CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
688.1 |
671.7 |
-16.4 |
-2.4% |
711.8 |
| High |
693.4 |
685.5 |
-7.9 |
-1.1% |
718.8 |
| Low |
668.5 |
638.6 |
-29.9 |
-4.5% |
668.5 |
| Close |
675.6 |
672.3 |
-3.3 |
-0.5% |
675.6 |
| Range |
24.9 |
46.9 |
22.0 |
88.4% |
50.3 |
| ATR |
19.2 |
21.2 |
2.0 |
10.3% |
0.0 |
| Volume |
105 |
181 |
76 |
72.4% |
631 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.2 |
786.1 |
698.1 |
|
| R3 |
759.3 |
739.2 |
685.2 |
|
| R2 |
712.4 |
712.4 |
680.9 |
|
| R1 |
692.3 |
692.3 |
676.6 |
702.4 |
| PP |
665.5 |
665.5 |
665.5 |
670.5 |
| S1 |
645.4 |
645.4 |
668.0 |
655.5 |
| S2 |
618.6 |
618.6 |
663.7 |
|
| S3 |
571.7 |
598.5 |
659.4 |
|
| S4 |
524.8 |
551.6 |
646.5 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838.5 |
807.4 |
703.3 |
|
| R3 |
788.2 |
757.1 |
689.4 |
|
| R2 |
737.9 |
737.9 |
684.8 |
|
| R1 |
706.8 |
706.8 |
680.2 |
697.2 |
| PP |
687.6 |
687.6 |
687.6 |
682.9 |
| S1 |
656.5 |
656.5 |
671.0 |
646.9 |
| S2 |
637.3 |
637.3 |
666.4 |
|
| S3 |
587.0 |
606.2 |
661.8 |
|
| S4 |
536.7 |
555.9 |
647.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.8 |
|
2.618 |
808.3 |
|
1.618 |
761.4 |
|
1.000 |
732.4 |
|
0.618 |
714.5 |
|
HIGH |
685.5 |
|
0.618 |
667.6 |
|
0.500 |
662.1 |
|
0.382 |
656.5 |
|
LOW |
638.6 |
|
0.618 |
609.6 |
|
1.000 |
591.7 |
|
1.618 |
562.7 |
|
2.618 |
515.8 |
|
4.250 |
439.3 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
668.9 |
674.3 |
| PP |
665.5 |
673.6 |
| S1 |
662.1 |
673.0 |
|