CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 07-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2006 |
07-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
764.3 |
773.5 |
9.2 |
1.2% |
772.5 |
| High |
774.8 |
782.5 |
7.7 |
1.0% |
783.1 |
| Low |
764.2 |
770.9 |
6.7 |
0.9% |
755.5 |
| Close |
771.4 |
776.0 |
4.6 |
0.6% |
761.8 |
| Range |
10.6 |
11.6 |
1.0 |
9.4% |
27.6 |
| ATR |
11.0 |
11.1 |
0.0 |
0.4% |
0.0 |
| Volume |
150 |
68 |
-82 |
-54.7% |
391 |
|
| Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.3 |
805.2 |
782.4 |
|
| R3 |
799.7 |
793.6 |
779.2 |
|
| R2 |
788.1 |
788.1 |
778.1 |
|
| R1 |
782.0 |
782.0 |
777.1 |
785.1 |
| PP |
776.5 |
776.5 |
776.5 |
778.0 |
| S1 |
770.4 |
770.4 |
774.9 |
773.5 |
| S2 |
764.9 |
764.9 |
773.9 |
|
| S3 |
753.3 |
758.8 |
772.8 |
|
| S4 |
741.7 |
747.2 |
769.6 |
|
|
| 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 |
831.8 |
|
2.618 |
812.9 |
|
1.618 |
801.3 |
|
1.000 |
794.1 |
|
0.618 |
789.7 |
|
HIGH |
782.5 |
|
0.618 |
778.1 |
|
0.500 |
776.7 |
|
0.382 |
775.3 |
|
LOW |
770.9 |
|
0.618 |
763.7 |
|
1.000 |
759.3 |
|
1.618 |
752.1 |
|
2.618 |
740.5 |
|
4.250 |
721.6 |
|
|
| Fisher Pivots for day following 07-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
776.7 |
773.8 |
| PP |
776.5 |
771.6 |
| S1 |
776.2 |
769.4 |
|