CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
687.4 |
711.0 |
23.6 |
3.4% |
684.0 |
| High |
719.3 |
732.6 |
13.3 |
1.8% |
732.6 |
| Low |
683.8 |
710.6 |
26.8 |
3.9% |
677.7 |
| Close |
715.8 |
732.5 |
16.7 |
2.3% |
732.5 |
| Range |
35.5 |
22.0 |
-13.5 |
-38.0% |
54.9 |
| ATR |
23.3 |
23.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
78 |
61 |
-17 |
-21.8% |
317 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.2 |
783.9 |
744.6 |
|
| R3 |
769.2 |
761.9 |
738.6 |
|
| R2 |
747.2 |
747.2 |
736.5 |
|
| R1 |
739.9 |
739.9 |
734.5 |
743.6 |
| PP |
725.2 |
725.2 |
725.2 |
727.1 |
| S1 |
717.9 |
717.9 |
730.5 |
721.6 |
| S2 |
703.2 |
703.2 |
728.5 |
|
| S3 |
681.2 |
695.9 |
726.5 |
|
| S4 |
659.2 |
673.9 |
720.4 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.0 |
860.6 |
762.7 |
|
| R3 |
824.1 |
805.7 |
747.6 |
|
| R2 |
769.2 |
769.2 |
742.6 |
|
| R1 |
750.8 |
750.8 |
737.5 |
760.0 |
| PP |
714.3 |
714.3 |
714.3 |
718.9 |
| S1 |
695.9 |
695.9 |
727.5 |
705.1 |
| S2 |
659.4 |
659.4 |
722.4 |
|
| S3 |
604.5 |
641.0 |
717.4 |
|
| S4 |
549.6 |
586.1 |
702.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
826.1 |
|
2.618 |
790.2 |
|
1.618 |
768.2 |
|
1.000 |
754.6 |
|
0.618 |
746.2 |
|
HIGH |
732.6 |
|
0.618 |
724.2 |
|
0.500 |
721.6 |
|
0.382 |
719.0 |
|
LOW |
710.6 |
|
0.618 |
697.0 |
|
1.000 |
688.6 |
|
1.618 |
675.0 |
|
2.618 |
653.0 |
|
4.250 |
617.1 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
728.9 |
724.4 |
| PP |
725.2 |
716.3 |
| S1 |
721.6 |
708.2 |
|