CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
711.8 |
713.7 |
1.9 |
0.3% |
727.0 |
| High |
718.8 |
713.7 |
-5.1 |
-0.7% |
741.1 |
| Low |
708.4 |
697.2 |
-11.2 |
-1.6% |
694.9 |
| Close |
714.7 |
702.9 |
-11.8 |
-1.7% |
710.5 |
| Range |
10.4 |
16.5 |
6.1 |
58.7% |
46.2 |
| ATR |
18.0 |
18.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
117 |
126 |
9 |
7.7% |
367 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.1 |
745.0 |
712.0 |
|
| R3 |
737.6 |
728.5 |
707.4 |
|
| R2 |
721.1 |
721.1 |
705.9 |
|
| R1 |
712.0 |
712.0 |
704.4 |
708.3 |
| PP |
704.6 |
704.6 |
704.6 |
702.8 |
| S1 |
695.5 |
695.5 |
701.4 |
691.8 |
| S2 |
688.1 |
688.1 |
699.9 |
|
| S3 |
671.6 |
679.0 |
698.4 |
|
| S4 |
655.1 |
662.5 |
693.8 |
|
|
| 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 |
783.8 |
|
2.618 |
756.9 |
|
1.618 |
740.4 |
|
1.000 |
730.2 |
|
0.618 |
723.9 |
|
HIGH |
713.7 |
|
0.618 |
707.4 |
|
0.500 |
705.5 |
|
0.382 |
703.5 |
|
LOW |
697.2 |
|
0.618 |
687.0 |
|
1.000 |
680.7 |
|
1.618 |
670.5 |
|
2.618 |
654.0 |
|
4.250 |
627.1 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
705.5 |
710.0 |
| PP |
704.6 |
707.6 |
| S1 |
703.8 |
705.3 |
|