CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
727.0 |
732.0 |
5.0 |
0.7% |
780.7 |
| High |
737.4 |
741.1 |
3.7 |
0.5% |
780.7 |
| Low |
720.0 |
706.9 |
-13.1 |
-1.8% |
726.7 |
| Close |
730.0 |
709.0 |
-21.0 |
-2.9% |
730.7 |
| Range |
17.4 |
34.2 |
16.8 |
96.6% |
54.0 |
| ATR |
0.0 |
17.9 |
17.9 |
|
0.0 |
| Volume |
20 |
106 |
86 |
430.0% |
121 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.6 |
799.5 |
727.8 |
|
| R3 |
787.4 |
765.3 |
718.4 |
|
| R2 |
753.2 |
753.2 |
715.3 |
|
| R1 |
731.1 |
731.1 |
712.1 |
725.1 |
| PP |
719.0 |
719.0 |
719.0 |
716.0 |
| S1 |
696.9 |
696.9 |
705.9 |
690.9 |
| S2 |
684.8 |
684.8 |
702.7 |
|
| S3 |
650.6 |
662.7 |
699.6 |
|
| S4 |
616.4 |
628.5 |
690.2 |
|
|
| 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 |
886.5 |
|
2.618 |
830.6 |
|
1.618 |
796.4 |
|
1.000 |
775.3 |
|
0.618 |
762.2 |
|
HIGH |
741.1 |
|
0.618 |
728.0 |
|
0.500 |
724.0 |
|
0.382 |
720.0 |
|
LOW |
706.9 |
|
0.618 |
685.8 |
|
1.000 |
672.7 |
|
1.618 |
651.6 |
|
2.618 |
617.4 |
|
4.250 |
561.6 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
724.0 |
731.6 |
| PP |
719.0 |
724.1 |
| S1 |
714.0 |
716.5 |
|