CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
671.7 |
666.3 |
-5.4 |
-0.8% |
711.8 |
| High |
685.5 |
696.0 |
10.5 |
1.5% |
718.8 |
| Low |
638.6 |
650.2 |
11.6 |
1.8% |
668.5 |
| Close |
672.3 |
695.3 |
23.0 |
3.4% |
675.6 |
| Range |
46.9 |
45.8 |
-1.1 |
-2.3% |
50.3 |
| ATR |
21.2 |
22.9 |
1.8 |
8.3% |
0.0 |
| Volume |
181 |
262 |
81 |
44.8% |
631 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.9 |
802.4 |
720.5 |
|
| R3 |
772.1 |
756.6 |
707.9 |
|
| R2 |
726.3 |
726.3 |
703.7 |
|
| R1 |
710.8 |
710.8 |
699.5 |
718.6 |
| PP |
680.5 |
680.5 |
680.5 |
684.4 |
| S1 |
665.0 |
665.0 |
691.1 |
672.8 |
| S2 |
634.7 |
634.7 |
686.9 |
|
| S3 |
588.9 |
619.2 |
682.7 |
|
| S4 |
543.1 |
573.4 |
670.1 |
|
|
| 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 |
890.7 |
|
2.618 |
815.9 |
|
1.618 |
770.1 |
|
1.000 |
741.8 |
|
0.618 |
724.3 |
|
HIGH |
696.0 |
|
0.618 |
678.5 |
|
0.500 |
673.1 |
|
0.382 |
667.7 |
|
LOW |
650.2 |
|
0.618 |
621.9 |
|
1.000 |
604.4 |
|
1.618 |
576.1 |
|
2.618 |
530.3 |
|
4.250 |
455.6 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
687.9 |
686.0 |
| PP |
680.5 |
676.6 |
| S1 |
673.1 |
667.3 |
|