CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
698.0 |
696.5 |
-1.5 |
-0.2% |
671.7 |
| High |
705.9 |
706.3 |
0.4 |
0.1% |
706.3 |
| Low |
687.6 |
686.1 |
-1.5 |
-0.2% |
638.6 |
| Close |
694.1 |
689.6 |
-4.5 |
-0.6% |
689.6 |
| Range |
18.3 |
20.2 |
1.9 |
10.4% |
67.7 |
| ATR |
22.6 |
22.4 |
-0.2 |
-0.8% |
0.0 |
| Volume |
219 |
99 |
-120 |
-54.8% |
761 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.6 |
742.3 |
700.7 |
|
| R3 |
734.4 |
722.1 |
695.2 |
|
| R2 |
714.2 |
714.2 |
693.3 |
|
| R1 |
701.9 |
701.9 |
691.5 |
698.0 |
| PP |
694.0 |
694.0 |
694.0 |
692.0 |
| S1 |
681.7 |
681.7 |
687.7 |
677.8 |
| S2 |
673.8 |
673.8 |
685.9 |
|
| S3 |
653.6 |
661.5 |
684.0 |
|
| S4 |
633.4 |
641.3 |
678.5 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.3 |
853.1 |
726.8 |
|
| R3 |
813.6 |
785.4 |
708.2 |
|
| R2 |
745.9 |
745.9 |
702.0 |
|
| R1 |
717.7 |
717.7 |
695.8 |
731.8 |
| PP |
678.2 |
678.2 |
678.2 |
685.2 |
| S1 |
650.0 |
650.0 |
683.4 |
664.1 |
| S2 |
610.5 |
610.5 |
677.2 |
|
| S3 |
542.8 |
582.3 |
671.0 |
|
| S4 |
475.1 |
514.6 |
652.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.2 |
|
2.618 |
759.2 |
|
1.618 |
739.0 |
|
1.000 |
726.5 |
|
0.618 |
718.8 |
|
HIGH |
706.3 |
|
0.618 |
698.6 |
|
0.500 |
696.2 |
|
0.382 |
693.8 |
|
LOW |
686.1 |
|
0.618 |
673.6 |
|
1.000 |
665.9 |
|
1.618 |
653.4 |
|
2.618 |
633.2 |
|
4.250 |
600.3 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
696.2 |
685.8 |
| PP |
694.0 |
682.0 |
| S1 |
691.8 |
678.3 |
|