CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
799.7 |
797.6 |
-2.1 |
-0.3% |
805.3 |
| High |
806.0 |
800.0 |
-6.0 |
-0.7% |
810.6 |
| Low |
791.9 |
786.2 |
-5.7 |
-0.7% |
786.2 |
| Close |
802.9 |
786.2 |
-16.7 |
-2.1% |
786.2 |
| Range |
14.1 |
13.8 |
-0.3 |
-2.1% |
24.4 |
| ATR |
0.0 |
10.0 |
10.0 |
|
0.0 |
| Volume |
51 |
492 |
441 |
864.7% |
544 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832.2 |
823.0 |
793.8 |
|
| R3 |
818.4 |
809.2 |
790.0 |
|
| R2 |
804.6 |
804.6 |
788.7 |
|
| R1 |
795.4 |
795.4 |
787.5 |
793.1 |
| PP |
790.8 |
790.8 |
790.8 |
789.7 |
| S1 |
781.6 |
781.6 |
784.9 |
779.3 |
| S2 |
777.0 |
777.0 |
783.7 |
|
| S3 |
763.2 |
767.8 |
782.4 |
|
| S4 |
749.4 |
754.0 |
778.6 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.5 |
851.3 |
799.6 |
|
| R3 |
843.1 |
826.9 |
792.9 |
|
| R2 |
818.7 |
818.7 |
790.7 |
|
| R1 |
802.5 |
802.5 |
788.4 |
798.4 |
| PP |
794.3 |
794.3 |
794.3 |
792.3 |
| S1 |
778.1 |
778.1 |
784.0 |
774.0 |
| S2 |
769.9 |
769.9 |
781.7 |
|
| S3 |
745.5 |
753.7 |
779.5 |
|
| S4 |
721.1 |
729.3 |
772.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
858.7 |
|
2.618 |
836.1 |
|
1.618 |
822.3 |
|
1.000 |
813.8 |
|
0.618 |
808.5 |
|
HIGH |
800.0 |
|
0.618 |
794.7 |
|
0.500 |
793.1 |
|
0.382 |
791.5 |
|
LOW |
786.2 |
|
0.618 |
777.7 |
|
1.000 |
772.4 |
|
1.618 |
763.9 |
|
2.618 |
750.1 |
|
4.250 |
727.6 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.1 |
798.4 |
| PP |
790.8 |
794.3 |
| S1 |
788.5 |
790.3 |
|