CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 08-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
813.2 |
820.8 |
7.6 |
0.9% |
789.8 |
| High |
821.0 |
820.9 |
-0.1 |
0.0% |
814.5 |
| Low |
811.5 |
814.6 |
3.1 |
0.4% |
787.6 |
| Close |
820.8 |
819.3 |
-1.5 |
-0.2% |
812.6 |
| Range |
9.5 |
6.3 |
-3.2 |
-33.7% |
26.9 |
| ATR |
10.3 |
10.0 |
-0.3 |
-2.8% |
0.0 |
| Volume |
153,297 |
163,935 |
10,638 |
6.9% |
852,177 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.2 |
834.5 |
822.8 |
|
| R3 |
830.9 |
828.2 |
821.0 |
|
| R2 |
824.6 |
824.6 |
820.5 |
|
| R1 |
821.9 |
821.9 |
819.9 |
820.1 |
| PP |
818.3 |
818.3 |
818.3 |
817.4 |
| S1 |
815.6 |
815.6 |
818.7 |
813.8 |
| S2 |
812.0 |
812.0 |
818.1 |
|
| S3 |
805.7 |
809.3 |
817.6 |
|
| S4 |
799.4 |
803.0 |
815.8 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.6 |
876.0 |
827.4 |
|
| R3 |
858.7 |
849.1 |
820.0 |
|
| R2 |
831.8 |
831.8 |
817.5 |
|
| R1 |
822.2 |
822.2 |
815.1 |
827.0 |
| PP |
804.9 |
804.9 |
804.9 |
807.3 |
| S1 |
795.3 |
795.3 |
810.1 |
800.1 |
| S2 |
778.0 |
778.0 |
807.7 |
|
| S3 |
751.1 |
768.4 |
805.2 |
|
| S4 |
724.2 |
741.5 |
797.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
821.0 |
806.9 |
14.1 |
1.7% |
6.8 |
0.8% |
88% |
False |
False |
147,807 |
| 10 |
821.0 |
781.1 |
39.9 |
4.9% |
8.7 |
1.1% |
96% |
False |
False |
161,924 |
| 20 |
821.0 |
778.7 |
42.3 |
5.2% |
10.4 |
1.3% |
96% |
False |
False |
162,390 |
| 40 |
821.0 |
773.2 |
47.8 |
5.8% |
10.7 |
1.3% |
96% |
False |
False |
158,302 |
| 60 |
821.0 |
773.2 |
47.8 |
5.8% |
10.3 |
1.3% |
96% |
False |
False |
110,125 |
| 80 |
821.0 |
755.5 |
65.5 |
8.0% |
10.5 |
1.3% |
97% |
False |
False |
82,625 |
| 100 |
821.0 |
723.1 |
97.9 |
11.9% |
10.6 |
1.3% |
98% |
False |
False |
66,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.7 |
|
2.618 |
837.4 |
|
1.618 |
831.1 |
|
1.000 |
827.2 |
|
0.618 |
824.8 |
|
HIGH |
820.9 |
|
0.618 |
818.5 |
|
0.500 |
817.8 |
|
0.382 |
817.0 |
|
LOW |
814.6 |
|
0.618 |
810.7 |
|
1.000 |
808.3 |
|
1.618 |
804.4 |
|
2.618 |
798.1 |
|
4.250 |
787.8 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
818.8 |
817.5 |
| PP |
818.3 |
815.7 |
| S1 |
817.8 |
814.0 |
|