CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
790.7 |
794.2 |
3.5 |
0.4% |
778.9 |
| High |
796.3 |
797.4 |
1.1 |
0.1% |
796.3 |
| Low |
786.5 |
789.8 |
3.3 |
0.4% |
762.4 |
| Close |
794.2 |
796.2 |
2.0 |
0.3% |
794.2 |
| Range |
9.8 |
7.6 |
-2.2 |
-22.4% |
33.9 |
| ATR |
13.5 |
13.1 |
-0.4 |
-3.1% |
0.0 |
| Volume |
245,765 |
235,983 |
-9,782 |
-4.0% |
323,083 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.3 |
814.3 |
800.4 |
|
| R3 |
809.7 |
806.7 |
798.3 |
|
| R2 |
802.1 |
802.1 |
797.6 |
|
| R1 |
799.1 |
799.1 |
796.9 |
800.6 |
| PP |
794.5 |
794.5 |
794.5 |
795.2 |
| S1 |
791.5 |
791.5 |
795.5 |
793.0 |
| S2 |
786.9 |
786.9 |
794.8 |
|
| S3 |
779.3 |
783.9 |
794.1 |
|
| S4 |
771.7 |
776.3 |
792.0 |
|
|
| 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 |
829.7 |
|
2.618 |
817.3 |
|
1.618 |
809.7 |
|
1.000 |
805.0 |
|
0.618 |
802.1 |
|
HIGH |
797.4 |
|
0.618 |
794.5 |
|
0.500 |
793.6 |
|
0.382 |
792.7 |
|
LOW |
789.8 |
|
0.618 |
785.1 |
|
1.000 |
782.2 |
|
1.618 |
777.5 |
|
2.618 |
769.9 |
|
4.250 |
757.5 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
795.3 |
793.6 |
| PP |
794.5 |
790.9 |
| S1 |
793.6 |
788.3 |
|