CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 09-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
753.3 |
749.9 |
-3.4 |
-0.5% |
733.3 |
| High |
755.0 |
757.5 |
2.5 |
0.3% |
755.2 |
| Low |
745.8 |
746.8 |
1.0 |
0.1% |
723.1 |
| Close |
750.9 |
756.4 |
5.5 |
0.7% |
750.9 |
| Range |
9.2 |
10.7 |
1.5 |
16.3% |
32.1 |
| ATR |
10.7 |
10.7 |
0.0 |
0.0% |
0.0 |
| Volume |
183 |
98 |
-85 |
-46.4% |
466 |
|
| Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
785.7 |
781.7 |
762.3 |
|
| R3 |
775.0 |
771.0 |
759.3 |
|
| R2 |
764.3 |
764.3 |
758.4 |
|
| R1 |
760.3 |
760.3 |
757.4 |
762.3 |
| PP |
753.6 |
753.6 |
753.6 |
754.6 |
| S1 |
749.6 |
749.6 |
755.4 |
751.6 |
| S2 |
742.9 |
742.9 |
754.4 |
|
| S3 |
732.2 |
738.9 |
753.5 |
|
| S4 |
721.5 |
728.2 |
750.5 |
|
|
| 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 |
803.0 |
|
2.618 |
785.5 |
|
1.618 |
774.8 |
|
1.000 |
768.2 |
|
0.618 |
764.1 |
|
HIGH |
757.5 |
|
0.618 |
753.4 |
|
0.500 |
752.2 |
|
0.382 |
750.9 |
|
LOW |
746.8 |
|
0.618 |
740.2 |
|
1.000 |
736.1 |
|
1.618 |
729.5 |
|
2.618 |
718.8 |
|
4.250 |
701.3 |
|
|
| Fisher Pivots for day following 09-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
755.0 |
754.5 |
| PP |
753.6 |
752.7 |
| S1 |
752.2 |
750.8 |
|