CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
804.0 |
810.0 |
6.0 |
0.7% |
797.9 |
| High |
814.4 |
818.9 |
4.5 |
0.6% |
806.7 |
| Low |
803.0 |
810.0 |
7.0 |
0.9% |
786.3 |
| Close |
811.4 |
818.4 |
7.0 |
0.9% |
796.8 |
| Range |
11.4 |
8.9 |
-2.5 |
-21.9% |
20.4 |
| ATR |
10.7 |
10.5 |
-0.1 |
-1.2% |
0.0 |
| Volume |
275 |
145 |
-130 |
-47.3% |
648 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.5 |
839.3 |
823.3 |
|
| R3 |
833.6 |
830.4 |
820.8 |
|
| R2 |
824.7 |
824.7 |
820.0 |
|
| R1 |
821.5 |
821.5 |
819.2 |
823.1 |
| PP |
815.8 |
815.8 |
815.8 |
816.6 |
| S1 |
812.6 |
812.6 |
817.6 |
814.2 |
| S2 |
806.9 |
806.9 |
816.8 |
|
| S3 |
798.0 |
803.7 |
816.0 |
|
| S4 |
789.1 |
794.8 |
813.5 |
|
|
| 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 |
856.7 |
|
2.618 |
842.2 |
|
1.618 |
833.3 |
|
1.000 |
827.8 |
|
0.618 |
824.4 |
|
HIGH |
818.9 |
|
0.618 |
815.5 |
|
0.500 |
814.5 |
|
0.382 |
813.4 |
|
LOW |
810.0 |
|
0.618 |
804.5 |
|
1.000 |
801.1 |
|
1.618 |
795.6 |
|
2.618 |
786.7 |
|
4.250 |
772.2 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
817.1 |
815.7 |
| PP |
815.8 |
813.1 |
| S1 |
814.5 |
810.4 |
|