CME eMini Russell 2000 Future March 2007
Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
797.8 |
801.4 |
3.6 |
0.5% |
799.2 |
High |
807.2 |
806.0 |
-1.2 |
-0.1% |
807.2 |
Low |
796.4 |
798.9 |
2.5 |
0.3% |
790.2 |
Close |
801.1 |
800.0 |
-1.1 |
-0.1% |
800.0 |
Range |
10.8 |
7.1 |
-3.7 |
-34.3% |
17.0 |
ATR |
10.0 |
9.8 |
-0.2 |
-2.1% |
0.0 |
Volume |
219,572 |
197,460 |
-22,112 |
-10.1% |
1,041,141 |
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
822.9 |
818.6 |
803.9 |
|
R3 |
815.8 |
811.5 |
802.0 |
|
R2 |
808.7 |
808.7 |
801.3 |
|
R1 |
804.4 |
804.4 |
800.7 |
803.0 |
PP |
801.6 |
801.6 |
801.6 |
801.0 |
S1 |
797.3 |
797.3 |
799.3 |
795.9 |
S2 |
794.5 |
794.5 |
798.7 |
|
S3 |
787.4 |
790.2 |
798.0 |
|
S4 |
780.3 |
783.1 |
796.1 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
850.1 |
842.1 |
809.4 |
|
R3 |
833.1 |
825.1 |
804.7 |
|
R2 |
816.1 |
816.1 |
803.1 |
|
R1 |
808.1 |
808.1 |
801.6 |
812.1 |
PP |
799.1 |
799.1 |
799.1 |
801.2 |
S1 |
791.1 |
791.1 |
798.4 |
795.1 |
S2 |
782.1 |
782.1 |
796.9 |
|
S3 |
765.1 |
774.1 |
795.3 |
|
S4 |
748.1 |
757.1 |
790.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
807.2 |
790.2 |
17.0 |
2.1% |
9.0 |
1.1% |
58% |
False |
False |
208,228 |
10 |
809.6 |
789.3 |
20.3 |
2.5% |
9.5 |
1.2% |
53% |
False |
False |
129,310 |
20 |
809.6 |
775.5 |
34.1 |
4.3% |
9.2 |
1.1% |
72% |
False |
False |
65,722 |
40 |
809.6 |
755.5 |
54.1 |
6.8% |
10.2 |
1.3% |
82% |
False |
False |
32,963 |
60 |
809.6 |
723.1 |
86.5 |
10.8% |
10.3 |
1.3% |
89% |
False |
False |
22,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
836.2 |
2.618 |
824.6 |
1.618 |
817.5 |
1.000 |
813.1 |
0.618 |
810.4 |
HIGH |
806.0 |
0.618 |
803.3 |
0.500 |
802.5 |
0.382 |
801.6 |
LOW |
798.9 |
0.618 |
794.5 |
1.000 |
791.8 |
1.618 |
787.4 |
2.618 |
780.3 |
4.250 |
768.7 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
802.5 |
800.0 |
PP |
801.6 |
799.9 |
S1 |
800.8 |
799.9 |
|