CME eMini Russell 2000 Future March 2007
Trading Metrics calculated at close of trading on 14-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
778.3 |
780.0 |
1.7 |
0.2% |
764.3 |
High |
783.7 |
795.2 |
11.5 |
1.5% |
782.5 |
Low |
775.9 |
778.3 |
2.4 |
0.3% |
764.2 |
Close |
780.3 |
794.8 |
14.5 |
1.9% |
779.1 |
Range |
7.8 |
16.9 |
9.1 |
116.7% |
18.3 |
ATR |
11.2 |
11.6 |
0.4 |
3.7% |
0.0 |
Volume |
46 |
85 |
39 |
84.8% |
792 |
|
Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
840.1 |
834.4 |
804.1 |
|
R3 |
823.2 |
817.5 |
799.4 |
|
R2 |
806.3 |
806.3 |
797.9 |
|
R1 |
800.6 |
800.6 |
796.3 |
803.5 |
PP |
789.4 |
789.4 |
789.4 |
790.9 |
S1 |
783.7 |
783.7 |
793.3 |
786.6 |
S2 |
772.5 |
772.5 |
791.7 |
|
S3 |
755.6 |
766.8 |
790.2 |
|
S4 |
738.7 |
749.9 |
785.5 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830.2 |
822.9 |
789.2 |
|
R3 |
811.9 |
804.6 |
784.1 |
|
R2 |
793.6 |
793.6 |
782.5 |
|
R1 |
786.3 |
786.3 |
780.8 |
790.0 |
PP |
775.3 |
775.3 |
775.3 |
777.1 |
S1 |
768.0 |
768.0 |
777.4 |
771.7 |
S2 |
757.0 |
757.0 |
775.7 |
|
S3 |
738.7 |
749.7 |
774.1 |
|
S4 |
720.4 |
731.4 |
769.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
867.0 |
2.618 |
839.4 |
1.618 |
822.5 |
1.000 |
812.1 |
0.618 |
805.6 |
HIGH |
795.2 |
0.618 |
788.7 |
0.500 |
786.8 |
0.382 |
784.8 |
LOW |
778.3 |
0.618 |
767.9 |
1.000 |
761.4 |
1.618 |
751.0 |
2.618 |
734.1 |
4.250 |
706.5 |
|
|
Fisher Pivots for day following 14-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
792.1 |
790.7 |
PP |
789.4 |
786.6 |
S1 |
786.8 |
782.6 |
|