CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
778.1 |
775.0 |
-3.1 |
-0.4% |
827.2 |
| High |
781.9 |
787.5 |
5.6 |
0.7% |
831.3 |
| Low |
773.5 |
772.2 |
-1.3 |
-0.2% |
773.2 |
| Close |
775.1 |
783.7 |
8.6 |
1.1% |
773.8 |
| Range |
8.4 |
15.3 |
6.9 |
82.1% |
58.1 |
| ATR |
14.4 |
14.5 |
0.1 |
0.4% |
0.0 |
| Volume |
264,230 |
224,378 |
-39,852 |
-15.1% |
1,298,098 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.0 |
820.7 |
792.1 |
|
| R3 |
811.7 |
805.4 |
787.9 |
|
| R2 |
796.4 |
796.4 |
786.5 |
|
| R1 |
790.1 |
790.1 |
785.1 |
793.3 |
| PP |
781.1 |
781.1 |
781.1 |
782.7 |
| S1 |
774.8 |
774.8 |
782.3 |
778.0 |
| S2 |
765.8 |
765.8 |
780.9 |
|
| S3 |
750.5 |
759.5 |
779.5 |
|
| S4 |
735.2 |
744.2 |
775.3 |
|
|
| 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 |
792.7 |
755.3 |
37.4 |
4.8% |
18.5 |
2.4% |
76% |
False |
False |
269,115 |
| 10 |
831.3 |
755.3 |
76.0 |
9.7% |
19.0 |
2.4% |
37% |
False |
False |
253,047 |
| 20 |
831.9 |
755.3 |
76.6 |
9.8% |
14.0 |
1.8% |
37% |
False |
False |
206,421 |
| 40 |
831.9 |
755.3 |
76.6 |
9.8% |
12.3 |
1.6% |
37% |
False |
False |
185,216 |
| 60 |
831.9 |
755.3 |
76.6 |
9.8% |
11.9 |
1.5% |
37% |
False |
False |
174,915 |
| 80 |
831.9 |
755.3 |
76.6 |
9.8% |
11.3 |
1.4% |
37% |
False |
False |
132,154 |
| 100 |
831.9 |
755.3 |
76.6 |
9.8% |
11.2 |
1.4% |
37% |
False |
False |
105,748 |
| 120 |
831.9 |
723.1 |
108.8 |
13.9% |
11.1 |
1.4% |
56% |
False |
False |
88,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
852.5 |
|
2.618 |
827.6 |
|
1.618 |
812.3 |
|
1.000 |
802.8 |
|
0.618 |
797.0 |
|
HIGH |
787.5 |
|
0.618 |
781.7 |
|
0.500 |
779.9 |
|
0.382 |
778.0 |
|
LOW |
772.2 |
|
0.618 |
762.7 |
|
1.000 |
756.9 |
|
1.618 |
747.4 |
|
2.618 |
732.1 |
|
4.250 |
707.2 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
782.4 |
779.6 |
| PP |
781.1 |
775.5 |
| S1 |
779.9 |
771.4 |
|