CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
774.0 |
758.3 |
-15.7 |
-2.0% |
827.2 |
| High |
778.8 |
783.0 |
4.2 |
0.5% |
831.3 |
| Low |
757.3 |
755.3 |
-2.0 |
-0.3% |
773.2 |
| Close |
758.3 |
778.2 |
19.9 |
2.6% |
773.8 |
| Range |
21.5 |
27.7 |
6.2 |
28.8% |
58.1 |
| ATR |
13.9 |
14.9 |
1.0 |
7.1% |
0.0 |
| Volume |
245,646 |
318,635 |
72,989 |
29.7% |
1,298,098 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.3 |
844.4 |
793.4 |
|
| R3 |
827.6 |
816.7 |
785.8 |
|
| R2 |
799.9 |
799.9 |
783.3 |
|
| R1 |
789.0 |
789.0 |
780.7 |
794.5 |
| PP |
772.2 |
772.2 |
772.2 |
774.9 |
| S1 |
761.3 |
761.3 |
775.7 |
766.8 |
| S2 |
744.5 |
744.5 |
773.1 |
|
| S3 |
716.8 |
733.6 |
770.6 |
|
| S4 |
689.1 |
705.9 |
763.0 |
|
|
| 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 |
798.8 |
755.3 |
43.5 |
5.6% |
21.5 |
2.8% |
53% |
False |
True |
304,280 |
| 10 |
831.9 |
755.3 |
76.6 |
9.8% |
18.1 |
2.3% |
30% |
False |
True |
237,130 |
| 20 |
831.9 |
755.3 |
76.6 |
9.8% |
13.7 |
1.8% |
30% |
False |
True |
196,370 |
| 40 |
831.9 |
755.3 |
76.6 |
9.8% |
12.3 |
1.6% |
30% |
False |
True |
183,298 |
| 60 |
831.9 |
755.3 |
76.6 |
9.8% |
11.7 |
1.5% |
30% |
False |
True |
167,350 |
| 80 |
831.9 |
755.3 |
76.6 |
9.8% |
11.3 |
1.5% |
30% |
False |
True |
126,050 |
| 100 |
831.9 |
746.8 |
85.1 |
10.9% |
11.2 |
1.4% |
37% |
False |
False |
100,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
900.7 |
|
2.618 |
855.5 |
|
1.618 |
827.8 |
|
1.000 |
810.7 |
|
0.618 |
800.1 |
|
HIGH |
783.0 |
|
0.618 |
772.4 |
|
0.500 |
769.2 |
|
0.382 |
765.9 |
|
LOW |
755.3 |
|
0.618 |
738.2 |
|
1.000 |
727.6 |
|
1.618 |
710.5 |
|
2.618 |
682.8 |
|
4.250 |
637.6 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
775.2 |
776.8 |
| PP |
772.2 |
775.4 |
| S1 |
769.2 |
774.0 |
|