CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
697.0 |
709.9 |
12.9 |
1.9% |
727.0 |
| High |
712.9 |
709.9 |
-3.0 |
-0.4% |
741.1 |
| Low |
693.1 |
682.4 |
-10.7 |
-1.5% |
694.9 |
| Close |
702.4 |
685.6 |
-16.8 |
-2.4% |
710.5 |
| Range |
19.8 |
27.5 |
7.7 |
38.9% |
46.2 |
| ATR |
18.1 |
18.8 |
0.7 |
3.7% |
0.0 |
| Volume |
97 |
186 |
89 |
91.8% |
367 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.1 |
757.9 |
700.7 |
|
| R3 |
747.6 |
730.4 |
693.2 |
|
| R2 |
720.1 |
720.1 |
690.6 |
|
| R1 |
702.9 |
702.9 |
688.1 |
697.8 |
| PP |
692.6 |
692.6 |
692.6 |
690.1 |
| S1 |
675.4 |
675.4 |
683.1 |
670.3 |
| S2 |
665.1 |
665.1 |
680.6 |
|
| S3 |
637.6 |
647.9 |
678.0 |
|
| S4 |
610.1 |
620.4 |
670.5 |
|
|
| 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 |
826.8 |
|
2.618 |
781.9 |
|
1.618 |
754.4 |
|
1.000 |
737.4 |
|
0.618 |
726.9 |
|
HIGH |
709.9 |
|
0.618 |
699.4 |
|
0.500 |
696.2 |
|
0.382 |
692.9 |
|
LOW |
682.4 |
|
0.618 |
665.4 |
|
1.000 |
654.9 |
|
1.618 |
637.9 |
|
2.618 |
610.4 |
|
4.250 |
565.5 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
696.2 |
698.1 |
| PP |
692.6 |
693.9 |
| S1 |
689.1 |
689.8 |
|