CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
706.0 |
687.4 |
-18.6 |
-2.6% |
671.7 |
| High |
717.7 |
719.3 |
1.6 |
0.2% |
706.3 |
| Low |
692.0 |
683.8 |
-8.2 |
-1.2% |
638.6 |
| Close |
692.8 |
715.8 |
23.0 |
3.3% |
689.6 |
| Range |
25.7 |
35.5 |
9.8 |
38.1% |
67.7 |
| ATR |
22.4 |
23.3 |
0.9 |
4.2% |
0.0 |
| Volume |
72 |
78 |
6 |
8.3% |
761 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.8 |
799.8 |
735.3 |
|
| R3 |
777.3 |
764.3 |
725.6 |
|
| R2 |
741.8 |
741.8 |
722.3 |
|
| R1 |
728.8 |
728.8 |
719.1 |
735.3 |
| PP |
706.3 |
706.3 |
706.3 |
709.6 |
| S1 |
693.3 |
693.3 |
712.5 |
699.8 |
| S2 |
670.8 |
670.8 |
709.3 |
|
| S3 |
635.3 |
657.8 |
706.0 |
|
| S4 |
599.8 |
622.3 |
696.3 |
|
|
| 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 |
870.2 |
|
2.618 |
812.2 |
|
1.618 |
776.7 |
|
1.000 |
754.8 |
|
0.618 |
741.2 |
|
HIGH |
719.3 |
|
0.618 |
705.7 |
|
0.500 |
701.6 |
|
0.382 |
697.4 |
|
LOW |
683.8 |
|
0.618 |
661.9 |
|
1.000 |
648.3 |
|
1.618 |
626.4 |
|
2.618 |
590.9 |
|
4.250 |
532.9 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
711.1 |
711.1 |
| PP |
706.3 |
706.3 |
| S1 |
701.6 |
701.6 |
|