CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
797.6 |
784.9 |
-12.7 |
-1.6% |
805.3 |
| High |
800.0 |
791.5 |
-8.5 |
-1.1% |
810.6 |
| Low |
786.2 |
781.0 |
-5.2 |
-0.7% |
786.2 |
| Close |
786.2 |
788.7 |
2.5 |
0.3% |
786.2 |
| Range |
13.8 |
10.5 |
-3.3 |
-23.9% |
24.4 |
| ATR |
10.0 |
10.1 |
0.0 |
0.3% |
0.0 |
| Volume |
492 |
121 |
-371 |
-75.4% |
544 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.6 |
814.1 |
794.5 |
|
| R3 |
808.1 |
803.6 |
791.6 |
|
| R2 |
797.6 |
797.6 |
790.6 |
|
| R1 |
793.1 |
793.1 |
789.7 |
795.4 |
| PP |
787.1 |
787.1 |
787.1 |
788.2 |
| S1 |
782.6 |
782.6 |
787.7 |
784.9 |
| S2 |
776.6 |
776.6 |
786.8 |
|
| S3 |
766.1 |
772.1 |
785.8 |
|
| S4 |
755.6 |
761.6 |
782.9 |
|
|
| 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 |
836.1 |
|
2.618 |
819.0 |
|
1.618 |
808.5 |
|
1.000 |
802.0 |
|
0.618 |
798.0 |
|
HIGH |
791.5 |
|
0.618 |
787.5 |
|
0.500 |
786.3 |
|
0.382 |
785.0 |
|
LOW |
781.0 |
|
0.618 |
774.5 |
|
1.000 |
770.5 |
|
1.618 |
764.0 |
|
2.618 |
753.5 |
|
4.250 |
736.4 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
787.9 |
793.5 |
| PP |
787.1 |
791.9 |
| S1 |
786.3 |
790.3 |
|