CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
713.6 |
721.4 |
7.8 |
1.1% |
730.6 |
| High |
723.0 |
725.4 |
2.4 |
0.3% |
733.4 |
| Low |
706.1 |
703.7 |
-2.4 |
-0.3% |
686.9 |
| Close |
721.4 |
706.2 |
-15.2 |
-2.1% |
699.4 |
| Range |
16.9 |
21.7 |
4.8 |
28.4% |
46.5 |
| ATR |
20.4 |
20.5 |
0.1 |
0.5% |
0.0 |
| Volume |
34 |
26 |
-8 |
-23.5% |
1,075 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.9 |
763.2 |
718.1 |
|
| R3 |
755.2 |
741.5 |
712.2 |
|
| R2 |
733.5 |
733.5 |
710.2 |
|
| R1 |
719.8 |
719.8 |
708.2 |
715.8 |
| PP |
711.8 |
711.8 |
711.8 |
709.8 |
| S1 |
698.1 |
698.1 |
704.2 |
694.1 |
| S2 |
690.1 |
690.1 |
702.2 |
|
| S3 |
668.4 |
676.4 |
700.2 |
|
| S4 |
646.7 |
654.7 |
694.3 |
|
|
| 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 |
817.6 |
|
2.618 |
782.2 |
|
1.618 |
760.5 |
|
1.000 |
747.1 |
|
0.618 |
738.8 |
|
HIGH |
725.4 |
|
0.618 |
717.1 |
|
0.500 |
714.6 |
|
0.382 |
712.0 |
|
LOW |
703.7 |
|
0.618 |
690.3 |
|
1.000 |
682.0 |
|
1.618 |
668.6 |
|
2.618 |
646.9 |
|
4.250 |
611.5 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
714.6 |
712.0 |
| PP |
711.8 |
710.1 |
| S1 |
709.0 |
708.1 |
|