CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
787.7 |
797.9 |
10.2 |
1.3% |
809.0 |
| High |
797.0 |
797.9 |
0.9 |
0.1% |
814.0 |
| Low |
785.9 |
786.3 |
0.4 |
0.1% |
785.9 |
| Close |
795.0 |
789.0 |
-6.0 |
-0.8% |
795.0 |
| Range |
11.1 |
11.6 |
0.5 |
4.5% |
28.1 |
| ATR |
10.3 |
10.4 |
0.1 |
0.9% |
0.0 |
| Volume |
246 |
99 |
-147 |
-59.8% |
542 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.9 |
819.0 |
795.4 |
|
| R3 |
814.3 |
807.4 |
792.2 |
|
| R2 |
802.7 |
802.7 |
791.1 |
|
| R1 |
795.8 |
795.8 |
790.1 |
793.5 |
| PP |
791.1 |
791.1 |
791.1 |
789.9 |
| S1 |
784.2 |
784.2 |
787.9 |
781.9 |
| S2 |
779.5 |
779.5 |
786.9 |
|
| S3 |
767.9 |
772.6 |
785.8 |
|
| S4 |
756.3 |
761.0 |
782.6 |
|
|
| 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 |
847.2 |
|
2.618 |
828.3 |
|
1.618 |
816.7 |
|
1.000 |
809.5 |
|
0.618 |
805.1 |
|
HIGH |
797.9 |
|
0.618 |
793.5 |
|
0.500 |
792.1 |
|
0.382 |
790.7 |
|
LOW |
786.3 |
|
0.618 |
779.1 |
|
1.000 |
774.7 |
|
1.618 |
767.5 |
|
2.618 |
755.9 |
|
4.250 |
737.0 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
792.1 |
793.1 |
| PP |
791.1 |
791.7 |
| S1 |
790.0 |
790.4 |
|