CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
697.7 |
702.6 |
4.9 |
0.7% |
730.6 |
| High |
705.1 |
713.7 |
8.6 |
1.2% |
733.4 |
| Low |
691.1 |
698.6 |
7.5 |
1.1% |
686.9 |
| Close |
699.8 |
707.8 |
8.0 |
1.1% |
699.4 |
| Range |
14.0 |
15.1 |
1.1 |
7.9% |
46.5 |
| ATR |
21.1 |
20.6 |
-0.4 |
-2.0% |
0.0 |
| Volume |
31 |
12 |
-19 |
-61.3% |
1,075 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752.0 |
745.0 |
716.1 |
|
| R3 |
736.9 |
729.9 |
712.0 |
|
| R2 |
721.8 |
721.8 |
710.6 |
|
| R1 |
714.8 |
714.8 |
709.2 |
718.3 |
| PP |
706.7 |
706.7 |
706.7 |
708.5 |
| S1 |
699.7 |
699.7 |
706.4 |
703.2 |
| S2 |
691.6 |
691.6 |
705.0 |
|
| S3 |
676.5 |
684.6 |
703.6 |
|
| S4 |
661.4 |
669.5 |
699.5 |
|
|
| 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 |
777.9 |
|
2.618 |
753.2 |
|
1.618 |
738.1 |
|
1.000 |
728.8 |
|
0.618 |
723.0 |
|
HIGH |
713.7 |
|
0.618 |
707.9 |
|
0.500 |
706.2 |
|
0.382 |
704.4 |
|
LOW |
698.6 |
|
0.618 |
689.3 |
|
1.000 |
683.5 |
|
1.618 |
674.2 |
|
2.618 |
659.1 |
|
4.250 |
634.4 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
707.3 |
706.0 |
| PP |
706.7 |
704.2 |
| S1 |
706.2 |
702.4 |
|