CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
732.0 |
710.0 |
-22.0 |
-3.0% |
780.7 |
| High |
741.1 |
718.5 |
-22.6 |
-3.0% |
780.7 |
| Low |
706.9 |
694.9 |
-12.0 |
-1.7% |
726.7 |
| Close |
709.0 |
715.7 |
6.7 |
0.9% |
730.7 |
| Range |
34.2 |
23.6 |
-10.6 |
-31.0% |
54.0 |
| ATR |
17.9 |
18.3 |
0.4 |
2.3% |
0.0 |
| Volume |
106 |
68 |
-38 |
-35.8% |
121 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.5 |
771.7 |
728.7 |
|
| R3 |
756.9 |
748.1 |
722.2 |
|
| R2 |
733.3 |
733.3 |
720.0 |
|
| R1 |
724.5 |
724.5 |
717.9 |
728.9 |
| PP |
709.7 |
709.7 |
709.7 |
711.9 |
| S1 |
700.9 |
700.9 |
713.5 |
705.3 |
| S2 |
686.1 |
686.1 |
711.4 |
|
| S3 |
662.5 |
677.3 |
709.2 |
|
| S4 |
638.9 |
653.7 |
702.7 |
|
|
| 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 |
818.8 |
|
2.618 |
780.3 |
|
1.618 |
756.7 |
|
1.000 |
742.1 |
|
0.618 |
733.1 |
|
HIGH |
718.5 |
|
0.618 |
709.5 |
|
0.500 |
706.7 |
|
0.382 |
703.9 |
|
LOW |
694.9 |
|
0.618 |
680.3 |
|
1.000 |
671.3 |
|
1.618 |
656.7 |
|
2.618 |
633.1 |
|
4.250 |
594.6 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
712.7 |
718.0 |
| PP |
709.7 |
717.2 |
| S1 |
706.7 |
716.5 |
|