CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 06-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
745.4 |
753.3 |
7.9 |
1.1% |
733.3 |
| High |
755.2 |
755.0 |
-0.2 |
0.0% |
755.2 |
| Low |
744.1 |
745.8 |
1.7 |
0.2% |
723.1 |
| Close |
755.3 |
750.9 |
-4.4 |
-0.6% |
750.9 |
| Range |
11.1 |
9.2 |
-1.9 |
-17.1% |
32.1 |
| ATR |
10.8 |
10.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
138 |
183 |
45 |
32.6% |
466 |
|
| Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.2 |
773.7 |
756.0 |
|
| R3 |
769.0 |
764.5 |
753.4 |
|
| R2 |
759.8 |
759.8 |
752.6 |
|
| R1 |
755.3 |
755.3 |
751.7 |
753.0 |
| PP |
750.6 |
750.6 |
750.6 |
749.4 |
| S1 |
746.1 |
746.1 |
750.1 |
743.8 |
| S2 |
741.4 |
741.4 |
749.2 |
|
| S3 |
732.2 |
736.9 |
748.4 |
|
| S4 |
723.0 |
727.7 |
745.8 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.4 |
827.2 |
768.6 |
|
| R3 |
807.3 |
795.1 |
759.7 |
|
| R2 |
775.2 |
775.2 |
756.8 |
|
| R1 |
763.0 |
763.0 |
753.8 |
769.1 |
| PP |
743.1 |
743.1 |
743.1 |
746.1 |
| S1 |
730.9 |
730.9 |
748.0 |
737.0 |
| S2 |
711.0 |
711.0 |
745.0 |
|
| S3 |
678.9 |
698.8 |
742.1 |
|
| S4 |
646.8 |
666.7 |
733.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794.1 |
|
2.618 |
779.1 |
|
1.618 |
769.9 |
|
1.000 |
764.2 |
|
0.618 |
760.7 |
|
HIGH |
755.0 |
|
0.618 |
751.5 |
|
0.500 |
750.4 |
|
0.382 |
749.3 |
|
LOW |
745.8 |
|
0.618 |
740.1 |
|
1.000 |
736.6 |
|
1.618 |
730.9 |
|
2.618 |
721.7 |
|
4.250 |
706.7 |
|
|
| Fisher Pivots for day following 06-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
750.7 |
747.5 |
| PP |
750.6 |
744.2 |
| S1 |
750.4 |
740.8 |
|