CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 04-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2006 |
04-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
793.4 |
790.1 |
-3.3 |
-0.4% |
797.2 |
| High |
795.5 |
805.3 |
9.8 |
1.2% |
800.6 |
| Low |
780.4 |
789.3 |
8.9 |
1.1% |
775.5 |
| Close |
790.4 |
804.9 |
14.5 |
1.8% |
790.4 |
| Range |
15.1 |
16.0 |
0.9 |
6.0% |
25.1 |
| ATR |
10.3 |
10.7 |
0.4 |
4.0% |
0.0 |
| Volume |
13,233 |
2,228 |
-11,005 |
-83.2% |
17,515 |
|
| Daily Pivots for day following 04-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.8 |
842.4 |
813.7 |
|
| R3 |
831.8 |
826.4 |
809.3 |
|
| R2 |
815.8 |
815.8 |
807.8 |
|
| R1 |
810.4 |
810.4 |
806.4 |
813.1 |
| PP |
799.8 |
799.8 |
799.8 |
801.2 |
| S1 |
794.4 |
794.4 |
803.4 |
797.1 |
| S2 |
783.8 |
783.8 |
802.0 |
|
| S3 |
767.8 |
778.4 |
800.5 |
|
| S4 |
751.8 |
762.4 |
796.1 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.1 |
852.4 |
804.2 |
|
| R3 |
839.0 |
827.3 |
797.3 |
|
| R2 |
813.9 |
813.9 |
795.0 |
|
| R1 |
802.2 |
802.2 |
792.7 |
795.5 |
| PP |
788.8 |
788.8 |
788.8 |
785.5 |
| S1 |
777.1 |
777.1 |
788.1 |
770.4 |
| S2 |
763.7 |
763.7 |
785.8 |
|
| S3 |
738.6 |
752.0 |
783.5 |
|
| S4 |
713.5 |
726.9 |
776.6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
873.3 |
|
2.618 |
847.2 |
|
1.618 |
831.2 |
|
1.000 |
821.3 |
|
0.618 |
815.2 |
|
HIGH |
805.3 |
|
0.618 |
799.2 |
|
0.500 |
797.3 |
|
0.382 |
795.4 |
|
LOW |
789.3 |
|
0.618 |
779.4 |
|
1.000 |
773.3 |
|
1.618 |
763.4 |
|
2.618 |
747.4 |
|
4.250 |
721.3 |
|
|
| Fisher Pivots for day following 04-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
802.4 |
800.9 |
| PP |
799.8 |
796.9 |
| S1 |
797.3 |
792.9 |
|