CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
798.0 |
798.4 |
0.4 |
0.1% |
835.3 |
| High |
804.2 |
799.3 |
-4.9 |
-0.6% |
838.4 |
| Low |
780.4 |
780.3 |
-0.1 |
0.0% |
780.3 |
| Close |
797.4 |
780.8 |
-16.6 |
-2.1% |
780.8 |
| Range |
23.8 |
19.0 |
-4.8 |
-20.2% |
58.1 |
| ATR |
12.0 |
12.5 |
0.5 |
4.2% |
0.0 |
| Volume |
1,637 |
2,391 |
754 |
46.1% |
8,895 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.8 |
831.3 |
791.3 |
|
| R3 |
824.8 |
812.3 |
786.0 |
|
| R2 |
805.8 |
805.8 |
784.3 |
|
| R1 |
793.3 |
793.3 |
782.5 |
790.1 |
| PP |
786.8 |
786.8 |
786.8 |
785.2 |
| S1 |
774.3 |
774.3 |
779.1 |
771.1 |
| S2 |
767.8 |
767.8 |
777.3 |
|
| S3 |
748.8 |
755.3 |
775.6 |
|
| S4 |
729.8 |
736.3 |
770.4 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.1 |
935.6 |
812.8 |
|
| R3 |
916.0 |
877.5 |
796.8 |
|
| R2 |
857.9 |
857.9 |
791.5 |
|
| R1 |
819.4 |
819.4 |
786.1 |
809.6 |
| PP |
799.8 |
799.8 |
799.8 |
795.0 |
| S1 |
761.3 |
761.3 |
775.5 |
751.5 |
| S2 |
741.7 |
741.7 |
770.1 |
|
| S3 |
683.6 |
703.2 |
764.8 |
|
| S4 |
625.5 |
645.1 |
748.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.1 |
|
2.618 |
849.0 |
|
1.618 |
830.0 |
|
1.000 |
818.3 |
|
0.618 |
811.0 |
|
HIGH |
799.3 |
|
0.618 |
792.0 |
|
0.500 |
789.8 |
|
0.382 |
787.6 |
|
LOW |
780.3 |
|
0.618 |
768.6 |
|
1.000 |
761.3 |
|
1.618 |
749.6 |
|
2.618 |
730.6 |
|
4.250 |
699.6 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
789.8 |
792.9 |
| PP |
786.8 |
788.9 |
| S1 |
783.8 |
784.8 |
|