CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
833.0 |
835.3 |
2.3 |
0.3% |
818.2 |
| High |
836.1 |
838.9 |
2.8 |
0.3% |
828.2 |
| Low |
830.1 |
831.0 |
0.9 |
0.1% |
811.8 |
| Close |
835.7 |
838.3 |
2.6 |
0.3% |
826.9 |
| Range |
6.0 |
7.9 |
1.9 |
31.7% |
16.4 |
| ATR |
8.6 |
8.6 |
-0.1 |
-0.6% |
0.0 |
| Volume |
422 |
675 |
253 |
60.0% |
2,902 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.8 |
856.9 |
842.6 |
|
| R3 |
851.9 |
849.0 |
840.5 |
|
| R2 |
844.0 |
844.0 |
839.7 |
|
| R1 |
841.1 |
841.1 |
839.0 |
842.6 |
| PP |
836.1 |
836.1 |
836.1 |
836.8 |
| S1 |
833.2 |
833.2 |
837.6 |
834.7 |
| S2 |
828.2 |
828.2 |
836.9 |
|
| S3 |
820.3 |
825.3 |
836.1 |
|
| S4 |
812.4 |
817.4 |
834.0 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.5 |
865.6 |
835.9 |
|
| R3 |
855.1 |
849.2 |
831.4 |
|
| R2 |
838.7 |
838.7 |
829.9 |
|
| R1 |
832.8 |
832.8 |
828.4 |
835.8 |
| PP |
822.3 |
822.3 |
822.3 |
823.8 |
| S1 |
816.4 |
816.4 |
825.4 |
819.4 |
| S2 |
805.9 |
805.9 |
823.9 |
|
| S3 |
789.5 |
800.0 |
822.4 |
|
| S4 |
773.1 |
783.6 |
817.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
872.5 |
|
2.618 |
859.6 |
|
1.618 |
851.7 |
|
1.000 |
846.8 |
|
0.618 |
843.8 |
|
HIGH |
838.9 |
|
0.618 |
835.9 |
|
0.500 |
835.0 |
|
0.382 |
834.0 |
|
LOW |
831.0 |
|
0.618 |
826.1 |
|
1.000 |
823.1 |
|
1.618 |
818.2 |
|
2.618 |
810.3 |
|
4.250 |
797.4 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
837.2 |
835.5 |
| PP |
836.1 |
832.6 |
| S1 |
835.0 |
829.8 |
|