CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
818.2 |
816.7 |
-1.5 |
-0.2% |
818.8 |
| High |
819.1 |
822.7 |
3.6 |
0.4% |
827.9 |
| Low |
811.8 |
816.4 |
4.6 |
0.6% |
812.5 |
| Close |
816.4 |
822.5 |
6.1 |
0.7% |
818.6 |
| Range |
7.3 |
6.3 |
-1.0 |
-13.7% |
15.4 |
| ATR |
9.5 |
9.3 |
-0.2 |
-2.4% |
0.0 |
| Volume |
958 |
416 |
-542 |
-56.6% |
1,643 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.4 |
837.3 |
826.0 |
|
| R3 |
833.1 |
831.0 |
824.2 |
|
| R2 |
826.8 |
826.8 |
823.7 |
|
| R1 |
824.7 |
824.7 |
823.1 |
825.8 |
| PP |
820.5 |
820.5 |
820.5 |
821.1 |
| S1 |
818.4 |
818.4 |
821.9 |
819.5 |
| S2 |
814.2 |
814.2 |
821.3 |
|
| S3 |
807.9 |
812.1 |
820.8 |
|
| S4 |
801.6 |
805.8 |
819.0 |
|
|
| 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 |
849.5 |
|
2.618 |
839.2 |
|
1.618 |
832.9 |
|
1.000 |
829.0 |
|
0.618 |
826.6 |
|
HIGH |
822.7 |
|
0.618 |
820.3 |
|
0.500 |
819.6 |
|
0.382 |
818.8 |
|
LOW |
816.4 |
|
0.618 |
812.5 |
|
1.000 |
810.1 |
|
1.618 |
806.2 |
|
2.618 |
799.9 |
|
4.250 |
789.6 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
821.5 |
821.5 |
| PP |
820.5 |
820.5 |
| S1 |
819.6 |
819.5 |
|