CME eMini Russell 2000 Future June 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
794.2 |
796.2 |
2.0 |
0.3% |
778.9 |
| High |
797.4 |
796.4 |
-1.0 |
-0.1% |
796.3 |
| Low |
789.8 |
774.1 |
-15.7 |
-2.0% |
762.4 |
| Close |
796.2 |
776.3 |
-19.9 |
-2.5% |
794.2 |
| Range |
7.6 |
22.3 |
14.7 |
193.4% |
33.9 |
| ATR |
13.1 |
13.8 |
0.7 |
5.0% |
0.0 |
| Volume |
235,983 |
217,006 |
-18,977 |
-8.0% |
323,083 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.2 |
835.0 |
788.6 |
|
| R3 |
826.9 |
812.7 |
782.4 |
|
| R2 |
804.6 |
804.6 |
780.4 |
|
| R1 |
790.4 |
790.4 |
778.3 |
786.4 |
| PP |
782.3 |
782.3 |
782.3 |
780.2 |
| S1 |
768.1 |
768.1 |
774.3 |
764.1 |
| S2 |
760.0 |
760.0 |
772.2 |
|
| S3 |
737.7 |
745.8 |
770.2 |
|
| S4 |
715.4 |
723.5 |
764.0 |
|
|
| 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 |
891.2 |
|
2.618 |
854.8 |
|
1.618 |
832.5 |
|
1.000 |
818.7 |
|
0.618 |
810.2 |
|
HIGH |
796.4 |
|
0.618 |
787.9 |
|
0.500 |
785.3 |
|
0.382 |
782.6 |
|
LOW |
774.1 |
|
0.618 |
760.3 |
|
1.000 |
751.8 |
|
1.618 |
738.0 |
|
2.618 |
715.7 |
|
4.250 |
679.3 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
785.3 |
785.8 |
| PP |
782.3 |
782.6 |
| S1 |
779.3 |
779.5 |
|