CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
730.6 |
721.4 |
-9.2 |
-1.3% |
684.0 |
| High |
733.4 |
722.2 |
-11.2 |
-1.5% |
732.6 |
| Low |
721.6 |
702.8 |
-18.8 |
-2.6% |
677.7 |
| Close |
722.2 |
707.5 |
-14.7 |
-2.0% |
732.5 |
| Range |
11.8 |
19.4 |
7.6 |
64.4% |
54.9 |
| ATR |
22.4 |
22.2 |
-0.2 |
-1.0% |
0.0 |
| Volume |
296 |
24 |
-272 |
-91.9% |
317 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.0 |
757.7 |
718.2 |
|
| R3 |
749.6 |
738.3 |
712.8 |
|
| R2 |
730.2 |
730.2 |
711.1 |
|
| R1 |
718.9 |
718.9 |
709.3 |
714.9 |
| PP |
710.8 |
710.8 |
710.8 |
708.8 |
| S1 |
699.5 |
699.5 |
705.7 |
695.5 |
| S2 |
691.4 |
691.4 |
703.9 |
|
| S3 |
672.0 |
680.1 |
702.2 |
|
| S4 |
652.6 |
660.7 |
696.8 |
|
|
| 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 |
804.7 |
|
2.618 |
773.0 |
|
1.618 |
753.6 |
|
1.000 |
741.6 |
|
0.618 |
734.2 |
|
HIGH |
722.2 |
|
0.618 |
714.8 |
|
0.500 |
712.5 |
|
0.382 |
710.2 |
|
LOW |
702.8 |
|
0.618 |
690.8 |
|
1.000 |
683.4 |
|
1.618 |
671.4 |
|
2.618 |
652.0 |
|
4.250 |
620.4 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
712.5 |
718.1 |
| PP |
710.8 |
714.6 |
| S1 |
709.2 |
711.0 |
|