CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 29-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
810.0 |
808.0 |
-2.0 |
-0.2% |
797.2 |
| High |
812.5 |
809.6 |
-2.9 |
-0.4% |
812.5 |
| Low |
806.6 |
799.7 |
-6.9 |
-0.9% |
797.1 |
| Close |
808.0 |
801.9 |
-6.1 |
-0.8% |
801.9 |
| Range |
5.9 |
9.9 |
4.0 |
67.8% |
15.4 |
| ATR |
|
|
|
|
|
| Volume |
50 |
48 |
-2 |
-4.0% |
118 |
|
| Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.4 |
827.6 |
807.3 |
|
| R3 |
823.5 |
817.7 |
804.6 |
|
| R2 |
813.6 |
813.6 |
803.7 |
|
| R1 |
807.8 |
807.8 |
802.8 |
805.8 |
| PP |
803.7 |
803.7 |
803.7 |
802.7 |
| S1 |
797.9 |
797.9 |
801.0 |
795.9 |
| S2 |
793.8 |
793.8 |
800.1 |
|
| S3 |
783.9 |
788.0 |
799.2 |
|
| S4 |
774.0 |
778.1 |
796.5 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.0 |
841.4 |
810.4 |
|
| R3 |
834.6 |
826.0 |
806.1 |
|
| R2 |
819.2 |
819.2 |
804.7 |
|
| R1 |
810.6 |
810.6 |
803.3 |
814.9 |
| PP |
803.8 |
803.8 |
803.8 |
806.0 |
| S1 |
795.2 |
795.2 |
800.5 |
799.5 |
| S2 |
788.4 |
788.4 |
799.1 |
|
| S3 |
773.0 |
779.8 |
797.7 |
|
| S4 |
757.6 |
764.4 |
793.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.7 |
|
2.618 |
835.5 |
|
1.618 |
825.6 |
|
1.000 |
819.5 |
|
0.618 |
815.7 |
|
HIGH |
809.6 |
|
0.618 |
805.8 |
|
0.500 |
804.7 |
|
0.382 |
803.5 |
|
LOW |
799.7 |
|
0.618 |
793.6 |
|
1.000 |
789.8 |
|
1.618 |
783.7 |
|
2.618 |
773.8 |
|
4.250 |
757.6 |
|
|
| Fisher Pivots for day following 29-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
804.7 |
806.1 |
| PP |
803.7 |
804.7 |
| S1 |
802.8 |
803.3 |
|