CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 12-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
819.3 |
811.7 |
-7.6 |
-0.9% |
812.1 |
| High |
820.3 |
812.6 |
-7.7 |
-0.9% |
821.0 |
| Low |
805.4 |
804.5 |
-0.9 |
-0.1% |
805.4 |
| Close |
811.4 |
809.2 |
-2.2 |
-0.3% |
811.4 |
| Range |
14.9 |
8.1 |
-6.8 |
-45.6% |
15.6 |
| ATR |
10.3 |
10.2 |
-0.2 |
-1.5% |
0.0 |
| Volume |
150,313 |
187,814 |
37,501 |
24.9% |
729,883 |
|
| Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.1 |
829.2 |
813.7 |
|
| R3 |
825.0 |
821.1 |
811.4 |
|
| R2 |
816.9 |
816.9 |
810.7 |
|
| R1 |
813.0 |
813.0 |
809.9 |
810.9 |
| PP |
808.8 |
808.8 |
808.8 |
807.7 |
| S1 |
804.9 |
804.9 |
808.5 |
802.8 |
| S2 |
800.7 |
800.7 |
807.7 |
|
| S3 |
792.6 |
796.8 |
807.0 |
|
| S4 |
784.5 |
788.7 |
804.7 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.4 |
851.0 |
820.0 |
|
| R3 |
843.8 |
835.4 |
815.7 |
|
| R2 |
828.2 |
828.2 |
814.3 |
|
| R1 |
819.8 |
819.8 |
812.8 |
816.2 |
| PP |
812.6 |
812.6 |
812.6 |
810.8 |
| S1 |
804.2 |
804.2 |
810.0 |
800.6 |
| S2 |
797.0 |
797.0 |
808.5 |
|
| S3 |
781.4 |
788.6 |
807.1 |
|
| S4 |
765.8 |
773.0 |
802.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
821.0 |
804.5 |
16.5 |
2.0% |
9.2 |
1.1% |
28% |
False |
True |
157,928 |
| 10 |
821.0 |
794.9 |
26.1 |
3.2% |
8.7 |
1.1% |
55% |
False |
False |
157,906 |
| 20 |
821.0 |
778.7 |
42.3 |
5.2% |
10.4 |
1.3% |
72% |
False |
False |
161,718 |
| 40 |
821.0 |
773.2 |
47.8 |
5.9% |
10.8 |
1.3% |
75% |
False |
False |
156,940 |
| 60 |
821.0 |
773.2 |
47.8 |
5.9% |
10.2 |
1.3% |
75% |
False |
False |
115,758 |
| 80 |
821.0 |
755.5 |
65.5 |
8.1% |
10.5 |
1.3% |
82% |
False |
False |
86,848 |
| 100 |
821.0 |
723.1 |
97.9 |
12.1% |
10.6 |
1.3% |
88% |
False |
False |
69,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.0 |
|
2.618 |
833.8 |
|
1.618 |
825.7 |
|
1.000 |
820.7 |
|
0.618 |
817.6 |
|
HIGH |
812.6 |
|
0.618 |
809.5 |
|
0.500 |
808.6 |
|
0.382 |
807.6 |
|
LOW |
804.5 |
|
0.618 |
799.5 |
|
1.000 |
796.4 |
|
1.618 |
791.4 |
|
2.618 |
783.3 |
|
4.250 |
770.1 |
|
|
| Fisher Pivots for day following 12-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
809.0 |
812.7 |
| PP |
808.8 |
811.5 |
| S1 |
808.6 |
810.4 |
|