CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
819.5 |
827.0 |
7.5 |
0.9% |
811.7 |
| High |
829.6 |
829.0 |
-0.6 |
-0.1% |
821.3 |
| Low |
813.4 |
822.7 |
9.3 |
1.1% |
804.5 |
| Close |
827.2 |
828.5 |
1.3 |
0.2% |
819.7 |
| Range |
16.2 |
6.3 |
-9.9 |
-61.1% |
16.8 |
| ATR |
10.0 |
9.7 |
-0.3 |
-2.6% |
0.0 |
| Volume |
128,568 |
177,521 |
48,953 |
38.1% |
825,706 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
845.6 |
843.4 |
832.0 |
|
| R3 |
839.3 |
837.1 |
830.2 |
|
| R2 |
833.0 |
833.0 |
829.7 |
|
| R1 |
830.8 |
830.8 |
829.1 |
831.9 |
| PP |
826.7 |
826.7 |
826.7 |
827.3 |
| S1 |
824.5 |
824.5 |
827.9 |
825.6 |
| S2 |
820.4 |
820.4 |
827.3 |
|
| S3 |
814.1 |
818.2 |
826.8 |
|
| S4 |
807.8 |
811.9 |
825.0 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.6 |
859.4 |
828.9 |
|
| R3 |
848.8 |
842.6 |
824.3 |
|
| R2 |
832.0 |
832.0 |
822.8 |
|
| R1 |
825.8 |
825.8 |
821.2 |
828.9 |
| PP |
815.2 |
815.2 |
815.2 |
816.7 |
| S1 |
809.0 |
809.0 |
818.2 |
812.1 |
| S2 |
798.4 |
798.4 |
816.6 |
|
| S3 |
781.6 |
792.2 |
815.1 |
|
| S4 |
764.8 |
775.4 |
810.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
829.6 |
811.5 |
18.1 |
2.2% |
9.2 |
1.1% |
94% |
False |
False |
158,855 |
| 10 |
829.6 |
804.5 |
25.1 |
3.0% |
9.2 |
1.1% |
96% |
False |
False |
159,934 |
| 20 |
829.6 |
781.1 |
48.5 |
5.9% |
9.4 |
1.1% |
98% |
False |
False |
160,590 |
| 40 |
829.6 |
773.2 |
56.4 |
6.8% |
10.6 |
1.3% |
98% |
False |
False |
152,830 |
| 60 |
829.6 |
773.2 |
56.4 |
6.8% |
10.4 |
1.3% |
98% |
False |
False |
131,414 |
| 80 |
829.6 |
755.5 |
74.1 |
8.9% |
10.5 |
1.3% |
99% |
False |
False |
98,642 |
| 100 |
829.6 |
723.1 |
106.5 |
12.9% |
10.5 |
1.3% |
99% |
False |
False |
78,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.8 |
|
2.618 |
845.5 |
|
1.618 |
839.2 |
|
1.000 |
835.3 |
|
0.618 |
832.9 |
|
HIGH |
829.0 |
|
0.618 |
826.6 |
|
0.500 |
825.9 |
|
0.382 |
825.1 |
|
LOW |
822.7 |
|
0.618 |
818.8 |
|
1.000 |
816.4 |
|
1.618 |
812.5 |
|
2.618 |
806.2 |
|
4.250 |
795.9 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
827.6 |
825.9 |
| PP |
826.7 |
823.2 |
| S1 |
825.9 |
820.6 |
|