CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 25-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
773.6 |
774.3 |
0.7 |
0.1% |
773.9 |
| High |
775.1 |
780.0 |
4.9 |
0.6% |
784.2 |
| Low |
769.3 |
769.9 |
0.6 |
0.1% |
770.0 |
| Close |
773.9 |
779.5 |
5.6 |
0.7% |
771.6 |
| Range |
5.8 |
10.1 |
4.3 |
74.1% |
14.2 |
| ATR |
10.2 |
10.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
109 |
29 |
-80 |
-73.4% |
600 |
|
| Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.8 |
803.2 |
785.1 |
|
| R3 |
796.7 |
793.1 |
782.3 |
|
| R2 |
786.6 |
786.6 |
781.4 |
|
| R1 |
783.0 |
783.0 |
780.4 |
784.8 |
| PP |
776.5 |
776.5 |
776.5 |
777.4 |
| S1 |
772.9 |
772.9 |
778.6 |
774.7 |
| S2 |
766.4 |
766.4 |
777.6 |
|
| S3 |
756.3 |
762.8 |
776.7 |
|
| S4 |
746.2 |
752.7 |
773.9 |
|
|
| 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 |
822.9 |
|
2.618 |
806.4 |
|
1.618 |
796.3 |
|
1.000 |
790.1 |
|
0.618 |
786.2 |
|
HIGH |
780.0 |
|
0.618 |
776.1 |
|
0.500 |
775.0 |
|
0.382 |
773.8 |
|
LOW |
769.9 |
|
0.618 |
763.7 |
|
1.000 |
759.8 |
|
1.618 |
753.6 |
|
2.618 |
743.5 |
|
4.250 |
727.0 |
|
|
| Fisher Pivots for day following 25-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
778.0 |
777.5 |
| PP |
776.5 |
775.4 |
| S1 |
775.0 |
773.4 |
|