CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
684.0 |
703.5 |
19.5 |
2.9% |
671.7 |
| High |
705.0 |
709.8 |
4.8 |
0.7% |
706.3 |
| Low |
677.7 |
696.6 |
18.9 |
2.8% |
638.6 |
| Close |
704.6 |
707.5 |
2.9 |
0.4% |
689.6 |
| Range |
27.3 |
13.2 |
-14.1 |
-51.6% |
67.7 |
| ATR |
22.8 |
22.1 |
-0.7 |
-3.0% |
0.0 |
| Volume |
35 |
71 |
36 |
102.9% |
761 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.2 |
739.1 |
714.8 |
|
| R3 |
731.0 |
725.9 |
711.1 |
|
| R2 |
717.8 |
717.8 |
709.9 |
|
| R1 |
712.7 |
712.7 |
708.7 |
715.3 |
| PP |
704.6 |
704.6 |
704.6 |
705.9 |
| S1 |
699.5 |
699.5 |
706.3 |
702.1 |
| S2 |
691.4 |
691.4 |
705.1 |
|
| S3 |
678.2 |
686.3 |
703.9 |
|
| S4 |
665.0 |
673.1 |
700.2 |
|
|
| 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 |
765.9 |
|
2.618 |
744.4 |
|
1.618 |
731.2 |
|
1.000 |
723.0 |
|
0.618 |
718.0 |
|
HIGH |
709.8 |
|
0.618 |
704.8 |
|
0.500 |
703.2 |
|
0.382 |
701.6 |
|
LOW |
696.6 |
|
0.618 |
688.4 |
|
1.000 |
683.4 |
|
1.618 |
675.2 |
|
2.618 |
662.0 |
|
4.250 |
640.5 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.1 |
702.9 |
| PP |
704.6 |
698.3 |
| S1 |
703.2 |
693.8 |
|