CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 13-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
756.5 |
770.0 |
13.5 |
1.8% |
749.9 |
| High |
770.1 |
775.7 |
5.6 |
0.7% |
775.7 |
| Low |
754.0 |
767.6 |
13.6 |
1.8% |
746.8 |
| Close |
769.8 |
775.7 |
5.9 |
0.8% |
775.7 |
| Range |
16.1 |
8.1 |
-8.0 |
-49.7% |
28.9 |
| ATR |
10.9 |
10.7 |
-0.2 |
-1.9% |
0.0 |
| Volume |
67 |
238 |
171 |
255.2% |
523 |
|
| Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.3 |
794.6 |
780.2 |
|
| R3 |
789.2 |
786.5 |
777.9 |
|
| R2 |
781.1 |
781.1 |
777.2 |
|
| R1 |
778.4 |
778.4 |
776.4 |
779.8 |
| PP |
773.0 |
773.0 |
773.0 |
773.7 |
| S1 |
770.3 |
770.3 |
775.0 |
771.7 |
| S2 |
764.9 |
764.9 |
774.2 |
|
| S3 |
756.8 |
762.2 |
773.5 |
|
| S4 |
748.7 |
754.1 |
771.2 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.8 |
843.1 |
791.6 |
|
| R3 |
823.9 |
814.2 |
783.6 |
|
| R2 |
795.0 |
795.0 |
781.0 |
|
| R1 |
785.3 |
785.3 |
778.3 |
790.2 |
| PP |
766.1 |
766.1 |
766.1 |
768.5 |
| S1 |
756.4 |
756.4 |
773.1 |
761.3 |
| S2 |
737.2 |
737.2 |
770.4 |
|
| S3 |
708.3 |
727.5 |
767.8 |
|
| S4 |
679.4 |
698.6 |
759.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.1 |
|
2.618 |
796.9 |
|
1.618 |
788.8 |
|
1.000 |
783.8 |
|
0.618 |
780.7 |
|
HIGH |
775.7 |
|
0.618 |
772.6 |
|
0.500 |
771.7 |
|
0.382 |
770.7 |
|
LOW |
767.6 |
|
0.618 |
762.6 |
|
1.000 |
759.5 |
|
1.618 |
754.5 |
|
2.618 |
746.4 |
|
4.250 |
733.2 |
|
|
| Fisher Pivots for day following 13-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
774.4 |
770.9 |
| PP |
773.0 |
766.1 |
| S1 |
771.7 |
761.3 |
|