CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
786.0 |
792.3 |
6.3 |
0.8% |
805.3 |
| High |
792.3 |
803.5 |
11.2 |
1.4% |
810.6 |
| Low |
783.9 |
790.9 |
7.0 |
0.9% |
786.2 |
| Close |
792.3 |
799.9 |
7.6 |
1.0% |
786.2 |
| Range |
8.4 |
12.6 |
4.2 |
50.0% |
24.4 |
| ATR |
10.0 |
10.2 |
0.2 |
1.8% |
0.0 |
| Volume |
390 |
149 |
-241 |
-61.8% |
544 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835.9 |
830.5 |
806.8 |
|
| R3 |
823.3 |
817.9 |
803.4 |
|
| R2 |
810.7 |
810.7 |
802.2 |
|
| R1 |
805.3 |
805.3 |
801.1 |
808.0 |
| PP |
798.1 |
798.1 |
798.1 |
799.5 |
| S1 |
792.7 |
792.7 |
798.7 |
795.4 |
| S2 |
785.5 |
785.5 |
797.6 |
|
| S3 |
772.9 |
780.1 |
796.4 |
|
| S4 |
760.3 |
767.5 |
793.0 |
|
|
| 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 |
857.1 |
|
2.618 |
836.5 |
|
1.618 |
823.9 |
|
1.000 |
816.1 |
|
0.618 |
811.3 |
|
HIGH |
803.5 |
|
0.618 |
798.7 |
|
0.500 |
797.2 |
|
0.382 |
795.7 |
|
LOW |
790.9 |
|
0.618 |
783.1 |
|
1.000 |
778.3 |
|
1.618 |
770.5 |
|
2.618 |
757.9 |
|
4.250 |
737.4 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
799.0 |
797.2 |
| PP |
798.1 |
794.6 |
| S1 |
797.2 |
791.9 |
|