CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
801.0 |
799.5 |
-1.5 |
-0.2% |
784.9 |
| High |
805.6 |
800.2 |
-5.4 |
-0.7% |
808.0 |
| Low |
799.3 |
787.6 |
-11.7 |
-1.5% |
780.3 |
| Close |
799.3 |
789.8 |
-9.5 |
-1.2% |
808.7 |
| Range |
6.3 |
12.6 |
6.3 |
100.0% |
27.7 |
| ATR |
10.1 |
10.2 |
0.2 |
1.8% |
0.0 |
| Volume |
168 |
83 |
-85 |
-50.6% |
1,374 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.3 |
822.7 |
796.7 |
|
| R3 |
817.7 |
810.1 |
793.3 |
|
| R2 |
805.1 |
805.1 |
792.1 |
|
| R1 |
797.5 |
797.5 |
791.0 |
795.0 |
| PP |
792.5 |
792.5 |
792.5 |
791.3 |
| S1 |
784.9 |
784.9 |
788.6 |
782.4 |
| S2 |
779.9 |
779.9 |
787.5 |
|
| S3 |
767.3 |
772.3 |
786.3 |
|
| S4 |
754.7 |
759.7 |
782.9 |
|
|
| 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 |
853.8 |
|
2.618 |
833.2 |
|
1.618 |
820.6 |
|
1.000 |
812.8 |
|
0.618 |
808.0 |
|
HIGH |
800.2 |
|
0.618 |
795.4 |
|
0.500 |
793.9 |
|
0.382 |
792.4 |
|
LOW |
787.6 |
|
0.618 |
779.8 |
|
1.000 |
775.0 |
|
1.618 |
767.2 |
|
2.618 |
754.6 |
|
4.250 |
734.1 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.9 |
800.8 |
| PP |
792.5 |
797.1 |
| S1 |
791.2 |
793.5 |
|