CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 03-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
808.0 |
805.3 |
-2.7 |
-0.3% |
797.2 |
| High |
809.6 |
810.6 |
1.0 |
0.1% |
812.5 |
| Low |
799.7 |
791.3 |
-8.4 |
-1.1% |
797.1 |
| Close |
801.9 |
800.6 |
-1.3 |
-0.2% |
801.9 |
| Range |
9.9 |
19.3 |
9.4 |
94.9% |
15.4 |
| ATR |
|
|
|
|
|
| Volume |
48 |
1 |
-47 |
-97.9% |
118 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.7 |
849.0 |
811.2 |
|
| R3 |
839.4 |
829.7 |
805.9 |
|
| R2 |
820.1 |
820.1 |
804.1 |
|
| R1 |
810.4 |
810.4 |
802.4 |
805.6 |
| PP |
800.8 |
800.8 |
800.8 |
798.5 |
| S1 |
791.1 |
791.1 |
798.8 |
786.3 |
| S2 |
781.5 |
781.5 |
797.1 |
|
| S3 |
762.2 |
771.8 |
795.3 |
|
| S4 |
742.9 |
752.5 |
790.0 |
|
|
| 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 |
892.6 |
|
2.618 |
861.1 |
|
1.618 |
841.8 |
|
1.000 |
829.9 |
|
0.618 |
822.5 |
|
HIGH |
810.6 |
|
0.618 |
803.2 |
|
0.500 |
801.0 |
|
0.382 |
798.7 |
|
LOW |
791.3 |
|
0.618 |
779.4 |
|
1.000 |
772.0 |
|
1.618 |
760.1 |
|
2.618 |
740.8 |
|
4.250 |
709.3 |
|
|
| Fisher Pivots for day following 03-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
801.0 |
801.9 |
| PP |
800.8 |
801.5 |
| S1 |
800.7 |
801.0 |
|