CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
835.3 |
829.5 |
-5.8 |
-0.7% |
826.8 |
| High |
838.4 |
829.5 |
-8.9 |
-1.1% |
838.9 |
| Low |
826.5 |
793.8 |
-32.7 |
-4.0% |
820.6 |
| Close |
832.3 |
794.4 |
-37.9 |
-4.6% |
834.5 |
| Range |
11.9 |
35.7 |
23.8 |
200.0% |
18.3 |
| ATR |
8.7 |
10.8 |
2.1 |
24.4% |
0.0 |
| Volume |
640 |
2,089 |
1,449 |
226.4% |
3,030 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
913.0 |
889.4 |
814.0 |
|
| R3 |
877.3 |
853.7 |
804.2 |
|
| R2 |
841.6 |
841.6 |
800.9 |
|
| R1 |
818.0 |
818.0 |
797.7 |
812.0 |
| PP |
805.9 |
805.9 |
805.9 |
802.9 |
| S1 |
782.3 |
782.3 |
791.1 |
776.3 |
| S2 |
770.2 |
770.2 |
787.9 |
|
| S3 |
734.5 |
746.6 |
784.6 |
|
| S4 |
698.8 |
710.9 |
774.8 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.2 |
878.7 |
844.6 |
|
| R3 |
867.9 |
860.4 |
839.5 |
|
| R2 |
849.6 |
849.6 |
837.9 |
|
| R1 |
842.1 |
842.1 |
836.2 |
845.9 |
| PP |
831.3 |
831.3 |
831.3 |
833.2 |
| S1 |
823.8 |
823.8 |
832.8 |
827.6 |
| S2 |
813.0 |
813.0 |
831.1 |
|
| S3 |
794.7 |
805.5 |
829.5 |
|
| S4 |
776.4 |
787.2 |
824.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
981.2 |
|
2.618 |
923.0 |
|
1.618 |
887.3 |
|
1.000 |
865.2 |
|
0.618 |
851.6 |
|
HIGH |
829.5 |
|
0.618 |
815.9 |
|
0.500 |
811.7 |
|
0.382 |
807.4 |
|
LOW |
793.8 |
|
0.618 |
771.7 |
|
1.000 |
758.1 |
|
1.618 |
736.0 |
|
2.618 |
700.3 |
|
4.250 |
642.1 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
811.7 |
816.1 |
| PP |
805.9 |
808.9 |
| S1 |
800.2 |
801.6 |
|