CME eMini Russell 2000 Future March 2007
Trading Metrics calculated at close of trading on 16-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
795.8 |
802.0 |
6.2 |
0.8% |
764.3 |
High |
804.1 |
806.5 |
2.4 |
0.3% |
782.5 |
Low |
793.6 |
797.7 |
4.1 |
0.5% |
764.2 |
Close |
800.7 |
799.7 |
-1.0 |
-0.1% |
779.1 |
Range |
10.5 |
8.8 |
-1.7 |
-16.2% |
18.3 |
ATR |
11.5 |
11.3 |
-0.2 |
-1.7% |
0.0 |
Volume |
497 |
940 |
443 |
89.1% |
792 |
|
Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
827.7 |
822.5 |
804.5 |
|
R3 |
818.9 |
813.7 |
802.1 |
|
R2 |
810.1 |
810.1 |
801.3 |
|
R1 |
804.9 |
804.9 |
800.5 |
803.1 |
PP |
801.3 |
801.3 |
801.3 |
800.4 |
S1 |
796.1 |
796.1 |
798.9 |
794.3 |
S2 |
792.5 |
792.5 |
798.1 |
|
S3 |
783.7 |
787.3 |
797.3 |
|
S4 |
774.9 |
778.5 |
794.9 |
|
|
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 |
843.9 |
2.618 |
829.5 |
1.618 |
820.7 |
1.000 |
815.3 |
0.618 |
811.9 |
HIGH |
806.5 |
0.618 |
803.1 |
0.500 |
802.1 |
0.382 |
801.1 |
LOW |
797.7 |
0.618 |
792.3 |
1.000 |
788.9 |
1.618 |
783.5 |
2.618 |
774.7 |
4.250 |
760.3 |
|
|
Fisher Pivots for day following 16-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
802.1 |
797.3 |
PP |
801.3 |
794.8 |
S1 |
800.5 |
792.4 |
|