CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
727.8 |
727.2 |
-0.6 |
-0.1% |
774.0 |
| High |
734.7 |
739.0 |
4.3 |
0.6% |
775.7 |
| Low |
716.7 |
703.8 |
-12.9 |
-1.8% |
722.1 |
| Close |
726.8 |
706.1 |
-20.7 |
-2.8% |
727.2 |
| Range |
18.0 |
35.2 |
17.2 |
95.6% |
53.6 |
| ATR |
18.5 |
19.7 |
1.2 |
6.5% |
0.0 |
| Volume |
322,061 |
296,295 |
-25,766 |
-8.0% |
685,072 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.9 |
799.2 |
725.5 |
|
| R3 |
786.7 |
764.0 |
715.8 |
|
| R2 |
751.5 |
751.5 |
712.6 |
|
| R1 |
728.8 |
728.8 |
709.3 |
722.6 |
| PP |
716.3 |
716.3 |
716.3 |
713.2 |
| S1 |
693.6 |
693.6 |
702.9 |
687.4 |
| S2 |
681.1 |
681.1 |
699.6 |
|
| S3 |
645.9 |
658.4 |
696.4 |
|
| S4 |
610.7 |
623.2 |
686.7 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.5 |
868.4 |
756.7 |
|
| R3 |
848.9 |
814.8 |
741.9 |
|
| R2 |
795.3 |
795.3 |
737.0 |
|
| R1 |
761.2 |
761.2 |
732.1 |
751.5 |
| PP |
741.7 |
741.7 |
741.7 |
736.8 |
| S1 |
707.6 |
707.6 |
722.3 |
697.9 |
| S2 |
688.1 |
688.1 |
717.4 |
|
| S3 |
634.5 |
654.0 |
712.5 |
|
| S4 |
580.9 |
600.4 |
697.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
771.9 |
703.8 |
68.1 |
9.6% |
24.0 |
3.4% |
3% |
False |
True |
232,881 |
| 10 |
804.7 |
703.8 |
100.9 |
14.3% |
19.6 |
2.8% |
2% |
False |
True |
177,388 |
| 20 |
804.7 |
703.8 |
100.9 |
14.3% |
19.6 |
2.8% |
2% |
False |
True |
183,381 |
| 40 |
804.7 |
703.8 |
100.9 |
14.3% |
18.5 |
2.6% |
2% |
False |
True |
92,182 |
| 60 |
853.8 |
703.8 |
150.0 |
21.2% |
18.8 |
2.7% |
2% |
False |
True |
61,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
888.6 |
|
2.618 |
831.2 |
|
1.618 |
796.0 |
|
1.000 |
774.2 |
|
0.618 |
760.8 |
|
HIGH |
739.0 |
|
0.618 |
725.6 |
|
0.500 |
721.4 |
|
0.382 |
717.2 |
|
LOW |
703.8 |
|
0.618 |
682.0 |
|
1.000 |
668.6 |
|
1.618 |
646.8 |
|
2.618 |
611.6 |
|
4.250 |
554.2 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
721.4 |
728.5 |
| PP |
716.3 |
721.0 |
| S1 |
711.2 |
713.6 |
|