CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 28-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
739.3 |
748.1 |
8.8 |
1.2% |
740.6 |
| High |
746.5 |
749.6 |
3.1 |
0.4% |
752.0 |
| Low |
738.6 |
739.7 |
1.1 |
0.1% |
725.3 |
| Close |
746.6 |
743.9 |
-2.7 |
-0.4% |
730.3 |
| Range |
7.9 |
9.9 |
2.0 |
25.3% |
26.7 |
| ATR |
|
|
|
|
|
| Volume |
16 |
16 |
0 |
0.0% |
175 |
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774.1 |
768.9 |
749.3 |
|
| R3 |
764.2 |
759.0 |
746.6 |
|
| R2 |
754.3 |
754.3 |
745.7 |
|
| R1 |
749.1 |
749.1 |
744.8 |
746.8 |
| PP |
744.4 |
744.4 |
744.4 |
743.2 |
| S1 |
739.2 |
739.2 |
743.0 |
736.9 |
| S2 |
734.5 |
734.5 |
742.1 |
|
| S3 |
724.6 |
729.3 |
741.2 |
|
| S4 |
714.7 |
719.4 |
738.5 |
|
|
| 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 |
791.7 |
|
2.618 |
775.5 |
|
1.618 |
765.6 |
|
1.000 |
759.5 |
|
0.618 |
755.7 |
|
HIGH |
749.6 |
|
0.618 |
745.8 |
|
0.500 |
744.7 |
|
0.382 |
743.5 |
|
LOW |
739.7 |
|
0.618 |
733.6 |
|
1.000 |
729.8 |
|
1.618 |
723.7 |
|
2.618 |
713.8 |
|
4.250 |
697.6 |
|
|
| Fisher Pivots for day following 28-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
744.7 |
743.8 |
| PP |
744.4 |
743.6 |
| S1 |
744.2 |
743.5 |
|