CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
705.9 |
696.2 |
-9.7 |
-1.4% |
684.0 |
| High |
713.0 |
708.5 |
-4.5 |
-0.6% |
732.6 |
| Low |
692.4 |
686.9 |
-5.5 |
-0.8% |
677.7 |
| Close |
697.4 |
706.9 |
9.5 |
1.4% |
732.5 |
| Range |
20.6 |
21.6 |
1.0 |
4.9% |
54.9 |
| ATR |
22.1 |
22.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
479 |
123 |
-356 |
-74.3% |
317 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.6 |
757.8 |
718.8 |
|
| R3 |
744.0 |
736.2 |
712.8 |
|
| R2 |
722.4 |
722.4 |
710.9 |
|
| R1 |
714.6 |
714.6 |
708.9 |
718.5 |
| PP |
700.8 |
700.8 |
700.8 |
702.7 |
| S1 |
693.0 |
693.0 |
704.9 |
696.9 |
| S2 |
679.2 |
679.2 |
702.9 |
|
| S3 |
657.6 |
671.4 |
701.0 |
|
| S4 |
636.0 |
649.8 |
695.0 |
|
|
| 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 |
800.3 |
|
2.618 |
765.0 |
|
1.618 |
743.4 |
|
1.000 |
730.1 |
|
0.618 |
721.8 |
|
HIGH |
708.5 |
|
0.618 |
700.2 |
|
0.500 |
697.7 |
|
0.382 |
695.2 |
|
LOW |
686.9 |
|
0.618 |
673.6 |
|
1.000 |
665.3 |
|
1.618 |
652.0 |
|
2.618 |
630.4 |
|
4.250 |
595.1 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
703.8 |
706.1 |
| PP |
700.8 |
705.3 |
| S1 |
697.7 |
704.6 |
|