CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
696.2 |
706.2 |
10.0 |
1.4% |
730.6 |
| High |
708.5 |
709.7 |
1.2 |
0.2% |
733.4 |
| Low |
686.9 |
693.8 |
6.9 |
1.0% |
686.9 |
| Close |
706.9 |
699.4 |
-7.5 |
-1.1% |
699.4 |
| Range |
21.6 |
15.9 |
-5.7 |
-26.4% |
46.5 |
| ATR |
22.0 |
21.6 |
-0.4 |
-2.0% |
0.0 |
| Volume |
123 |
153 |
30 |
24.4% |
1,075 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748.7 |
739.9 |
708.1 |
|
| R3 |
732.8 |
724.0 |
703.8 |
|
| R2 |
716.9 |
716.9 |
702.3 |
|
| R1 |
708.1 |
708.1 |
700.9 |
704.6 |
| PP |
701.0 |
701.0 |
701.0 |
699.2 |
| S1 |
692.2 |
692.2 |
697.9 |
688.7 |
| S2 |
685.1 |
685.1 |
696.5 |
|
| S3 |
669.2 |
676.3 |
695.0 |
|
| S4 |
653.3 |
660.4 |
690.7 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.1 |
819.2 |
725.0 |
|
| R3 |
799.6 |
772.7 |
712.2 |
|
| R2 |
753.1 |
753.1 |
707.9 |
|
| R1 |
726.2 |
726.2 |
703.7 |
716.4 |
| PP |
706.6 |
706.6 |
706.6 |
701.7 |
| S1 |
679.7 |
679.7 |
695.1 |
669.9 |
| S2 |
660.1 |
660.1 |
690.9 |
|
| S3 |
613.6 |
633.2 |
686.6 |
|
| S4 |
567.1 |
586.7 |
673.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777.3 |
|
2.618 |
751.3 |
|
1.618 |
735.4 |
|
1.000 |
725.6 |
|
0.618 |
719.5 |
|
HIGH |
709.7 |
|
0.618 |
703.6 |
|
0.500 |
701.8 |
|
0.382 |
699.9 |
|
LOW |
693.8 |
|
0.618 |
684.0 |
|
1.000 |
677.9 |
|
1.618 |
668.1 |
|
2.618 |
652.2 |
|
4.250 |
626.2 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
701.8 |
700.0 |
| PP |
701.0 |
699.8 |
| S1 |
700.2 |
699.6 |
|