CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
818.8 |
818.0 |
-0.8 |
-0.1% |
796.4 |
| High |
821.0 |
820.8 |
-0.2 |
0.0% |
821.3 |
| Low |
815.3 |
814.2 |
-1.1 |
-0.1% |
795.1 |
| Close |
818.7 |
820.4 |
1.7 |
0.2% |
819.8 |
| Range |
5.7 |
6.6 |
0.9 |
15.8% |
26.2 |
| ATR |
9.8 |
9.5 |
-0.2 |
-2.3% |
0.0 |
| Volume |
150 |
86 |
-64 |
-42.7% |
1,063 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838.3 |
835.9 |
824.0 |
|
| R3 |
831.7 |
829.3 |
822.2 |
|
| R2 |
825.1 |
825.1 |
821.6 |
|
| R1 |
822.7 |
822.7 |
821.0 |
823.9 |
| PP |
818.5 |
818.5 |
818.5 |
819.1 |
| S1 |
816.1 |
816.1 |
819.8 |
817.3 |
| S2 |
811.9 |
811.9 |
819.2 |
|
| S3 |
805.3 |
809.5 |
818.6 |
|
| S4 |
798.7 |
802.9 |
816.8 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.7 |
881.4 |
834.2 |
|
| R3 |
864.5 |
855.2 |
827.0 |
|
| R2 |
838.3 |
838.3 |
824.6 |
|
| R1 |
829.0 |
829.0 |
822.2 |
833.7 |
| PP |
812.1 |
812.1 |
812.1 |
814.4 |
| S1 |
802.8 |
802.8 |
817.4 |
807.5 |
| S2 |
785.9 |
785.9 |
815.0 |
|
| S3 |
759.7 |
776.6 |
812.6 |
|
| S4 |
733.5 |
750.4 |
805.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848.9 |
|
2.618 |
838.1 |
|
1.618 |
831.5 |
|
1.000 |
827.4 |
|
0.618 |
824.9 |
|
HIGH |
820.8 |
|
0.618 |
818.3 |
|
0.500 |
817.5 |
|
0.382 |
816.7 |
|
LOW |
814.2 |
|
0.618 |
810.1 |
|
1.000 |
807.6 |
|
1.618 |
803.5 |
|
2.618 |
796.9 |
|
4.250 |
786.2 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
819.4 |
819.5 |
| PP |
818.5 |
818.6 |
| S1 |
817.5 |
817.8 |
|