CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
696.5 |
684.0 |
-12.5 |
-1.8% |
671.7 |
| High |
706.3 |
705.0 |
-1.3 |
-0.2% |
706.3 |
| Low |
686.1 |
677.7 |
-8.4 |
-1.2% |
638.6 |
| Close |
689.6 |
704.6 |
15.0 |
2.2% |
689.6 |
| Range |
20.2 |
27.3 |
7.1 |
35.1% |
67.7 |
| ATR |
22.4 |
22.8 |
0.3 |
1.5% |
0.0 |
| Volume |
99 |
35 |
-64 |
-64.6% |
761 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777.7 |
768.4 |
719.6 |
|
| R3 |
750.4 |
741.1 |
712.1 |
|
| R2 |
723.1 |
723.1 |
709.6 |
|
| R1 |
713.8 |
713.8 |
707.1 |
718.5 |
| PP |
695.8 |
695.8 |
695.8 |
698.1 |
| S1 |
686.5 |
686.5 |
702.1 |
691.2 |
| S2 |
668.5 |
668.5 |
699.6 |
|
| S3 |
641.2 |
659.2 |
697.1 |
|
| S4 |
613.9 |
631.9 |
689.6 |
|
|
| 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 |
821.0 |
|
2.618 |
776.5 |
|
1.618 |
749.2 |
|
1.000 |
732.3 |
|
0.618 |
721.9 |
|
HIGH |
705.0 |
|
0.618 |
694.6 |
|
0.500 |
691.4 |
|
0.382 |
688.1 |
|
LOW |
677.7 |
|
0.618 |
660.8 |
|
1.000 |
650.4 |
|
1.618 |
633.5 |
|
2.618 |
606.2 |
|
4.250 |
561.7 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
700.2 |
700.4 |
| PP |
695.8 |
696.2 |
| S1 |
691.4 |
692.0 |
|