CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 12-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
826.8 |
818.2 |
-8.6 |
-1.0% |
818.8 |
| High |
827.2 |
819.1 |
-8.1 |
-1.0% |
827.9 |
| Low |
812.5 |
811.8 |
-0.7 |
-0.1% |
812.5 |
| Close |
818.6 |
816.4 |
-2.2 |
-0.3% |
818.6 |
| Range |
14.7 |
7.3 |
-7.4 |
-50.3% |
15.4 |
| ATR |
9.7 |
9.5 |
-0.2 |
-1.7% |
0.0 |
| Volume |
630 |
958 |
328 |
52.1% |
1,643 |
|
| Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.7 |
834.3 |
820.4 |
|
| R3 |
830.4 |
827.0 |
818.4 |
|
| R2 |
823.1 |
823.1 |
817.7 |
|
| R1 |
819.7 |
819.7 |
817.1 |
817.8 |
| PP |
815.8 |
815.8 |
815.8 |
814.8 |
| S1 |
812.4 |
812.4 |
815.7 |
810.5 |
| S2 |
808.5 |
808.5 |
815.1 |
|
| S3 |
801.2 |
805.1 |
814.4 |
|
| S4 |
793.9 |
797.8 |
812.4 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.9 |
857.6 |
827.1 |
|
| R3 |
850.5 |
842.2 |
822.8 |
|
| R2 |
835.1 |
835.1 |
821.4 |
|
| R1 |
826.8 |
826.8 |
820.0 |
823.3 |
| PP |
819.7 |
819.7 |
819.7 |
817.9 |
| S1 |
811.4 |
811.4 |
817.2 |
807.9 |
| S2 |
804.3 |
804.3 |
815.8 |
|
| S3 |
788.9 |
796.0 |
814.4 |
|
| S4 |
773.5 |
780.6 |
810.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
850.1 |
|
2.618 |
838.2 |
|
1.618 |
830.9 |
|
1.000 |
826.4 |
|
0.618 |
823.6 |
|
HIGH |
819.1 |
|
0.618 |
816.3 |
|
0.500 |
815.5 |
|
0.382 |
814.6 |
|
LOW |
811.8 |
|
0.618 |
807.3 |
|
1.000 |
804.5 |
|
1.618 |
800.0 |
|
2.618 |
792.7 |
|
4.250 |
780.8 |
|
|
| Fisher Pivots for day following 12-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
816.1 |
819.6 |
| PP |
815.8 |
818.5 |
| S1 |
815.5 |
817.5 |
|