CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
794.8 |
790.7 |
-4.1 |
-0.5% |
827.2 |
| High |
797.4 |
792.7 |
-4.7 |
-0.6% |
831.3 |
| Low |
773.4 |
773.2 |
-0.2 |
0.0% |
773.2 |
| Close |
790.4 |
773.8 |
-16.6 |
-2.1% |
773.8 |
| Range |
24.0 |
19.5 |
-4.5 |
-18.8% |
58.1 |
| ATR |
12.8 |
13.3 |
0.5 |
3.7% |
0.0 |
| Volume |
279,687 |
292,690 |
13,003 |
4.6% |
1,298,098 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838.4 |
825.6 |
784.5 |
|
| R3 |
818.9 |
806.1 |
779.2 |
|
| R2 |
799.4 |
799.4 |
777.4 |
|
| R1 |
786.6 |
786.6 |
775.6 |
783.3 |
| PP |
779.9 |
779.9 |
779.9 |
778.2 |
| S1 |
767.1 |
767.1 |
772.0 |
763.8 |
| S2 |
760.4 |
760.4 |
770.2 |
|
| S3 |
740.9 |
747.6 |
768.4 |
|
| S4 |
721.4 |
728.1 |
763.1 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.1 |
928.5 |
805.8 |
|
| R3 |
909.0 |
870.4 |
789.8 |
|
| R2 |
850.9 |
850.9 |
784.5 |
|
| R1 |
812.3 |
812.3 |
779.1 |
802.6 |
| PP |
792.8 |
792.8 |
792.8 |
787.9 |
| S1 |
754.2 |
754.2 |
768.5 |
744.5 |
| S2 |
734.7 |
734.7 |
763.1 |
|
| S3 |
676.6 |
696.1 |
757.8 |
|
| S4 |
618.5 |
638.0 |
741.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.3 |
773.2 |
58.1 |
7.5% |
21.9 |
2.8% |
1% |
False |
True |
259,619 |
| 10 |
831.9 |
773.2 |
58.7 |
7.6% |
15.7 |
2.0% |
1% |
False |
True |
208,069 |
| 20 |
831.9 |
773.2 |
58.7 |
7.6% |
11.8 |
1.5% |
1% |
False |
True |
182,532 |
| 40 |
831.9 |
773.2 |
58.7 |
7.6% |
11.8 |
1.5% |
1% |
False |
True |
179,118 |
| 60 |
831.9 |
773.2 |
58.7 |
7.6% |
11.3 |
1.5% |
1% |
False |
True |
158,261 |
| 80 |
831.9 |
764.2 |
67.7 |
8.7% |
11.0 |
1.4% |
14% |
False |
False |
118,999 |
| 100 |
831.9 |
746.8 |
85.1 |
11.0% |
10.9 |
1.4% |
32% |
False |
False |
95,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.6 |
|
2.618 |
843.8 |
|
1.618 |
824.3 |
|
1.000 |
812.2 |
|
0.618 |
804.8 |
|
HIGH |
792.7 |
|
0.618 |
785.3 |
|
0.500 |
783.0 |
|
0.382 |
780.6 |
|
LOW |
773.2 |
|
0.618 |
761.1 |
|
1.000 |
753.7 |
|
1.618 |
741.6 |
|
2.618 |
722.1 |
|
4.250 |
690.3 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
783.0 |
786.0 |
| PP |
779.9 |
781.9 |
| S1 |
776.9 |
777.9 |
|