CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
809.0 |
801.0 |
-8.0 |
-1.0% |
784.9 |
| High |
814.0 |
805.6 |
-8.4 |
-1.0% |
808.0 |
| Low |
800.8 |
799.3 |
-1.5 |
-0.2% |
780.3 |
| Close |
801.9 |
799.3 |
-2.6 |
-0.3% |
808.7 |
| Range |
13.2 |
6.3 |
-6.9 |
-52.3% |
27.7 |
| ATR |
10.3 |
10.1 |
-0.3 |
-2.8% |
0.0 |
| Volume |
45 |
168 |
123 |
273.3% |
1,374 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.3 |
816.1 |
802.8 |
|
| R3 |
814.0 |
809.8 |
801.0 |
|
| R2 |
807.7 |
807.7 |
800.5 |
|
| R1 |
803.5 |
803.5 |
799.9 |
802.5 |
| PP |
801.4 |
801.4 |
801.4 |
800.9 |
| S1 |
797.2 |
797.2 |
798.7 |
796.2 |
| S2 |
795.1 |
795.1 |
798.1 |
|
| S3 |
788.8 |
790.9 |
797.6 |
|
| S4 |
782.5 |
784.6 |
795.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.1 |
873.1 |
823.9 |
|
| R3 |
854.4 |
845.4 |
816.3 |
|
| R2 |
826.7 |
826.7 |
813.8 |
|
| R1 |
817.7 |
817.7 |
811.2 |
822.2 |
| PP |
799.0 |
799.0 |
799.0 |
801.3 |
| S1 |
790.0 |
790.0 |
806.2 |
794.5 |
| S2 |
771.3 |
771.3 |
803.6 |
|
| S3 |
743.6 |
762.3 |
801.1 |
|
| S4 |
715.9 |
734.6 |
793.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.4 |
|
2.618 |
822.1 |
|
1.618 |
815.8 |
|
1.000 |
811.9 |
|
0.618 |
809.5 |
|
HIGH |
805.6 |
|
0.618 |
803.2 |
|
0.500 |
802.5 |
|
0.382 |
801.7 |
|
LOW |
799.3 |
|
0.618 |
795.4 |
|
1.000 |
793.0 |
|
1.618 |
789.1 |
|
2.618 |
782.8 |
|
4.250 |
772.5 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
802.5 |
806.6 |
| PP |
801.4 |
804.2 |
| S1 |
800.4 |
801.7 |
|