CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 27-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2006 |
27-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
739.7 |
739.3 |
-0.4 |
-0.1% |
740.6 |
| High |
745.3 |
746.5 |
1.2 |
0.2% |
752.0 |
| Low |
737.4 |
738.6 |
1.2 |
0.2% |
725.3 |
| Close |
741.4 |
746.6 |
5.2 |
0.7% |
730.3 |
| Range |
7.9 |
7.9 |
0.0 |
0.0% |
26.7 |
| ATR |
|
|
|
|
|
| Volume |
72 |
16 |
-56 |
-77.8% |
175 |
|
| Daily Pivots for day following 27-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.6 |
765.0 |
750.9 |
|
| R3 |
759.7 |
757.1 |
748.8 |
|
| R2 |
751.8 |
751.8 |
748.0 |
|
| R1 |
749.2 |
749.2 |
747.3 |
750.5 |
| PP |
743.9 |
743.9 |
743.9 |
744.6 |
| S1 |
741.3 |
741.3 |
745.9 |
742.6 |
| S2 |
736.0 |
736.0 |
745.2 |
|
| S3 |
728.1 |
733.4 |
744.4 |
|
| S4 |
720.2 |
725.5 |
742.3 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.0 |
799.8 |
745.0 |
|
| R3 |
789.3 |
773.1 |
737.6 |
|
| R2 |
762.6 |
762.6 |
735.2 |
|
| R1 |
746.4 |
746.4 |
732.7 |
741.2 |
| PP |
735.9 |
735.9 |
735.9 |
733.2 |
| S1 |
719.7 |
719.7 |
727.9 |
714.5 |
| S2 |
709.2 |
709.2 |
725.4 |
|
| S3 |
682.5 |
693.0 |
723.0 |
|
| S4 |
655.8 |
666.3 |
715.6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780.1 |
|
2.618 |
767.2 |
|
1.618 |
759.3 |
|
1.000 |
754.4 |
|
0.618 |
751.4 |
|
HIGH |
746.5 |
|
0.618 |
743.5 |
|
0.500 |
742.6 |
|
0.382 |
741.6 |
|
LOW |
738.6 |
|
0.618 |
733.7 |
|
1.000 |
730.7 |
|
1.618 |
725.8 |
|
2.618 |
717.9 |
|
4.250 |
705.0 |
|
|
| Fisher Pivots for day following 27-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
745.3 |
743.2 |
| PP |
743.9 |
739.7 |
| S1 |
742.6 |
736.3 |
|