CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
831.1 |
827.2 |
-3.9 |
-0.5% |
819.5 |
| High |
831.2 |
831.3 |
0.1 |
0.0% |
831.9 |
| Low |
823.9 |
819.1 |
-4.8 |
-0.6% |
813.4 |
| Close |
827.3 |
825.1 |
-2.2 |
-0.3% |
827.3 |
| Range |
7.3 |
12.2 |
4.9 |
67.1% |
18.5 |
| ATR |
9.5 |
9.7 |
0.2 |
2.1% |
0.0 |
| Volume |
179,492 |
164,933 |
-14,559 |
-8.1% |
637,495 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.8 |
855.6 |
831.8 |
|
| R3 |
849.6 |
843.4 |
828.5 |
|
| R2 |
837.4 |
837.4 |
827.3 |
|
| R1 |
831.2 |
831.2 |
826.2 |
828.2 |
| PP |
825.2 |
825.2 |
825.2 |
823.7 |
| S1 |
819.0 |
819.0 |
824.0 |
816.0 |
| S2 |
813.0 |
813.0 |
822.9 |
|
| S3 |
800.8 |
806.8 |
821.7 |
|
| S4 |
788.6 |
794.6 |
818.4 |
|
|
| 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 |
813.4 |
18.5 |
2.2% |
10.1 |
1.2% |
63% |
False |
False |
160,485 |
| 10 |
831.9 |
804.5 |
27.4 |
3.3% |
8.9 |
1.1% |
75% |
False |
False |
162,813 |
| 20 |
831.9 |
787.6 |
44.3 |
5.4% |
9.0 |
1.1% |
85% |
False |
False |
160,509 |
| 40 |
831.9 |
773.2 |
58.7 |
7.1% |
10.5 |
1.3% |
88% |
False |
False |
156,676 |
| 60 |
831.9 |
773.2 |
58.7 |
7.1% |
10.4 |
1.3% |
88% |
False |
False |
139,663 |
| 80 |
831.9 |
755.5 |
76.4 |
9.3% |
10.4 |
1.3% |
91% |
False |
False |
104,838 |
| 100 |
831.9 |
723.1 |
108.8 |
13.2% |
10.5 |
1.3% |
94% |
False |
False |
83,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.2 |
|
2.618 |
863.2 |
|
1.618 |
851.0 |
|
1.000 |
843.5 |
|
0.618 |
838.8 |
|
HIGH |
831.3 |
|
0.618 |
826.6 |
|
0.500 |
825.2 |
|
0.382 |
823.8 |
|
LOW |
819.1 |
|
0.618 |
811.6 |
|
1.000 |
806.9 |
|
1.618 |
799.4 |
|
2.618 |
787.2 |
|
4.250 |
767.3 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
825.2 |
825.5 |
| PP |
825.2 |
825.4 |
| S1 |
825.1 |
825.2 |
|