CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
721.4 |
705.9 |
-15.5 |
-2.1% |
684.0 |
| High |
722.2 |
713.0 |
-9.2 |
-1.3% |
732.6 |
| Low |
702.8 |
692.4 |
-10.4 |
-1.5% |
677.7 |
| Close |
707.5 |
697.4 |
-10.1 |
-1.4% |
732.5 |
| Range |
19.4 |
20.6 |
1.2 |
6.2% |
54.9 |
| ATR |
22.2 |
22.1 |
-0.1 |
-0.5% |
0.0 |
| Volume |
24 |
479 |
455 |
1,895.8% |
317 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.7 |
750.7 |
708.7 |
|
| R3 |
742.1 |
730.1 |
703.1 |
|
| R2 |
721.5 |
721.5 |
701.2 |
|
| R1 |
709.5 |
709.5 |
699.3 |
705.2 |
| PP |
700.9 |
700.9 |
700.9 |
698.8 |
| S1 |
688.9 |
688.9 |
695.5 |
684.6 |
| S2 |
680.3 |
680.3 |
693.6 |
|
| S3 |
659.7 |
668.3 |
691.7 |
|
| S4 |
639.1 |
647.7 |
686.1 |
|
|
| 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 |
800.6 |
|
2.618 |
766.9 |
|
1.618 |
746.3 |
|
1.000 |
733.6 |
|
0.618 |
725.7 |
|
HIGH |
713.0 |
|
0.618 |
705.1 |
|
0.500 |
702.7 |
|
0.382 |
700.3 |
|
LOW |
692.4 |
|
0.618 |
679.7 |
|
1.000 |
671.8 |
|
1.618 |
659.1 |
|
2.618 |
638.5 |
|
4.250 |
604.9 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
702.7 |
712.9 |
| PP |
700.9 |
707.7 |
| S1 |
699.2 |
702.6 |
|