CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 04-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2006 |
04-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
725.0 |
727.1 |
2.1 |
0.3% |
732.7 |
| High |
734.2 |
745.1 |
10.9 |
1.5% |
749.6 |
| Low |
723.1 |
726.4 |
3.3 |
0.5% |
726.0 |
| Close |
728.8 |
745.2 |
16.4 |
2.3% |
738.6 |
| Range |
11.1 |
18.7 |
7.6 |
68.5% |
23.6 |
| ATR |
10.1 |
10.7 |
0.6 |
6.0% |
0.0 |
| Volume |
41 |
92 |
51 |
124.4% |
181 |
|
| Daily Pivots for day following 04-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
795.0 |
788.8 |
755.5 |
|
| R3 |
776.3 |
770.1 |
750.3 |
|
| R2 |
757.6 |
757.6 |
748.6 |
|
| R1 |
751.4 |
751.4 |
746.9 |
754.5 |
| PP |
738.9 |
738.9 |
738.9 |
740.5 |
| S1 |
732.7 |
732.7 |
743.5 |
735.8 |
| S2 |
720.2 |
720.2 |
741.8 |
|
| S3 |
701.5 |
714.0 |
740.1 |
|
| S4 |
682.8 |
695.3 |
734.9 |
|
|
| 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 |
824.6 |
|
2.618 |
794.1 |
|
1.618 |
775.4 |
|
1.000 |
763.8 |
|
0.618 |
756.7 |
|
HIGH |
745.1 |
|
0.618 |
738.0 |
|
0.500 |
735.8 |
|
0.382 |
733.5 |
|
LOW |
726.4 |
|
0.618 |
714.8 |
|
1.000 |
707.7 |
|
1.618 |
696.1 |
|
2.618 |
677.4 |
|
4.250 |
646.9 |
|
|
| Fisher Pivots for day following 04-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
742.1 |
741.5 |
| PP |
738.9 |
737.8 |
| S1 |
735.8 |
734.1 |
|