CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
706.2 |
697.7 |
-8.5 |
-1.2% |
730.6 |
| High |
709.7 |
705.1 |
-4.6 |
-0.6% |
733.4 |
| Low |
693.8 |
691.1 |
-2.7 |
-0.4% |
686.9 |
| Close |
699.4 |
699.8 |
0.4 |
0.1% |
699.4 |
| Range |
15.9 |
14.0 |
-1.9 |
-11.9% |
46.5 |
| ATR |
21.6 |
21.1 |
-0.5 |
-2.5% |
0.0 |
| Volume |
153 |
31 |
-122 |
-79.7% |
1,075 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740.7 |
734.2 |
707.5 |
|
| R3 |
726.7 |
720.2 |
703.7 |
|
| R2 |
712.7 |
712.7 |
702.4 |
|
| R1 |
706.2 |
706.2 |
701.1 |
709.5 |
| PP |
698.7 |
698.7 |
698.7 |
700.3 |
| S1 |
692.2 |
692.2 |
698.5 |
695.5 |
| S2 |
684.7 |
684.7 |
697.2 |
|
| S3 |
670.7 |
678.2 |
696.0 |
|
| S4 |
656.7 |
664.2 |
692.1 |
|
|
| 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 |
764.6 |
|
2.618 |
741.8 |
|
1.618 |
727.8 |
|
1.000 |
719.1 |
|
0.618 |
713.8 |
|
HIGH |
705.1 |
|
0.618 |
699.8 |
|
0.500 |
698.1 |
|
0.382 |
696.4 |
|
LOW |
691.1 |
|
0.618 |
682.4 |
|
1.000 |
677.1 |
|
1.618 |
668.4 |
|
2.618 |
654.4 |
|
4.250 |
631.6 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
699.2 |
699.3 |
| PP |
698.7 |
698.8 |
| S1 |
698.1 |
698.3 |
|