CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 03-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
761.8 |
761.4 |
-0.4 |
-0.1% |
772.5 |
| High |
763.0 |
766.4 |
3.4 |
0.4% |
783.1 |
| Low |
755.5 |
756.2 |
0.7 |
0.1% |
755.5 |
| Close |
758.7 |
761.8 |
3.1 |
0.4% |
761.8 |
| Range |
7.5 |
10.2 |
2.7 |
36.0% |
27.6 |
| ATR |
11.0 |
10.9 |
-0.1 |
-0.5% |
0.0 |
| Volume |
51 |
77 |
26 |
51.0% |
391 |
|
| Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.1 |
787.1 |
767.4 |
|
| R3 |
781.9 |
776.9 |
764.6 |
|
| R2 |
771.7 |
771.7 |
763.7 |
|
| R1 |
766.7 |
766.7 |
762.7 |
769.2 |
| PP |
761.5 |
761.5 |
761.5 |
762.7 |
| S1 |
756.5 |
756.5 |
760.9 |
759.0 |
| S2 |
751.3 |
751.3 |
759.9 |
|
| S3 |
741.1 |
746.3 |
759.0 |
|
| S4 |
730.9 |
736.1 |
756.2 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.6 |
833.3 |
777.0 |
|
| R3 |
822.0 |
805.7 |
769.4 |
|
| R2 |
794.4 |
794.4 |
766.9 |
|
| R1 |
778.1 |
778.1 |
764.3 |
772.5 |
| PP |
766.8 |
766.8 |
766.8 |
764.0 |
| S1 |
750.5 |
750.5 |
759.3 |
744.9 |
| S2 |
739.2 |
739.2 |
756.7 |
|
| S3 |
711.6 |
722.9 |
754.2 |
|
| S4 |
684.0 |
695.3 |
746.6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
809.8 |
|
2.618 |
793.1 |
|
1.618 |
782.9 |
|
1.000 |
776.6 |
|
0.618 |
772.7 |
|
HIGH |
766.4 |
|
0.618 |
762.5 |
|
0.500 |
761.3 |
|
0.382 |
760.1 |
|
LOW |
756.2 |
|
0.618 |
749.9 |
|
1.000 |
746.0 |
|
1.618 |
739.7 |
|
2.618 |
729.5 |
|
4.250 |
712.9 |
|
|
| Fisher Pivots for day following 03-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
761.6 |
768.0 |
| PP |
761.5 |
765.9 |
| S1 |
761.3 |
763.9 |
|