CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 08-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
821.4 |
826.1 |
4.7 |
0.6% |
796.4 |
| High |
827.9 |
827.4 |
-0.5 |
-0.1% |
821.3 |
| Low |
818.8 |
821.8 |
3.0 |
0.4% |
795.1 |
| Close |
828.0 |
826.5 |
-1.5 |
-0.2% |
819.8 |
| Range |
9.1 |
5.6 |
-3.5 |
-38.5% |
26.2 |
| ATR |
9.5 |
9.3 |
-0.2 |
-2.5% |
0.0 |
| Volume |
512 |
265 |
-247 |
-48.2% |
1,063 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.0 |
839.9 |
829.6 |
|
| R3 |
836.4 |
834.3 |
828.0 |
|
| R2 |
830.8 |
830.8 |
827.5 |
|
| R1 |
828.7 |
828.7 |
827.0 |
829.8 |
| PP |
825.2 |
825.2 |
825.2 |
825.8 |
| S1 |
823.1 |
823.1 |
826.0 |
824.2 |
| S2 |
819.6 |
819.6 |
825.5 |
|
| S3 |
814.0 |
817.5 |
825.0 |
|
| S4 |
808.4 |
811.9 |
823.4 |
|
|
| 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 |
851.2 |
|
2.618 |
842.1 |
|
1.618 |
836.5 |
|
1.000 |
833.0 |
|
0.618 |
830.9 |
|
HIGH |
827.4 |
|
0.618 |
825.3 |
|
0.500 |
824.6 |
|
0.382 |
823.9 |
|
LOW |
821.8 |
|
0.618 |
818.3 |
|
1.000 |
816.2 |
|
1.618 |
812.7 |
|
2.618 |
807.1 |
|
4.250 |
798.0 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
825.9 |
824.7 |
| PP |
825.2 |
822.9 |
| S1 |
824.6 |
821.1 |
|