CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 23-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
828.5 |
831.1 |
2.6 |
0.3% |
819.5 |
| High |
831.9 |
831.2 |
-0.7 |
-0.1% |
831.9 |
| Low |
823.6 |
823.9 |
0.3 |
0.0% |
813.4 |
| Close |
831.1 |
827.3 |
-3.8 |
-0.5% |
827.3 |
| Range |
8.3 |
7.3 |
-1.0 |
-12.0% |
18.5 |
| ATR |
9.6 |
9.5 |
-0.2 |
-1.7% |
0.0 |
| Volume |
151,914 |
179,492 |
27,578 |
18.2% |
637,495 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.4 |
845.6 |
831.3 |
|
| R3 |
842.1 |
838.3 |
829.3 |
|
| R2 |
834.8 |
834.8 |
828.6 |
|
| R1 |
831.0 |
831.0 |
828.0 |
829.3 |
| PP |
827.5 |
827.5 |
827.5 |
826.6 |
| S1 |
823.7 |
823.7 |
826.6 |
822.0 |
| S2 |
820.2 |
820.2 |
826.0 |
|
| S3 |
812.9 |
816.4 |
825.3 |
|
| S4 |
805.6 |
809.1 |
823.3 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.7 |
872.0 |
837.5 |
|
| R3 |
861.2 |
853.5 |
832.4 |
|
| R2 |
842.7 |
842.7 |
830.7 |
|
| R1 |
835.0 |
835.0 |
829.0 |
838.9 |
| PP |
824.2 |
824.2 |
824.2 |
826.1 |
| S1 |
816.5 |
816.5 |
825.6 |
820.4 |
| S2 |
805.7 |
805.7 |
823.9 |
|
| S3 |
787.2 |
798.0 |
822.2 |
|
| S4 |
768.7 |
779.5 |
817.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.9 |
811.5 |
20.4 |
2.5% |
9.5 |
1.1% |
77% |
False |
False |
156,519 |
| 10 |
831.9 |
804.5 |
27.4 |
3.3% |
9.2 |
1.1% |
83% |
False |
False |
161,351 |
| 20 |
831.9 |
781.1 |
50.8 |
6.1% |
9.0 |
1.1% |
91% |
False |
False |
161,638 |
| 40 |
831.9 |
773.2 |
58.7 |
7.1% |
10.5 |
1.3% |
92% |
False |
False |
154,779 |
| 60 |
831.9 |
773.2 |
58.7 |
7.1% |
10.6 |
1.3% |
92% |
False |
False |
136,918 |
| 80 |
831.9 |
755.5 |
76.4 |
9.2% |
10.4 |
1.3% |
94% |
False |
False |
102,777 |
| 100 |
831.9 |
723.1 |
108.8 |
13.2% |
10.4 |
1.3% |
96% |
False |
False |
82,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.2 |
|
2.618 |
850.3 |
|
1.618 |
843.0 |
|
1.000 |
838.5 |
|
0.618 |
835.7 |
|
HIGH |
831.2 |
|
0.618 |
828.4 |
|
0.500 |
827.6 |
|
0.382 |
826.7 |
|
LOW |
823.9 |
|
0.618 |
819.4 |
|
1.000 |
816.6 |
|
1.618 |
812.1 |
|
2.618 |
804.8 |
|
4.250 |
792.9 |
|
|
| Fisher Pivots for day following 23-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
827.6 |
827.3 |
| PP |
827.5 |
827.3 |
| S1 |
827.4 |
827.3 |
|