CME eMini Russell 2000 Future June 2007
Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
781.5 |
790.7 |
9.2 |
1.2% |
778.9 |
High |
794.3 |
796.3 |
2.0 |
0.3% |
796.3 |
Low |
779.2 |
786.5 |
7.3 |
0.9% |
762.4 |
Close |
790.5 |
794.2 |
3.7 |
0.5% |
794.2 |
Range |
15.1 |
9.8 |
-5.3 |
-35.1% |
33.9 |
ATR |
13.8 |
13.5 |
-0.3 |
-2.1% |
0.0 |
Volume |
31,891 |
245,765 |
213,874 |
670.6% |
323,083 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
821.7 |
817.8 |
799.6 |
|
R3 |
811.9 |
808.0 |
796.9 |
|
R2 |
802.1 |
802.1 |
796.0 |
|
R1 |
798.2 |
798.2 |
795.1 |
800.2 |
PP |
792.3 |
792.3 |
792.3 |
793.3 |
S1 |
788.4 |
788.4 |
793.3 |
790.4 |
S2 |
782.5 |
782.5 |
792.4 |
|
S3 |
772.7 |
778.6 |
791.5 |
|
S4 |
762.9 |
768.8 |
788.8 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886.0 |
874.0 |
812.8 |
|
R3 |
852.1 |
840.1 |
803.5 |
|
R2 |
818.2 |
818.2 |
800.4 |
|
R1 |
806.2 |
806.2 |
797.3 |
812.2 |
PP |
784.3 |
784.3 |
784.3 |
787.3 |
S1 |
772.3 |
772.3 |
791.1 |
778.3 |
S2 |
750.4 |
750.4 |
788.0 |
|
S3 |
716.5 |
738.4 |
784.9 |
|
S4 |
682.6 |
704.5 |
775.6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
838.0 |
2.618 |
822.0 |
1.618 |
812.2 |
1.000 |
806.1 |
0.618 |
802.4 |
HIGH |
796.3 |
0.618 |
792.6 |
0.500 |
791.4 |
0.382 |
790.2 |
LOW |
786.5 |
0.618 |
780.4 |
1.000 |
776.7 |
1.618 |
770.6 |
2.618 |
760.8 |
4.250 |
744.9 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
793.3 |
792.1 |
PP |
792.3 |
789.9 |
S1 |
791.4 |
787.8 |
|