CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 02-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
779.3 |
761.8 |
-17.5 |
-2.2% |
777.8 |
| High |
780.5 |
763.0 |
-17.5 |
-2.2% |
786.8 |
| Low |
760.4 |
755.5 |
-4.9 |
-0.6% |
766.8 |
| Close |
760.3 |
758.7 |
-1.6 |
-0.2% |
776.5 |
| Range |
20.1 |
7.5 |
-12.6 |
-62.7% |
20.0 |
| ATR |
11.2 |
11.0 |
-0.3 |
-2.4% |
0.0 |
| Volume |
143 |
51 |
-92 |
-64.3% |
749 |
|
| Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.6 |
777.6 |
762.8 |
|
| R3 |
774.1 |
770.1 |
760.8 |
|
| R2 |
766.6 |
766.6 |
760.1 |
|
| R1 |
762.6 |
762.6 |
759.4 |
760.9 |
| PP |
759.1 |
759.1 |
759.1 |
758.2 |
| S1 |
755.1 |
755.1 |
758.0 |
753.4 |
| S2 |
751.6 |
751.6 |
757.3 |
|
| S3 |
744.1 |
747.6 |
756.6 |
|
| S4 |
736.6 |
740.1 |
754.6 |
|
|
| 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 |
794.9 |
|
2.618 |
782.6 |
|
1.618 |
775.1 |
|
1.000 |
770.5 |
|
0.618 |
767.6 |
|
HIGH |
763.0 |
|
0.618 |
760.1 |
|
0.500 |
759.3 |
|
0.382 |
758.4 |
|
LOW |
755.5 |
|
0.618 |
750.9 |
|
1.000 |
748.0 |
|
1.618 |
743.4 |
|
2.618 |
735.9 |
|
4.250 |
723.6 |
|
|
| Fisher Pivots for day following 02-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
759.3 |
769.3 |
| PP |
759.1 |
765.8 |
| S1 |
758.9 |
762.2 |
|