CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 11-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
757.3 |
753.0 |
-4.3 |
-0.6% |
733.3 |
| High |
759.8 |
758.9 |
-0.9 |
-0.1% |
755.2 |
| Low |
752.8 |
746.8 |
-6.0 |
-0.8% |
723.1 |
| Close |
757.6 |
754.1 |
-3.5 |
-0.5% |
750.9 |
| Range |
7.0 |
12.1 |
5.1 |
72.9% |
32.1 |
| ATR |
10.4 |
10.5 |
0.1 |
1.2% |
0.0 |
| Volume |
57 |
63 |
6 |
10.5% |
466 |
|
| Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.6 |
783.9 |
760.8 |
|
| R3 |
777.5 |
771.8 |
757.4 |
|
| R2 |
765.4 |
765.4 |
756.3 |
|
| R1 |
759.7 |
759.7 |
755.2 |
762.6 |
| PP |
753.3 |
753.3 |
753.3 |
754.7 |
| S1 |
747.6 |
747.6 |
753.0 |
750.5 |
| S2 |
741.2 |
741.2 |
751.9 |
|
| S3 |
729.1 |
735.5 |
750.8 |
|
| S4 |
717.0 |
723.4 |
747.4 |
|
|
| 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 |
810.3 |
|
2.618 |
790.6 |
|
1.618 |
778.5 |
|
1.000 |
771.0 |
|
0.618 |
766.4 |
|
HIGH |
758.9 |
|
0.618 |
754.3 |
|
0.500 |
752.9 |
|
0.382 |
751.4 |
|
LOW |
746.8 |
|
0.618 |
739.3 |
|
1.000 |
734.7 |
|
1.618 |
727.2 |
|
2.618 |
715.1 |
|
4.250 |
695.4 |
|
|
| Fisher Pivots for day following 11-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
753.7 |
753.8 |
| PP |
753.3 |
753.6 |
| S1 |
752.9 |
753.3 |
|