CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 26-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
804.2 |
796.3 |
-7.9 |
-1.0% |
797.9 |
| High |
806.7 |
799.6 |
-7.1 |
-0.9% |
806.7 |
| Low |
792.2 |
788.3 |
-3.9 |
-0.5% |
786.3 |
| Close |
794.4 |
796.8 |
2.4 |
0.3% |
796.8 |
| Range |
14.5 |
11.3 |
-3.2 |
-22.1% |
20.4 |
| ATR |
10.8 |
10.8 |
0.0 |
0.3% |
0.0 |
| Volume |
169 |
83 |
-86 |
-50.9% |
648 |
|
| Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.8 |
824.1 |
803.0 |
|
| R3 |
817.5 |
812.8 |
799.9 |
|
| R2 |
806.2 |
806.2 |
798.9 |
|
| R1 |
801.5 |
801.5 |
797.8 |
803.9 |
| PP |
794.9 |
794.9 |
794.9 |
796.1 |
| S1 |
790.2 |
790.2 |
795.8 |
792.6 |
| S2 |
783.6 |
783.6 |
794.7 |
|
| S3 |
772.3 |
778.9 |
793.7 |
|
| S4 |
761.0 |
767.6 |
790.6 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857.8 |
847.7 |
808.0 |
|
| R3 |
837.4 |
827.3 |
802.4 |
|
| R2 |
817.0 |
817.0 |
800.5 |
|
| R1 |
806.9 |
806.9 |
798.7 |
801.8 |
| PP |
796.6 |
796.6 |
796.6 |
794.0 |
| S1 |
786.5 |
786.5 |
794.9 |
781.4 |
| S2 |
776.2 |
776.2 |
793.1 |
|
| S3 |
755.8 |
766.1 |
791.2 |
|
| S4 |
735.4 |
745.7 |
785.6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.6 |
|
2.618 |
829.2 |
|
1.618 |
817.9 |
|
1.000 |
810.9 |
|
0.618 |
806.6 |
|
HIGH |
799.6 |
|
0.618 |
795.3 |
|
0.500 |
794.0 |
|
0.382 |
792.6 |
|
LOW |
788.3 |
|
0.618 |
781.3 |
|
1.000 |
777.0 |
|
1.618 |
770.0 |
|
2.618 |
758.7 |
|
4.250 |
740.3 |
|
|
| Fisher Pivots for day following 26-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
795.9 |
797.5 |
| PP |
794.9 |
797.3 |
| S1 |
794.0 |
797.0 |
|