CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 29-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
748.1 |
745.6 |
-2.5 |
-0.3% |
732.7 |
| High |
749.6 |
745.6 |
-4.0 |
-0.5% |
749.6 |
| Low |
739.7 |
737.1 |
-2.6 |
-0.4% |
726.0 |
| Close |
743.9 |
738.6 |
-5.3 |
-0.7% |
738.6 |
| Range |
9.9 |
8.5 |
-1.4 |
-14.1% |
23.6 |
| ATR |
|
|
|
|
|
| Volume |
16 |
21 |
5 |
31.3% |
181 |
|
| Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.9 |
760.8 |
743.3 |
|
| R3 |
757.4 |
752.3 |
740.9 |
|
| R2 |
748.9 |
748.9 |
740.2 |
|
| R1 |
743.8 |
743.8 |
739.4 |
742.1 |
| PP |
740.4 |
740.4 |
740.4 |
739.6 |
| S1 |
735.3 |
735.3 |
737.8 |
733.6 |
| S2 |
731.9 |
731.9 |
737.0 |
|
| S3 |
723.4 |
726.8 |
736.3 |
|
| S4 |
714.9 |
718.3 |
733.9 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808.9 |
797.3 |
751.6 |
|
| R3 |
785.3 |
773.7 |
745.1 |
|
| R2 |
761.7 |
761.7 |
742.9 |
|
| R1 |
750.1 |
750.1 |
740.8 |
755.9 |
| PP |
738.1 |
738.1 |
738.1 |
741.0 |
| S1 |
726.5 |
726.5 |
736.4 |
732.3 |
| S2 |
714.5 |
714.5 |
734.3 |
|
| S3 |
690.9 |
702.9 |
732.1 |
|
| S4 |
667.3 |
679.3 |
725.6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781.7 |
|
2.618 |
767.9 |
|
1.618 |
759.4 |
|
1.000 |
754.1 |
|
0.618 |
750.9 |
|
HIGH |
745.6 |
|
0.618 |
742.4 |
|
0.500 |
741.4 |
|
0.382 |
740.3 |
|
LOW |
737.1 |
|
0.618 |
731.8 |
|
1.000 |
728.6 |
|
1.618 |
723.3 |
|
2.618 |
714.8 |
|
4.250 |
701.0 |
|
|
| Fisher Pivots for day following 29-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
741.4 |
743.4 |
| PP |
740.4 |
741.8 |
| S1 |
739.5 |
740.2 |
|