CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 20-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2006 |
20-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
780.0 |
780.0 |
0.0 |
0.0% |
773.9 |
| High |
780.3 |
780.7 |
0.4 |
0.1% |
784.2 |
| Low |
772.0 |
770.9 |
-1.1 |
-0.1% |
770.0 |
| Close |
779.7 |
771.6 |
-8.1 |
-1.0% |
771.6 |
| Range |
8.3 |
9.8 |
1.5 |
18.1% |
14.2 |
| ATR |
10.5 |
10.4 |
0.0 |
-0.5% |
0.0 |
| Volume |
135 |
96 |
-39 |
-28.9% |
600 |
|
| Daily Pivots for day following 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803.8 |
797.5 |
777.0 |
|
| R3 |
794.0 |
787.7 |
774.3 |
|
| R2 |
784.2 |
784.2 |
773.4 |
|
| R1 |
777.9 |
777.9 |
772.5 |
776.2 |
| PP |
774.4 |
774.4 |
774.4 |
773.5 |
| S1 |
768.1 |
768.1 |
770.7 |
766.4 |
| S2 |
764.6 |
764.6 |
769.8 |
|
| S3 |
754.8 |
758.3 |
768.9 |
|
| S4 |
745.0 |
748.5 |
766.2 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.9 |
808.9 |
779.4 |
|
| R3 |
803.7 |
794.7 |
775.5 |
|
| R2 |
789.5 |
789.5 |
774.2 |
|
| R1 |
780.5 |
780.5 |
772.9 |
777.9 |
| PP |
775.3 |
775.3 |
775.3 |
774.0 |
| S1 |
766.3 |
766.3 |
770.3 |
763.7 |
| S2 |
761.1 |
761.1 |
769.0 |
|
| S3 |
746.9 |
752.1 |
767.7 |
|
| S4 |
732.7 |
737.9 |
763.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.4 |
|
2.618 |
806.4 |
|
1.618 |
796.6 |
|
1.000 |
790.5 |
|
0.618 |
786.8 |
|
HIGH |
780.7 |
|
0.618 |
777.0 |
|
0.500 |
775.8 |
|
0.382 |
774.6 |
|
LOW |
770.9 |
|
0.618 |
764.8 |
|
1.000 |
761.1 |
|
1.618 |
755.0 |
|
2.618 |
745.2 |
|
4.250 |
729.3 |
|
|
| Fisher Pivots for day following 20-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
775.8 |
777.6 |
| PP |
774.4 |
775.6 |
| S1 |
773.0 |
773.6 |
|