CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
767.4 |
761.8 |
-5.6 |
-0.7% |
799.0 |
| High |
768.5 |
766.0 |
-2.5 |
-0.3% |
808.8 |
| Low |
756.2 |
750.8 |
-5.4 |
-0.7% |
777.6 |
| Close |
762.8 |
754.3 |
-8.5 |
-1.1% |
777.9 |
| Range |
12.3 |
15.2 |
2.9 |
23.6% |
31.2 |
| ATR |
|
|
|
|
|
| Volume |
40 |
51 |
11 |
27.5% |
37 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802.6 |
793.7 |
762.7 |
|
| R3 |
787.4 |
778.5 |
758.5 |
|
| R2 |
772.2 |
772.2 |
757.1 |
|
| R1 |
763.3 |
763.3 |
755.7 |
760.2 |
| PP |
757.0 |
757.0 |
757.0 |
755.5 |
| S1 |
748.1 |
748.1 |
752.9 |
745.0 |
| S2 |
741.8 |
741.8 |
751.5 |
|
| S3 |
726.6 |
732.9 |
750.1 |
|
| S4 |
711.4 |
717.7 |
745.9 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.7 |
861.0 |
795.1 |
|
| R3 |
850.5 |
829.8 |
786.5 |
|
| R2 |
819.3 |
819.3 |
783.6 |
|
| R1 |
798.6 |
798.6 |
780.8 |
793.4 |
| PP |
788.1 |
788.1 |
788.1 |
785.5 |
| S1 |
767.4 |
767.4 |
775.0 |
762.2 |
| S2 |
756.9 |
756.9 |
772.2 |
|
| S3 |
725.7 |
736.2 |
769.3 |
|
| S4 |
694.5 |
705.0 |
760.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830.6 |
|
2.618 |
805.8 |
|
1.618 |
790.6 |
|
1.000 |
781.2 |
|
0.618 |
775.4 |
|
HIGH |
766.0 |
|
0.618 |
760.2 |
|
0.500 |
758.4 |
|
0.382 |
756.6 |
|
LOW |
750.8 |
|
0.618 |
741.4 |
|
1.000 |
735.6 |
|
1.618 |
726.2 |
|
2.618 |
711.0 |
|
4.250 |
686.2 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
758.4 |
765.8 |
| PP |
757.0 |
761.9 |
| S1 |
755.7 |
758.1 |
|