CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 06-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
761.4 |
764.3 |
2.9 |
0.4% |
772.5 |
| High |
766.4 |
774.8 |
8.4 |
1.1% |
783.1 |
| Low |
756.2 |
764.2 |
8.0 |
1.1% |
755.5 |
| Close |
761.8 |
771.4 |
9.6 |
1.3% |
761.8 |
| Range |
10.2 |
10.6 |
0.4 |
3.9% |
27.6 |
| ATR |
10.9 |
11.0 |
0.2 |
1.4% |
0.0 |
| Volume |
77 |
150 |
73 |
94.8% |
391 |
|
| Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.9 |
797.3 |
777.2 |
|
| R3 |
791.3 |
786.7 |
774.3 |
|
| R2 |
780.7 |
780.7 |
773.3 |
|
| R1 |
776.1 |
776.1 |
772.4 |
778.4 |
| PP |
770.1 |
770.1 |
770.1 |
771.3 |
| S1 |
765.5 |
765.5 |
770.4 |
767.8 |
| S2 |
759.5 |
759.5 |
769.5 |
|
| S3 |
748.9 |
754.9 |
768.5 |
|
| S4 |
738.3 |
744.3 |
765.6 |
|
|
| 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 |
819.9 |
|
2.618 |
802.6 |
|
1.618 |
792.0 |
|
1.000 |
785.4 |
|
0.618 |
781.4 |
|
HIGH |
774.8 |
|
0.618 |
770.8 |
|
0.500 |
769.5 |
|
0.382 |
768.2 |
|
LOW |
764.2 |
|
0.618 |
757.6 |
|
1.000 |
753.6 |
|
1.618 |
747.0 |
|
2.618 |
736.4 |
|
4.250 |
719.2 |
|
|
| Fisher Pivots for day following 06-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
770.8 |
769.3 |
| PP |
770.1 |
767.2 |
| S1 |
769.5 |
765.2 |
|