CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
706.1 |
713.2 |
7.1 |
1.0% |
774.0 |
| High |
716.2 |
729.0 |
12.8 |
1.8% |
775.7 |
| Low |
692.0 |
704.3 |
12.3 |
1.8% |
722.1 |
| Close |
712.8 |
721.5 |
8.7 |
1.2% |
727.2 |
| Range |
24.2 |
24.7 |
0.5 |
2.1% |
53.6 |
| ATR |
20.0 |
20.3 |
0.3 |
1.7% |
0.0 |
| Volume |
356,477 |
388,125 |
31,648 |
8.9% |
685,072 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.4 |
781.6 |
735.1 |
|
| R3 |
767.7 |
756.9 |
728.3 |
|
| R2 |
743.0 |
743.0 |
726.0 |
|
| R1 |
732.2 |
732.2 |
723.8 |
737.6 |
| PP |
718.3 |
718.3 |
718.3 |
721.0 |
| S1 |
707.5 |
707.5 |
719.2 |
712.9 |
| S2 |
693.6 |
693.6 |
717.0 |
|
| S3 |
668.9 |
682.8 |
714.7 |
|
| S4 |
644.2 |
658.1 |
707.9 |
|
|
| 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 |
753.1 |
692.0 |
61.1 |
8.5% |
26.6 |
3.7% |
48% |
False |
False |
312,288 |
| 10 |
802.3 |
692.0 |
110.3 |
15.3% |
22.4 |
3.1% |
27% |
False |
False |
228,892 |
| 20 |
804.7 |
692.0 |
112.7 |
15.6% |
19.7 |
2.7% |
26% |
False |
False |
219,409 |
| 40 |
804.7 |
692.0 |
112.7 |
15.6% |
18.5 |
2.6% |
26% |
False |
False |
110,790 |
| 60 |
843.3 |
692.0 |
151.3 |
21.0% |
19.1 |
2.6% |
19% |
False |
False |
73,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834.0 |
|
2.618 |
793.7 |
|
1.618 |
769.0 |
|
1.000 |
753.7 |
|
0.618 |
744.3 |
|
HIGH |
729.0 |
|
0.618 |
719.6 |
|
0.500 |
716.7 |
|
0.382 |
713.7 |
|
LOW |
704.3 |
|
0.618 |
689.0 |
|
1.000 |
679.6 |
|
1.618 |
664.3 |
|
2.618 |
639.6 |
|
4.250 |
599.3 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
719.9 |
719.5 |
| PP |
718.3 |
717.5 |
| S1 |
716.7 |
715.5 |
|