PP |
764.8 |
771.0 |
| S1 |
761.6 |
764.7 |
|