CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 16-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
770.0 |
773.9 |
3.9 |
0.5% |
749.9 |
| High |
775.7 |
782.1 |
6.4 |
0.8% |
775.7 |
| Low |
767.6 |
773.4 |
5.8 |
0.8% |
746.8 |
| Close |
775.7 |
780.2 |
4.5 |
0.6% |
775.7 |
| Range |
8.1 |
8.7 |
0.6 |
7.4% |
28.9 |
| ATR |
10.7 |
10.6 |
-0.1 |
-1.4% |
0.0 |
| Volume |
238 |
184 |
-54 |
-22.7% |
523 |
|
| Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.7 |
801.1 |
785.0 |
|
| R3 |
796.0 |
792.4 |
782.6 |
|
| R2 |
787.3 |
787.3 |
781.8 |
|
| R1 |
783.7 |
783.7 |
781.0 |
785.5 |
| PP |
778.6 |
778.6 |
778.6 |
779.5 |
| S1 |
775.0 |
775.0 |
779.4 |
776.8 |
| S2 |
769.9 |
769.9 |
778.6 |
|
| S3 |
761.2 |
766.3 |
777.8 |
|
| S4 |
752.5 |
757.6 |
775.4 |
|
|
| 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 |
819.1 |
|
2.618 |
804.9 |
|
1.618 |
796.2 |
|
1.000 |
790.8 |
|
0.618 |
787.5 |
|
HIGH |
782.1 |
|
0.618 |
778.8 |
|
0.500 |
777.8 |
|
0.382 |
776.7 |
|
LOW |
773.4 |
|
0.618 |
768.0 |
|
1.000 |
764.7 |
|
1.618 |
759.3 |
|
2.618 |
750.6 |
|
4.250 |
736.4 |
|
|
| Fisher Pivots for day following 16-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
779.4 |
776.2 |
| PP |
778.6 |
772.1 |
| S1 |
777.8 |
768.1 |
|