CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
703.5 |
706.0 |
2.5 |
0.4% |
671.7 |
| High |
709.8 |
717.7 |
7.9 |
1.1% |
706.3 |
| Low |
696.6 |
692.0 |
-4.6 |
-0.7% |
638.6 |
| Close |
707.5 |
692.8 |
-14.7 |
-2.1% |
689.6 |
| Range |
13.2 |
25.7 |
12.5 |
94.7% |
67.7 |
| ATR |
22.1 |
22.4 |
0.3 |
1.2% |
0.0 |
| Volume |
71 |
72 |
1 |
1.4% |
761 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777.9 |
761.1 |
706.9 |
|
| R3 |
752.2 |
735.4 |
699.9 |
|
| R2 |
726.5 |
726.5 |
697.5 |
|
| R1 |
709.7 |
709.7 |
695.2 |
705.3 |
| PP |
700.8 |
700.8 |
700.8 |
698.6 |
| S1 |
684.0 |
684.0 |
690.4 |
679.6 |
| S2 |
675.1 |
675.1 |
688.1 |
|
| S3 |
649.4 |
658.3 |
685.7 |
|
| S4 |
623.7 |
632.6 |
678.7 |
|
|
| 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 |
826.9 |
|
2.618 |
785.0 |
|
1.618 |
759.3 |
|
1.000 |
743.4 |
|
0.618 |
733.6 |
|
HIGH |
717.7 |
|
0.618 |
707.9 |
|
0.500 |
704.9 |
|
0.382 |
701.8 |
|
LOW |
692.0 |
|
0.618 |
676.1 |
|
1.000 |
666.3 |
|
1.618 |
650.4 |
|
2.618 |
624.7 |
|
4.250 |
582.8 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
704.9 |
697.7 |
| PP |
700.8 |
696.1 |
| S1 |
696.8 |
694.4 |
|