CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 17-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
773.9 |
777.7 |
3.8 |
0.5% |
749.9 |
| High |
782.1 |
779.3 |
-2.8 |
-0.4% |
775.7 |
| Low |
773.4 |
770.0 |
-3.4 |
-0.4% |
746.8 |
| Close |
780.2 |
776.8 |
-3.4 |
-0.4% |
775.7 |
| Range |
8.7 |
9.3 |
0.6 |
6.9% |
28.9 |
| ATR |
10.6 |
10.6 |
0.0 |
-0.3% |
0.0 |
| Volume |
184 |
121 |
-63 |
-34.2% |
523 |
|
| Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803.3 |
799.3 |
781.9 |
|
| R3 |
794.0 |
790.0 |
779.4 |
|
| R2 |
784.7 |
784.7 |
778.5 |
|
| R1 |
780.7 |
780.7 |
777.7 |
778.1 |
| PP |
775.4 |
775.4 |
775.4 |
774.0 |
| S1 |
771.4 |
771.4 |
775.9 |
768.8 |
| S2 |
766.1 |
766.1 |
775.1 |
|
| S3 |
756.8 |
762.1 |
774.2 |
|
| S4 |
747.5 |
752.8 |
771.7 |
|
|
| 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 |
818.8 |
|
2.618 |
803.6 |
|
1.618 |
794.3 |
|
1.000 |
788.6 |
|
0.618 |
785.0 |
|
HIGH |
779.3 |
|
0.618 |
775.7 |
|
0.500 |
774.7 |
|
0.382 |
773.6 |
|
LOW |
770.0 |
|
0.618 |
764.3 |
|
1.000 |
760.7 |
|
1.618 |
755.0 |
|
2.618 |
745.7 |
|
4.250 |
730.5 |
|
|
| Fisher Pivots for day following 17-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
776.1 |
776.2 |
| PP |
775.4 |
775.5 |
| S1 |
774.7 |
774.9 |
|