CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
666.3 |
698.0 |
31.7 |
4.8% |
711.8 |
| High |
696.0 |
705.9 |
9.9 |
1.4% |
718.8 |
| Low |
650.2 |
687.6 |
37.4 |
5.8% |
668.5 |
| Close |
695.3 |
694.1 |
-1.2 |
-0.2% |
675.6 |
| Range |
45.8 |
18.3 |
-27.5 |
-60.0% |
50.3 |
| ATR |
22.9 |
22.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
262 |
219 |
-43 |
-16.4% |
631 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.8 |
740.7 |
704.2 |
|
| R3 |
732.5 |
722.4 |
699.1 |
|
| R2 |
714.2 |
714.2 |
697.5 |
|
| R1 |
704.1 |
704.1 |
695.8 |
700.0 |
| PP |
695.9 |
695.9 |
695.9 |
693.8 |
| S1 |
685.8 |
685.8 |
692.4 |
681.7 |
| S2 |
677.6 |
677.6 |
690.7 |
|
| S3 |
659.3 |
667.5 |
689.1 |
|
| S4 |
641.0 |
649.2 |
684.0 |
|
|
| 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 |
783.7 |
|
2.618 |
753.8 |
|
1.618 |
735.5 |
|
1.000 |
724.2 |
|
0.618 |
717.2 |
|
HIGH |
705.9 |
|
0.618 |
698.9 |
|
0.500 |
696.8 |
|
0.382 |
694.6 |
|
LOW |
687.6 |
|
0.618 |
676.3 |
|
1.000 |
669.3 |
|
1.618 |
658.0 |
|
2.618 |
639.7 |
|
4.250 |
609.8 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
696.8 |
686.8 |
| PP |
695.9 |
679.5 |
| S1 |
695.0 |
672.3 |
|