CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
793.5 |
798.0 |
4.5 |
0.6% |
826.8 |
| High |
805.5 |
804.2 |
-1.3 |
-0.2% |
838.9 |
| Low |
791.0 |
780.4 |
-10.6 |
-1.3% |
820.6 |
| Close |
801.7 |
797.4 |
-4.3 |
-0.5% |
834.5 |
| Range |
14.5 |
23.8 |
9.3 |
64.1% |
18.3 |
| ATR |
11.1 |
12.0 |
0.9 |
8.2% |
0.0 |
| Volume |
2,138 |
1,637 |
-501 |
-23.4% |
3,030 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.4 |
855.2 |
810.5 |
|
| R3 |
841.6 |
831.4 |
803.9 |
|
| R2 |
817.8 |
817.8 |
801.8 |
|
| R1 |
807.6 |
807.6 |
799.6 |
800.8 |
| PP |
794.0 |
794.0 |
794.0 |
790.6 |
| S1 |
783.8 |
783.8 |
795.2 |
777.0 |
| S2 |
770.2 |
770.2 |
793.0 |
|
| S3 |
746.4 |
760.0 |
790.9 |
|
| S4 |
722.6 |
736.2 |
784.3 |
|
|
| 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 |
905.4 |
|
2.618 |
866.5 |
|
1.618 |
842.7 |
|
1.000 |
828.0 |
|
0.618 |
818.9 |
|
HIGH |
804.2 |
|
0.618 |
795.1 |
|
0.500 |
792.3 |
|
0.382 |
789.5 |
|
LOW |
780.4 |
|
0.618 |
765.7 |
|
1.000 |
756.6 |
|
1.618 |
741.9 |
|
2.618 |
718.1 |
|
4.250 |
679.3 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
795.7 |
805.0 |
| PP |
794.0 |
802.4 |
| S1 |
792.3 |
799.9 |
|