CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
761.8 |
753.9 |
-7.9 |
-1.0% |
780.7 |
| High |
766.0 |
756.3 |
-9.7 |
-1.3% |
780.7 |
| Low |
750.8 |
726.7 |
-24.1 |
-3.2% |
726.7 |
| Close |
754.3 |
730.7 |
-23.6 |
-3.1% |
730.7 |
| Range |
15.2 |
29.6 |
14.4 |
94.7% |
54.0 |
| ATR |
|
|
|
|
|
| Volume |
51 |
16 |
-35 |
-68.6% |
121 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.7 |
808.3 |
747.0 |
|
| R3 |
797.1 |
778.7 |
738.8 |
|
| R2 |
767.5 |
767.5 |
736.1 |
|
| R1 |
749.1 |
749.1 |
733.4 |
743.5 |
| PP |
737.9 |
737.9 |
737.9 |
735.1 |
| S1 |
719.5 |
719.5 |
728.0 |
713.9 |
| S2 |
708.3 |
708.3 |
725.3 |
|
| S3 |
678.7 |
689.9 |
722.6 |
|
| S4 |
649.1 |
660.3 |
714.4 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.0 |
873.4 |
760.4 |
|
| R3 |
854.0 |
819.4 |
745.6 |
|
| R2 |
800.0 |
800.0 |
740.6 |
|
| R1 |
765.4 |
765.4 |
735.7 |
755.7 |
| PP |
746.0 |
746.0 |
746.0 |
741.2 |
| S1 |
711.4 |
711.4 |
725.8 |
701.7 |
| S2 |
692.0 |
692.0 |
720.8 |
|
| S3 |
638.0 |
657.4 |
715.9 |
|
| S4 |
584.0 |
603.4 |
701.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.1 |
|
2.618 |
833.8 |
|
1.618 |
804.2 |
|
1.000 |
785.9 |
|
0.618 |
774.6 |
|
HIGH |
756.3 |
|
0.618 |
745.0 |
|
0.500 |
741.5 |
|
0.382 |
738.0 |
|
LOW |
726.7 |
|
0.618 |
708.4 |
|
1.000 |
697.1 |
|
1.618 |
678.8 |
|
2.618 |
649.2 |
|
4.250 |
600.9 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.5 |
747.6 |
| PP |
737.9 |
742.0 |
| S1 |
734.3 |
736.3 |
|