CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 19-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
799.5 |
787.7 |
-11.8 |
-1.5% |
809.0 |
| High |
800.2 |
797.0 |
-3.2 |
-0.4% |
814.0 |
| Low |
787.6 |
785.9 |
-1.7 |
-0.2% |
785.9 |
| Close |
789.8 |
795.0 |
5.2 |
0.7% |
795.0 |
| Range |
12.6 |
11.1 |
-1.5 |
-11.9% |
28.1 |
| ATR |
10.2 |
10.3 |
0.1 |
0.6% |
0.0 |
| Volume |
83 |
246 |
163 |
196.4% |
542 |
|
| Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.9 |
821.6 |
801.1 |
|
| R3 |
814.8 |
810.5 |
798.1 |
|
| R2 |
803.7 |
803.7 |
797.0 |
|
| R1 |
799.4 |
799.4 |
796.0 |
801.6 |
| PP |
792.6 |
792.6 |
792.6 |
793.7 |
| S1 |
788.3 |
788.3 |
794.0 |
790.5 |
| S2 |
781.5 |
781.5 |
793.0 |
|
| S3 |
770.4 |
777.2 |
791.9 |
|
| S4 |
759.3 |
766.1 |
788.9 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.6 |
866.9 |
810.5 |
|
| R3 |
854.5 |
838.8 |
802.7 |
|
| R2 |
826.4 |
826.4 |
800.2 |
|
| R1 |
810.7 |
810.7 |
797.6 |
804.5 |
| PP |
798.3 |
798.3 |
798.3 |
795.2 |
| S1 |
782.6 |
782.6 |
792.4 |
776.4 |
| S2 |
770.2 |
770.2 |
789.8 |
|
| S3 |
742.1 |
754.5 |
787.3 |
|
| S4 |
714.0 |
726.4 |
779.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
844.2 |
|
2.618 |
826.1 |
|
1.618 |
815.0 |
|
1.000 |
808.1 |
|
0.618 |
803.9 |
|
HIGH |
797.0 |
|
0.618 |
792.8 |
|
0.500 |
791.5 |
|
0.382 |
790.1 |
|
LOW |
785.9 |
|
0.618 |
779.0 |
|
1.000 |
774.8 |
|
1.618 |
767.9 |
|
2.618 |
756.8 |
|
4.250 |
738.7 |
|
|
| Fisher Pivots for day following 19-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
793.8 |
795.8 |
| PP |
792.6 |
795.5 |
| S1 |
791.5 |
795.3 |
|