CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 12-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
753.0 |
756.5 |
3.5 |
0.5% |
733.3 |
| High |
758.9 |
770.1 |
11.2 |
1.5% |
755.2 |
| Low |
746.8 |
754.0 |
7.2 |
1.0% |
723.1 |
| Close |
754.1 |
769.8 |
15.7 |
2.1% |
750.9 |
| Range |
12.1 |
16.1 |
4.0 |
33.1% |
32.1 |
| ATR |
10.5 |
10.9 |
0.4 |
3.8% |
0.0 |
| Volume |
63 |
67 |
4 |
6.3% |
466 |
|
| Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.9 |
807.5 |
778.7 |
|
| R3 |
796.8 |
791.4 |
774.2 |
|
| R2 |
780.7 |
780.7 |
772.8 |
|
| R1 |
775.3 |
775.3 |
771.3 |
778.0 |
| PP |
764.6 |
764.6 |
764.6 |
766.0 |
| S1 |
759.2 |
759.2 |
768.3 |
761.9 |
| S2 |
748.5 |
748.5 |
766.8 |
|
| S3 |
732.4 |
743.1 |
765.4 |
|
| S4 |
716.3 |
727.0 |
760.9 |
|
|
| 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 |
838.5 |
|
2.618 |
812.2 |
|
1.618 |
796.1 |
|
1.000 |
786.2 |
|
0.618 |
780.0 |
|
HIGH |
770.1 |
|
0.618 |
763.9 |
|
0.500 |
762.1 |
|
0.382 |
760.2 |
|
LOW |
754.0 |
|
0.618 |
744.1 |
|
1.000 |
737.9 |
|
1.618 |
728.0 |
|
2.618 |
711.9 |
|
4.250 |
685.6 |
|
|
| Fisher Pivots for day following 12-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
767.2 |
766.0 |
| PP |
764.6 |
762.2 |
| S1 |
762.1 |
758.5 |
|