CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
711.0 |
730.6 |
19.6 |
2.8% |
684.0 |
| High |
732.6 |
733.4 |
0.8 |
0.1% |
732.6 |
| Low |
710.6 |
721.6 |
11.0 |
1.5% |
677.7 |
| Close |
732.5 |
722.2 |
-10.3 |
-1.4% |
732.5 |
| Range |
22.0 |
11.8 |
-10.2 |
-46.4% |
54.9 |
| ATR |
23.2 |
22.4 |
-0.8 |
-3.5% |
0.0 |
| Volume |
61 |
296 |
235 |
385.2% |
317 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761.1 |
753.5 |
728.7 |
|
| R3 |
749.3 |
741.7 |
725.4 |
|
| R2 |
737.5 |
737.5 |
724.4 |
|
| R1 |
729.9 |
729.9 |
723.3 |
727.8 |
| PP |
725.7 |
725.7 |
725.7 |
724.7 |
| S1 |
718.1 |
718.1 |
721.1 |
716.0 |
| S2 |
713.9 |
713.9 |
720.0 |
|
| S3 |
702.1 |
706.3 |
719.0 |
|
| S4 |
690.3 |
694.5 |
715.7 |
|
|
| 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 |
783.6 |
|
2.618 |
764.3 |
|
1.618 |
752.5 |
|
1.000 |
745.2 |
|
0.618 |
740.7 |
|
HIGH |
733.4 |
|
0.618 |
728.9 |
|
0.500 |
727.5 |
|
0.382 |
726.1 |
|
LOW |
721.6 |
|
0.618 |
714.3 |
|
1.000 |
709.8 |
|
1.618 |
702.5 |
|
2.618 |
690.7 |
|
4.250 |
671.5 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
727.5 |
717.7 |
| PP |
725.7 |
713.1 |
| S1 |
724.0 |
708.6 |
|