CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 03-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
733.3 |
725.0 |
-8.3 |
-1.1% |
732.7 |
| High |
738.3 |
734.2 |
-4.1 |
-0.6% |
749.6 |
| Low |
727.7 |
723.1 |
-4.6 |
-0.6% |
726.0 |
| Close |
729.7 |
728.8 |
-0.9 |
-0.1% |
738.6 |
| Range |
10.6 |
11.1 |
0.5 |
4.7% |
23.6 |
| ATR |
10.1 |
10.1 |
0.1 |
0.7% |
0.0 |
| Volume |
12 |
41 |
29 |
241.7% |
181 |
|
| Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.0 |
756.5 |
734.9 |
|
| R3 |
750.9 |
745.4 |
731.9 |
|
| R2 |
739.8 |
739.8 |
730.8 |
|
| R1 |
734.3 |
734.3 |
729.8 |
737.1 |
| PP |
728.7 |
728.7 |
728.7 |
730.1 |
| S1 |
723.2 |
723.2 |
727.8 |
726.0 |
| S2 |
717.6 |
717.6 |
726.8 |
|
| S3 |
706.5 |
712.1 |
725.7 |
|
| S4 |
695.4 |
701.0 |
722.7 |
|
|
| 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 |
781.4 |
|
2.618 |
763.3 |
|
1.618 |
752.2 |
|
1.000 |
745.3 |
|
0.618 |
741.1 |
|
HIGH |
734.2 |
|
0.618 |
730.0 |
|
0.500 |
728.7 |
|
0.382 |
727.3 |
|
LOW |
723.1 |
|
0.618 |
716.2 |
|
1.000 |
712.0 |
|
1.618 |
705.1 |
|
2.618 |
694.0 |
|
4.250 |
675.9 |
|
|
| Fisher Pivots for day following 03-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
728.8 |
734.4 |
| PP |
728.7 |
732.5 |
| S1 |
728.7 |
730.7 |
|