CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
721.7 |
711.8 |
-9.9 |
-1.4% |
727.0 |
| High |
722.8 |
718.8 |
-4.0 |
-0.6% |
741.1 |
| Low |
707.3 |
708.4 |
1.1 |
0.2% |
694.9 |
| Close |
710.5 |
714.7 |
4.2 |
0.6% |
710.5 |
| Range |
15.5 |
10.4 |
-5.1 |
-32.9% |
46.2 |
| ATR |
18.6 |
18.0 |
-0.6 |
-3.1% |
0.0 |
| Volume |
77 |
117 |
40 |
51.9% |
367 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745.2 |
740.3 |
720.4 |
|
| R3 |
734.8 |
729.9 |
717.6 |
|
| R2 |
724.4 |
724.4 |
716.6 |
|
| R1 |
719.5 |
719.5 |
715.7 |
722.0 |
| PP |
714.0 |
714.0 |
714.0 |
715.2 |
| S1 |
709.1 |
709.1 |
713.7 |
711.6 |
| S2 |
703.6 |
703.6 |
712.8 |
|
| S3 |
693.2 |
698.7 |
711.8 |
|
| S4 |
682.8 |
688.3 |
709.0 |
|
|
| 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 |
763.0 |
|
2.618 |
746.0 |
|
1.618 |
735.6 |
|
1.000 |
729.2 |
|
0.618 |
725.2 |
|
HIGH |
718.8 |
|
0.618 |
714.8 |
|
0.500 |
713.6 |
|
0.382 |
712.4 |
|
LOW |
708.4 |
|
0.618 |
702.0 |
|
1.000 |
698.0 |
|
1.618 |
691.6 |
|
2.618 |
681.2 |
|
4.250 |
664.2 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
714.3 |
719.0 |
| PP |
714.0 |
717.5 |
| S1 |
713.6 |
716.1 |
|