CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 25-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
796.4 |
804.2 |
7.8 |
1.0% |
809.0 |
| High |
805.5 |
806.7 |
1.2 |
0.1% |
814.0 |
| Low |
796.3 |
792.2 |
-4.1 |
-0.5% |
785.9 |
| Close |
805.1 |
794.4 |
-10.7 |
-1.3% |
795.0 |
| Range |
9.2 |
14.5 |
5.3 |
57.6% |
28.1 |
| ATR |
10.5 |
10.8 |
0.3 |
2.7% |
0.0 |
| Volume |
147 |
169 |
22 |
15.0% |
542 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
832.3 |
802.4 |
|
| R3 |
826.8 |
817.8 |
798.4 |
|
| R2 |
812.3 |
812.3 |
797.1 |
|
| R1 |
803.3 |
803.3 |
795.7 |
800.6 |
| PP |
797.8 |
797.8 |
797.8 |
796.4 |
| S1 |
788.8 |
788.8 |
793.1 |
786.1 |
| S2 |
783.3 |
783.3 |
791.7 |
|
| S3 |
768.8 |
774.3 |
790.4 |
|
| S4 |
754.3 |
759.8 |
786.4 |
|
|
| 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 |
868.3 |
|
2.618 |
844.7 |
|
1.618 |
830.2 |
|
1.000 |
821.2 |
|
0.618 |
815.7 |
|
HIGH |
806.7 |
|
0.618 |
801.2 |
|
0.500 |
799.5 |
|
0.382 |
797.7 |
|
LOW |
792.2 |
|
0.618 |
783.2 |
|
1.000 |
777.7 |
|
1.618 |
768.7 |
|
2.618 |
754.2 |
|
4.250 |
730.6 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
799.5 |
796.9 |
| PP |
797.8 |
796.1 |
| S1 |
796.1 |
795.2 |
|