CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
713.7 |
697.0 |
-16.7 |
-2.3% |
727.0 |
| High |
713.7 |
712.9 |
-0.8 |
-0.1% |
741.1 |
| Low |
697.2 |
693.1 |
-4.1 |
-0.6% |
694.9 |
| Close |
702.9 |
702.4 |
-0.5 |
-0.1% |
710.5 |
| Range |
16.5 |
19.8 |
3.3 |
20.0% |
46.2 |
| ATR |
18.0 |
18.1 |
0.1 |
0.7% |
0.0 |
| Volume |
126 |
97 |
-29 |
-23.0% |
367 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.2 |
752.1 |
713.3 |
|
| R3 |
742.4 |
732.3 |
707.8 |
|
| R2 |
722.6 |
722.6 |
706.0 |
|
| R1 |
712.5 |
712.5 |
704.2 |
717.6 |
| PP |
702.8 |
702.8 |
702.8 |
705.3 |
| S1 |
692.7 |
692.7 |
700.6 |
697.8 |
| S2 |
683.0 |
683.0 |
698.8 |
|
| S3 |
663.2 |
672.9 |
697.0 |
|
| S4 |
643.4 |
653.1 |
691.5 |
|
|
| 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 |
797.1 |
|
2.618 |
764.7 |
|
1.618 |
744.9 |
|
1.000 |
732.7 |
|
0.618 |
725.1 |
|
HIGH |
712.9 |
|
0.618 |
705.3 |
|
0.500 |
703.0 |
|
0.382 |
700.7 |
|
LOW |
693.1 |
|
0.618 |
680.9 |
|
1.000 |
673.3 |
|
1.618 |
661.1 |
|
2.618 |
641.3 |
|
4.250 |
609.0 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
703.0 |
706.0 |
| PP |
702.8 |
704.8 |
| S1 |
702.6 |
703.6 |
|