CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 04-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
805.3 |
799.7 |
-5.6 |
-0.7% |
797.2 |
| High |
810.6 |
806.0 |
-4.6 |
-0.6% |
812.5 |
| Low |
791.3 |
791.9 |
0.6 |
0.1% |
797.1 |
| Close |
800.6 |
802.9 |
2.3 |
0.3% |
801.9 |
| Range |
19.3 |
14.1 |
-5.2 |
-26.9% |
15.4 |
| ATR |
|
|
|
|
|
| Volume |
1 |
51 |
50 |
5,000.0% |
118 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.6 |
836.8 |
810.7 |
|
| R3 |
828.5 |
822.7 |
806.8 |
|
| R2 |
814.4 |
814.4 |
805.5 |
|
| R1 |
808.6 |
808.6 |
804.2 |
811.5 |
| PP |
800.3 |
800.3 |
800.3 |
801.7 |
| S1 |
794.5 |
794.5 |
801.6 |
797.4 |
| S2 |
786.2 |
786.2 |
800.3 |
|
| S3 |
772.1 |
780.4 |
799.0 |
|
| S4 |
758.0 |
766.3 |
795.1 |
|
|
| 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 |
865.9 |
|
2.618 |
842.9 |
|
1.618 |
828.8 |
|
1.000 |
820.1 |
|
0.618 |
814.7 |
|
HIGH |
806.0 |
|
0.618 |
800.6 |
|
0.500 |
799.0 |
|
0.382 |
797.3 |
|
LOW |
791.9 |
|
0.618 |
783.2 |
|
1.000 |
777.8 |
|
1.618 |
769.1 |
|
2.618 |
755.0 |
|
4.250 |
732.0 |
|
|
| Fisher Pivots for day following 04-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
801.6 |
802.3 |
| PP |
800.3 |
801.6 |
| S1 |
799.0 |
801.0 |
|