CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 10-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2006 |
10-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
749.9 |
757.3 |
7.4 |
1.0% |
733.3 |
| High |
757.5 |
759.8 |
2.3 |
0.3% |
755.2 |
| Low |
746.8 |
752.8 |
6.0 |
0.8% |
723.1 |
| Close |
756.4 |
757.6 |
1.2 |
0.2% |
750.9 |
| Range |
10.7 |
7.0 |
-3.7 |
-34.6% |
32.1 |
| ATR |
10.7 |
10.4 |
-0.3 |
-2.5% |
0.0 |
| Volume |
98 |
57 |
-41 |
-41.8% |
466 |
|
| Daily Pivots for day following 10-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777.7 |
774.7 |
761.5 |
|
| R3 |
770.7 |
767.7 |
759.5 |
|
| R2 |
763.7 |
763.7 |
758.9 |
|
| R1 |
760.7 |
760.7 |
758.2 |
762.2 |
| PP |
756.7 |
756.7 |
756.7 |
757.5 |
| S1 |
753.7 |
753.7 |
757.0 |
755.2 |
| S2 |
749.7 |
749.7 |
756.3 |
|
| S3 |
742.7 |
746.7 |
755.7 |
|
| S4 |
735.7 |
739.7 |
753.8 |
|
|
| 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 |
789.6 |
|
2.618 |
778.1 |
|
1.618 |
771.1 |
|
1.000 |
766.8 |
|
0.618 |
764.1 |
|
HIGH |
759.8 |
|
0.618 |
757.1 |
|
0.500 |
756.3 |
|
0.382 |
755.5 |
|
LOW |
752.8 |
|
0.618 |
748.5 |
|
1.000 |
745.8 |
|
1.618 |
741.5 |
|
2.618 |
734.5 |
|
4.250 |
723.1 |
|
|
| Fisher Pivots for day following 10-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
757.2 |
756.0 |
| PP |
756.7 |
754.4 |
| S1 |
756.3 |
752.8 |
|