CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 24-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
787.8 |
796.4 |
8.6 |
1.1% |
809.0 |
| High |
800.2 |
805.5 |
5.3 |
0.7% |
814.0 |
| Low |
787.1 |
796.3 |
9.2 |
1.2% |
785.9 |
| Close |
795.8 |
805.1 |
9.3 |
1.2% |
795.0 |
| Range |
13.1 |
9.2 |
-3.9 |
-29.8% |
28.1 |
| ATR |
10.6 |
10.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
150 |
147 |
-3 |
-2.0% |
542 |
|
| Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829.9 |
826.7 |
810.2 |
|
| R3 |
820.7 |
817.5 |
807.6 |
|
| R2 |
811.5 |
811.5 |
806.8 |
|
| R1 |
808.3 |
808.3 |
805.9 |
809.9 |
| PP |
802.3 |
802.3 |
802.3 |
803.1 |
| S1 |
799.1 |
799.1 |
804.3 |
800.7 |
| S2 |
793.1 |
793.1 |
803.4 |
|
| S3 |
783.9 |
789.9 |
802.6 |
|
| S4 |
774.7 |
780.7 |
800.0 |
|
|
| 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 |
844.6 |
|
2.618 |
829.6 |
|
1.618 |
820.4 |
|
1.000 |
814.7 |
|
0.618 |
811.2 |
|
HIGH |
805.5 |
|
0.618 |
802.0 |
|
0.500 |
800.9 |
|
0.382 |
799.8 |
|
LOW |
796.3 |
|
0.618 |
790.6 |
|
1.000 |
787.1 |
|
1.618 |
781.4 |
|
2.618 |
772.2 |
|
4.250 |
757.2 |
|
|
| Fisher Pivots for day following 24-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
803.7 |
802.0 |
| PP |
802.3 |
799.0 |
| S1 |
800.9 |
795.9 |
|