CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
796.3 |
796.4 |
0.1 |
0.0% |
797.9 |
| High |
799.6 |
806.1 |
6.5 |
0.8% |
806.7 |
| Low |
788.3 |
795.1 |
6.8 |
0.9% |
786.3 |
| Close |
796.8 |
803.9 |
7.1 |
0.9% |
796.8 |
| Range |
11.3 |
11.0 |
-0.3 |
-2.7% |
20.4 |
| ATR |
10.8 |
10.8 |
0.0 |
0.1% |
0.0 |
| Volume |
83 |
285 |
202 |
243.4% |
648 |
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.7 |
830.3 |
810.0 |
|
| R3 |
823.7 |
819.3 |
806.9 |
|
| R2 |
812.7 |
812.7 |
805.9 |
|
| R1 |
808.3 |
808.3 |
804.9 |
810.5 |
| PP |
801.7 |
801.7 |
801.7 |
802.8 |
| S1 |
797.3 |
797.3 |
802.9 |
799.5 |
| S2 |
790.7 |
790.7 |
801.9 |
|
| S3 |
779.7 |
786.3 |
800.9 |
|
| S4 |
768.7 |
775.3 |
797.9 |
|
|
| 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 |
852.9 |
|
2.618 |
834.9 |
|
1.618 |
823.9 |
|
1.000 |
817.1 |
|
0.618 |
812.9 |
|
HIGH |
806.1 |
|
0.618 |
801.9 |
|
0.500 |
800.6 |
|
0.382 |
799.3 |
|
LOW |
795.1 |
|
0.618 |
788.3 |
|
1.000 |
784.1 |
|
1.618 |
777.3 |
|
2.618 |
766.3 |
|
4.250 |
748.4 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
802.8 |
801.8 |
| PP |
801.7 |
799.6 |
| S1 |
800.6 |
797.5 |
|