CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
702.6 |
713.6 |
11.0 |
1.6% |
730.6 |
| High |
713.7 |
723.0 |
9.3 |
1.3% |
733.4 |
| Low |
698.6 |
706.1 |
7.5 |
1.1% |
686.9 |
| Close |
707.8 |
721.4 |
13.6 |
1.9% |
699.4 |
| Range |
15.1 |
16.9 |
1.8 |
11.9% |
46.5 |
| ATR |
20.6 |
20.4 |
-0.3 |
-1.3% |
0.0 |
| Volume |
12 |
34 |
22 |
183.3% |
1,075 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.5 |
761.4 |
730.7 |
|
| R3 |
750.6 |
744.5 |
726.0 |
|
| R2 |
733.7 |
733.7 |
724.5 |
|
| R1 |
727.6 |
727.6 |
722.9 |
730.7 |
| PP |
716.8 |
716.8 |
716.8 |
718.4 |
| S1 |
710.7 |
710.7 |
719.9 |
713.8 |
| S2 |
699.9 |
699.9 |
718.3 |
|
| S3 |
683.0 |
693.8 |
716.8 |
|
| S4 |
666.1 |
676.9 |
712.1 |
|
|
| 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 |
794.8 |
|
2.618 |
767.2 |
|
1.618 |
750.3 |
|
1.000 |
739.9 |
|
0.618 |
733.4 |
|
HIGH |
723.0 |
|
0.618 |
716.5 |
|
0.500 |
714.6 |
|
0.382 |
712.6 |
|
LOW |
706.1 |
|
0.618 |
695.7 |
|
1.000 |
689.2 |
|
1.618 |
678.8 |
|
2.618 |
661.9 |
|
4.250 |
634.3 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
719.1 |
716.6 |
| PP |
716.8 |
711.8 |
| S1 |
714.6 |
707.1 |
|