CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 02-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2006 |
02-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
745.6 |
733.3 |
-12.3 |
-1.6% |
732.7 |
| High |
745.6 |
738.3 |
-7.3 |
-1.0% |
749.6 |
| Low |
737.1 |
727.7 |
-9.4 |
-1.3% |
726.0 |
| Close |
738.6 |
729.7 |
-8.9 |
-1.2% |
738.6 |
| Range |
8.5 |
10.6 |
2.1 |
24.7% |
23.6 |
| ATR |
0.0 |
10.1 |
10.1 |
|
0.0 |
| Volume |
21 |
12 |
-9 |
-42.9% |
181 |
|
| Daily Pivots for day following 02-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.7 |
757.3 |
735.5 |
|
| R3 |
753.1 |
746.7 |
732.6 |
|
| R2 |
742.5 |
742.5 |
731.6 |
|
| R1 |
736.1 |
736.1 |
730.7 |
734.0 |
| PP |
731.9 |
731.9 |
731.9 |
730.9 |
| S1 |
725.5 |
725.5 |
728.7 |
723.4 |
| S2 |
721.3 |
721.3 |
727.8 |
|
| S3 |
710.7 |
714.9 |
726.8 |
|
| S4 |
700.1 |
704.3 |
723.9 |
|
|
| 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 |
783.4 |
|
2.618 |
766.1 |
|
1.618 |
755.5 |
|
1.000 |
748.9 |
|
0.618 |
744.9 |
|
HIGH |
738.3 |
|
0.618 |
734.3 |
|
0.500 |
733.0 |
|
0.382 |
731.7 |
|
LOW |
727.7 |
|
0.618 |
721.1 |
|
1.000 |
717.1 |
|
1.618 |
710.5 |
|
2.618 |
699.9 |
|
4.250 |
682.7 |
|
|
| Fisher Pivots for day following 02-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
733.0 |
738.7 |
| PP |
731.9 |
735.7 |
| S1 |
730.8 |
732.7 |
|