CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
809.2 |
815.2 |
6.0 |
0.7% |
812.1 |
| High |
815.7 |
821.3 |
5.6 |
0.7% |
821.0 |
| Low |
808.7 |
813.4 |
4.7 |
0.6% |
805.4 |
| Close |
815.3 |
815.7 |
0.4 |
0.0% |
811.4 |
| Range |
7.0 |
7.9 |
0.9 |
12.9% |
15.6 |
| ATR |
9.9 |
9.8 |
-0.1 |
-1.5% |
0.0 |
| Volume |
149,703 |
150,537 |
834 |
0.6% |
729,883 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.5 |
836.0 |
820.0 |
|
| R3 |
832.6 |
828.1 |
817.9 |
|
| R2 |
824.7 |
824.7 |
817.1 |
|
| R1 |
820.2 |
820.2 |
816.4 |
822.5 |
| PP |
816.8 |
816.8 |
816.8 |
817.9 |
| S1 |
812.3 |
812.3 |
815.0 |
814.6 |
| S2 |
808.9 |
808.9 |
814.3 |
|
| S3 |
801.0 |
804.4 |
813.5 |
|
| S4 |
793.1 |
796.5 |
811.4 |
|
|
| 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 |
821.3 |
804.5 |
16.8 |
2.1% |
8.8 |
1.1% |
67% |
True |
False |
160,460 |
| 10 |
821.3 |
801.1 |
20.2 |
2.5% |
8.3 |
1.0% |
72% |
True |
False |
155,517 |
| 20 |
821.3 |
778.7 |
42.6 |
5.2% |
10.1 |
1.2% |
87% |
True |
False |
161,959 |
| 40 |
821.3 |
773.2 |
48.1 |
5.9% |
10.7 |
1.3% |
88% |
True |
False |
153,169 |
| 60 |
821.3 |
773.2 |
48.1 |
5.9% |
10.2 |
1.2% |
88% |
True |
False |
120,739 |
| 80 |
821.3 |
755.5 |
65.8 |
8.1% |
10.5 |
1.3% |
91% |
True |
False |
90,599 |
| 100 |
821.3 |
723.1 |
98.2 |
12.0% |
10.5 |
1.3% |
94% |
True |
False |
72,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
854.9 |
|
2.618 |
842.0 |
|
1.618 |
834.1 |
|
1.000 |
829.2 |
|
0.618 |
826.2 |
|
HIGH |
821.3 |
|
0.618 |
818.3 |
|
0.500 |
817.4 |
|
0.382 |
816.4 |
|
LOW |
813.4 |
|
0.618 |
808.5 |
|
1.000 |
805.5 |
|
1.618 |
800.6 |
|
2.618 |
792.7 |
|
4.250 |
779.8 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
817.4 |
814.8 |
| PP |
816.8 |
813.8 |
| S1 |
816.3 |
812.9 |
|