CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 18-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2006 |
18-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
777.7 |
779.0 |
1.3 |
0.2% |
749.9 |
| High |
779.3 |
784.2 |
4.9 |
0.6% |
775.7 |
| Low |
770.0 |
772.3 |
2.3 |
0.3% |
746.8 |
| Close |
776.8 |
775.3 |
-1.5 |
-0.2% |
775.7 |
| Range |
9.3 |
11.9 |
2.6 |
28.0% |
28.9 |
| ATR |
10.6 |
10.7 |
0.1 |
0.9% |
0.0 |
| Volume |
121 |
64 |
-57 |
-47.1% |
523 |
|
| Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.0 |
806.0 |
781.8 |
|
| R3 |
801.1 |
794.1 |
778.6 |
|
| R2 |
789.2 |
789.2 |
777.5 |
|
| R1 |
782.2 |
782.2 |
776.4 |
779.8 |
| PP |
777.3 |
777.3 |
777.3 |
776.0 |
| S1 |
770.3 |
770.3 |
774.2 |
767.9 |
| S2 |
765.4 |
765.4 |
773.1 |
|
| S3 |
753.5 |
758.4 |
772.0 |
|
| S4 |
741.6 |
746.5 |
768.8 |
|
|
| 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 |
834.8 |
|
2.618 |
815.4 |
|
1.618 |
803.5 |
|
1.000 |
796.1 |
|
0.618 |
791.6 |
|
HIGH |
784.2 |
|
0.618 |
779.7 |
|
0.500 |
778.3 |
|
0.382 |
776.8 |
|
LOW |
772.3 |
|
0.618 |
764.9 |
|
1.000 |
760.4 |
|
1.618 |
753.0 |
|
2.618 |
741.1 |
|
4.250 |
721.7 |
|
|
| Fisher Pivots for day following 18-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
778.3 |
777.1 |
| PP |
777.3 |
776.5 |
| S1 |
776.3 |
775.9 |
|