CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
717.7 |
721.7 |
4.0 |
0.6% |
727.0 |
| High |
731.0 |
722.8 |
-8.2 |
-1.1% |
741.1 |
| Low |
706.9 |
707.3 |
0.4 |
0.1% |
694.9 |
| Close |
724.2 |
710.5 |
-13.7 |
-1.9% |
710.5 |
| Range |
24.1 |
15.5 |
-8.6 |
-35.7% |
46.2 |
| ATR |
18.7 |
18.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
96 |
77 |
-19 |
-19.8% |
367 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.0 |
750.8 |
719.0 |
|
| R3 |
744.5 |
735.3 |
714.8 |
|
| R2 |
729.0 |
729.0 |
713.3 |
|
| R1 |
719.8 |
719.8 |
711.9 |
716.7 |
| PP |
713.5 |
713.5 |
713.5 |
712.0 |
| S1 |
704.3 |
704.3 |
709.1 |
701.2 |
| S2 |
698.0 |
698.0 |
707.7 |
|
| S3 |
682.5 |
688.8 |
706.2 |
|
| S4 |
667.0 |
673.3 |
702.0 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.1 |
828.5 |
735.9 |
|
| R3 |
807.9 |
782.3 |
723.2 |
|
| R2 |
761.7 |
761.7 |
719.0 |
|
| R1 |
736.1 |
736.1 |
714.7 |
725.8 |
| PP |
715.5 |
715.5 |
715.5 |
710.4 |
| S1 |
689.9 |
689.9 |
706.3 |
679.6 |
| S2 |
669.3 |
669.3 |
702.0 |
|
| S3 |
623.1 |
643.7 |
697.8 |
|
| S4 |
576.9 |
597.5 |
685.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.7 |
|
2.618 |
763.4 |
|
1.618 |
747.9 |
|
1.000 |
738.3 |
|
0.618 |
732.4 |
|
HIGH |
722.8 |
|
0.618 |
716.9 |
|
0.500 |
715.1 |
|
0.382 |
713.2 |
|
LOW |
707.3 |
|
0.618 |
697.7 |
|
1.000 |
691.8 |
|
1.618 |
682.2 |
|
2.618 |
666.7 |
|
4.250 |
641.4 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
715.1 |
713.0 |
| PP |
713.5 |
712.1 |
| S1 |
712.0 |
711.3 |
|