CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 01-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
781.5 |
779.3 |
-2.2 |
-0.3% |
777.8 |
| High |
783.1 |
780.5 |
-2.6 |
-0.3% |
786.8 |
| Low |
772.2 |
760.4 |
-11.8 |
-1.5% |
766.8 |
| Close |
777.5 |
760.3 |
-17.2 |
-2.2% |
776.5 |
| Range |
10.9 |
20.1 |
9.2 |
84.4% |
20.0 |
| ATR |
10.5 |
11.2 |
0.7 |
6.5% |
0.0 |
| Volume |
31 |
143 |
112 |
361.3% |
749 |
|
| Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.4 |
813.9 |
771.4 |
|
| R3 |
807.3 |
793.8 |
765.8 |
|
| R2 |
787.2 |
787.2 |
764.0 |
|
| R1 |
773.7 |
773.7 |
762.1 |
770.4 |
| PP |
767.1 |
767.1 |
767.1 |
765.4 |
| S1 |
753.6 |
753.6 |
758.5 |
750.3 |
| S2 |
747.0 |
747.0 |
756.6 |
|
| S3 |
726.9 |
733.5 |
754.8 |
|
| S4 |
706.8 |
713.4 |
749.2 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.7 |
826.6 |
787.5 |
|
| R3 |
816.7 |
806.6 |
782.0 |
|
| R2 |
796.7 |
796.7 |
780.2 |
|
| R1 |
786.6 |
786.6 |
778.3 |
781.7 |
| PP |
776.7 |
776.7 |
776.7 |
774.2 |
| S1 |
766.6 |
766.6 |
774.7 |
761.7 |
| S2 |
756.7 |
756.7 |
772.8 |
|
| S3 |
736.7 |
746.6 |
771.0 |
|
| S4 |
716.7 |
726.6 |
765.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
865.9 |
|
2.618 |
833.1 |
|
1.618 |
813.0 |
|
1.000 |
800.6 |
|
0.618 |
792.9 |
|
HIGH |
780.5 |
|
0.618 |
772.8 |
|
0.500 |
770.5 |
|
0.382 |
768.1 |
|
LOW |
760.4 |
|
0.618 |
748.0 |
|
1.000 |
740.3 |
|
1.618 |
727.9 |
|
2.618 |
707.8 |
|
4.250 |
675.0 |
|
|
| Fisher Pivots for day following 01-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
770.5 |
771.8 |
| PP |
767.1 |
767.9 |
| S1 |
763.7 |
764.1 |
|