CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
796.4 |
804.2 |
7.8 |
1.0% |
797.9 |
| High |
806.1 |
809.3 |
3.2 |
0.4% |
806.7 |
| Low |
795.1 |
801.9 |
6.8 |
0.9% |
786.3 |
| Close |
803.9 |
808.7 |
4.8 |
0.6% |
796.8 |
| Range |
11.0 |
7.4 |
-3.6 |
-32.7% |
20.4 |
| ATR |
10.8 |
10.6 |
-0.2 |
-2.3% |
0.0 |
| Volume |
285 |
193 |
-92 |
-32.3% |
648 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.8 |
826.2 |
812.8 |
|
| R3 |
821.4 |
818.8 |
810.7 |
|
| R2 |
814.0 |
814.0 |
810.1 |
|
| R1 |
811.4 |
811.4 |
809.4 |
812.7 |
| PP |
806.6 |
806.6 |
806.6 |
807.3 |
| S1 |
804.0 |
804.0 |
808.0 |
805.3 |
| S2 |
799.2 |
799.2 |
807.3 |
|
| S3 |
791.8 |
796.6 |
806.7 |
|
| S4 |
784.4 |
789.2 |
804.6 |
|
|
| 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 |
840.8 |
|
2.618 |
828.7 |
|
1.618 |
821.3 |
|
1.000 |
816.7 |
|
0.618 |
813.9 |
|
HIGH |
809.3 |
|
0.618 |
806.5 |
|
0.500 |
805.6 |
|
0.382 |
804.7 |
|
LOW |
801.9 |
|
0.618 |
797.3 |
|
1.000 |
794.5 |
|
1.618 |
789.9 |
|
2.618 |
782.5 |
|
4.250 |
770.5 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
807.7 |
805.4 |
| PP |
806.6 |
802.1 |
| S1 |
805.6 |
798.8 |
|