CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 05-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
790.1 |
805.1 |
15.0 |
1.9% |
797.2 |
| High |
805.3 |
809.6 |
4.3 |
0.5% |
800.6 |
| Low |
789.3 |
802.8 |
13.5 |
1.7% |
775.5 |
| Close |
804.9 |
805.4 |
0.5 |
0.1% |
790.4 |
| Range |
16.0 |
6.8 |
-9.2 |
-57.5% |
25.1 |
| ATR |
10.7 |
10.4 |
-0.3 |
-2.6% |
0.0 |
| Volume |
2,228 |
16,693 |
14,465 |
649.2% |
17,515 |
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.3 |
822.7 |
809.1 |
|
| R3 |
819.5 |
815.9 |
807.3 |
|
| R2 |
812.7 |
812.7 |
806.6 |
|
| R1 |
809.1 |
809.1 |
806.0 |
810.9 |
| PP |
805.9 |
805.9 |
805.9 |
806.9 |
| S1 |
802.3 |
802.3 |
804.8 |
804.1 |
| S2 |
799.1 |
799.1 |
804.2 |
|
| S3 |
792.3 |
795.5 |
803.5 |
|
| S4 |
785.5 |
788.7 |
801.7 |
|
|
| 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 |
838.5 |
|
2.618 |
827.4 |
|
1.618 |
820.6 |
|
1.000 |
816.4 |
|
0.618 |
813.8 |
|
HIGH |
809.6 |
|
0.618 |
807.0 |
|
0.500 |
806.2 |
|
0.382 |
805.4 |
|
LOW |
802.8 |
|
0.618 |
798.6 |
|
1.000 |
796.0 |
|
1.618 |
791.8 |
|
2.618 |
785.0 |
|
4.250 |
773.9 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
806.2 |
801.9 |
| PP |
805.9 |
798.5 |
| S1 |
805.7 |
795.0 |
|