CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
697.4 |
700.7 |
3.3 |
0.5% |
727.8 |
| High |
712.1 |
707.5 |
-4.6 |
-0.6% |
739.0 |
| Low |
692.0 |
681.1 |
-10.9 |
-1.6% |
692.0 |
| Close |
700.8 |
684.0 |
-16.8 |
-2.4% |
708.1 |
| Range |
20.1 |
26.4 |
6.3 |
31.3% |
47.0 |
| ATR |
19.7 |
20.2 |
0.5 |
2.4% |
0.0 |
| Volume |
290,173 |
348,076 |
57,903 |
20.0% |
1,738,950 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.1 |
753.4 |
698.5 |
|
| R3 |
743.7 |
727.0 |
691.3 |
|
| R2 |
717.3 |
717.3 |
688.8 |
|
| R1 |
700.6 |
700.6 |
686.4 |
695.8 |
| PP |
690.9 |
690.9 |
690.9 |
688.4 |
| S1 |
674.2 |
674.2 |
681.6 |
669.4 |
| S2 |
664.5 |
664.5 |
679.2 |
|
| S3 |
638.1 |
647.8 |
676.7 |
|
| S4 |
611.7 |
621.4 |
669.5 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.0 |
828.1 |
734.0 |
|
| R3 |
807.0 |
781.1 |
721.0 |
|
| R2 |
760.0 |
760.0 |
716.7 |
|
| R1 |
734.1 |
734.1 |
712.4 |
723.6 |
| PP |
713.0 |
713.0 |
713.0 |
707.8 |
| S1 |
687.1 |
687.1 |
703.8 |
676.6 |
| S2 |
666.0 |
666.0 |
699.5 |
|
| S3 |
619.0 |
640.1 |
695.2 |
|
| S4 |
572.0 |
593.1 |
682.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
722.0 |
681.1 |
40.9 |
6.0% |
19.4 |
2.8% |
7% |
False |
True |
299,473 |
| 10 |
753.1 |
681.1 |
72.0 |
10.5% |
23.0 |
3.4% |
4% |
False |
True |
305,880 |
| 20 |
804.7 |
681.1 |
123.6 |
18.1% |
19.7 |
2.9% |
2% |
False |
True |
246,421 |
| 40 |
804.7 |
681.1 |
123.6 |
18.1% |
18.6 |
2.7% |
2% |
False |
True |
148,194 |
| 60 |
838.5 |
681.1 |
157.4 |
23.0% |
19.0 |
2.8% |
2% |
False |
True |
98,857 |
| 80 |
863.7 |
681.1 |
182.6 |
26.7% |
17.8 |
2.6% |
2% |
False |
True |
74,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
819.7 |
|
2.618 |
776.6 |
|
1.618 |
750.2 |
|
1.000 |
733.9 |
|
0.618 |
723.8 |
|
HIGH |
707.5 |
|
0.618 |
697.4 |
|
0.500 |
694.3 |
|
0.382 |
691.2 |
|
LOW |
681.1 |
|
0.618 |
664.8 |
|
1.000 |
654.7 |
|
1.618 |
638.4 |
|
2.618 |
612.0 |
|
4.250 |
568.9 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
694.3 |
697.4 |
| PP |
690.9 |
692.9 |
| S1 |
687.4 |
688.5 |
|