CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 05-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
727.1 |
745.4 |
18.3 |
2.5% |
732.7 |
| High |
745.1 |
755.2 |
10.1 |
1.4% |
749.6 |
| Low |
726.4 |
744.1 |
17.7 |
2.4% |
726.0 |
| Close |
745.2 |
755.3 |
10.1 |
1.4% |
738.6 |
| Range |
18.7 |
11.1 |
-7.6 |
-40.6% |
23.6 |
| ATR |
10.7 |
10.8 |
0.0 |
0.2% |
0.0 |
| Volume |
92 |
138 |
46 |
50.0% |
181 |
|
| Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784.8 |
781.2 |
761.4 |
|
| R3 |
773.7 |
770.1 |
758.4 |
|
| R2 |
762.6 |
762.6 |
757.3 |
|
| R1 |
759.0 |
759.0 |
756.3 |
760.8 |
| PP |
751.5 |
751.5 |
751.5 |
752.5 |
| S1 |
747.9 |
747.9 |
754.3 |
749.7 |
| S2 |
740.4 |
740.4 |
753.3 |
|
| S3 |
729.3 |
736.8 |
752.2 |
|
| S4 |
718.2 |
725.7 |
749.2 |
|
|
| 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 |
802.4 |
|
2.618 |
784.3 |
|
1.618 |
773.2 |
|
1.000 |
766.3 |
|
0.618 |
762.1 |
|
HIGH |
755.2 |
|
0.618 |
751.0 |
|
0.500 |
749.7 |
|
0.382 |
748.3 |
|
LOW |
744.1 |
|
0.618 |
737.2 |
|
1.000 |
733.0 |
|
1.618 |
726.1 |
|
2.618 |
715.0 |
|
4.250 |
696.9 |
|
|
| Fisher Pivots for day following 05-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
753.4 |
749.9 |
| PP |
751.5 |
744.5 |
| S1 |
749.7 |
739.2 |
|