CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
706.6 |
696.9 |
-9.7 |
-1.4% |
688.8 |
| High |
712.5 |
708.4 |
-4.1 |
-0.6% |
732.6 |
| Low |
691.5 |
685.7 |
-5.8 |
-0.8% |
675.9 |
| Close |
696.8 |
706.3 |
9.5 |
1.4% |
731.9 |
| Range |
21.0 |
22.7 |
1.7 |
8.1% |
56.7 |
| ATR |
23.3 |
23.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
303,723 |
258,881 |
-44,842 |
-14.8% |
1,412,779 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768.2 |
760.0 |
718.8 |
|
| R3 |
745.5 |
737.3 |
712.5 |
|
| R2 |
722.8 |
722.8 |
710.5 |
|
| R1 |
714.6 |
714.6 |
708.4 |
718.7 |
| PP |
700.1 |
700.1 |
700.1 |
702.2 |
| S1 |
691.9 |
691.9 |
704.2 |
696.0 |
| S2 |
677.4 |
677.4 |
702.1 |
|
| S3 |
654.7 |
669.2 |
700.1 |
|
| S4 |
632.0 |
646.5 |
693.8 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.6 |
864.4 |
763.1 |
|
| R3 |
826.9 |
807.7 |
747.5 |
|
| R2 |
770.2 |
770.2 |
742.3 |
|
| R1 |
751.0 |
751.0 |
737.1 |
760.6 |
| PP |
713.5 |
713.5 |
713.5 |
718.3 |
| S1 |
694.3 |
694.3 |
726.7 |
703.9 |
| S2 |
656.8 |
656.8 |
721.5 |
|
| S3 |
600.1 |
637.6 |
716.3 |
|
| S4 |
543.4 |
580.9 |
700.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
733.8 |
685.7 |
48.1 |
6.8% |
20.2 |
2.9% |
43% |
False |
True |
278,177 |
| 10 |
733.8 |
675.9 |
57.9 |
8.2% |
22.9 |
3.2% |
53% |
False |
False |
272,888 |
| 20 |
733.8 |
637.5 |
96.3 |
13.6% |
24.6 |
3.5% |
71% |
False |
False |
315,786 |
| 40 |
804.7 |
637.5 |
167.2 |
23.7% |
22.4 |
3.2% |
41% |
False |
False |
258,207 |
| 60 |
804.7 |
637.5 |
167.2 |
23.7% |
20.6 |
2.9% |
41% |
False |
False |
172,656 |
| 80 |
845.3 |
637.5 |
207.8 |
29.4% |
20.3 |
2.9% |
33% |
False |
False |
129,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804.9 |
|
2.618 |
767.8 |
|
1.618 |
745.1 |
|
1.000 |
731.1 |
|
0.618 |
722.4 |
|
HIGH |
708.4 |
|
0.618 |
699.7 |
|
0.500 |
697.1 |
|
0.382 |
694.4 |
|
LOW |
685.7 |
|
0.618 |
671.7 |
|
1.000 |
663.0 |
|
1.618 |
649.0 |
|
2.618 |
626.3 |
|
4.250 |
589.2 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
703.2 |
705.5 |
| PP |
700.1 |
704.8 |
| S1 |
697.1 |
704.0 |
|