CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
683.5 |
675.4 |
-8.1 |
-1.2% |
708.0 |
| High |
692.9 |
685.8 |
-7.1 |
-1.0% |
717.4 |
| Low |
667.2 |
637.5 |
-29.7 |
-4.5% |
667.2 |
| Close |
674.5 |
671.5 |
-3.0 |
-0.4% |
674.5 |
| Range |
25.7 |
48.3 |
22.6 |
87.9% |
50.2 |
| ATR |
20.6 |
22.5 |
2.0 |
9.6% |
0.0 |
| Volume |
377,356 |
373,517 |
-3,839 |
-1.0% |
1,498,731 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.8 |
789.0 |
698.1 |
|
| R3 |
761.5 |
740.7 |
684.8 |
|
| R2 |
713.2 |
713.2 |
680.4 |
|
| R1 |
692.4 |
692.4 |
675.9 |
678.7 |
| PP |
664.9 |
664.9 |
664.9 |
658.1 |
| S1 |
644.1 |
644.1 |
667.1 |
630.4 |
| S2 |
616.6 |
616.6 |
662.6 |
|
| S3 |
568.3 |
595.8 |
658.2 |
|
| S4 |
520.0 |
547.5 |
644.9 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
805.9 |
702.1 |
|
| R3 |
786.8 |
755.7 |
688.3 |
|
| R2 |
736.6 |
736.6 |
683.7 |
|
| R1 |
705.5 |
705.5 |
679.1 |
696.0 |
| PP |
686.4 |
686.4 |
686.4 |
681.6 |
| S1 |
655.3 |
655.3 |
669.9 |
645.8 |
| S2 |
636.2 |
636.2 |
665.3 |
|
| S3 |
586.0 |
605.1 |
660.7 |
|
| S4 |
535.8 |
554.9 |
646.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
713.7 |
637.5 |
76.2 |
11.3% |
27.7 |
4.1% |
45% |
False |
True |
318,052 |
| 10 |
739.0 |
637.5 |
101.5 |
15.1% |
25.5 |
3.8% |
33% |
False |
True |
328,913 |
| 20 |
804.7 |
637.5 |
167.2 |
24.9% |
21.8 |
3.2% |
20% |
False |
True |
251,359 |
| 40 |
804.7 |
637.5 |
167.2 |
24.9% |
20.0 |
3.0% |
20% |
False |
True |
166,949 |
| 60 |
838.5 |
637.5 |
201.0 |
29.9% |
19.6 |
2.9% |
17% |
False |
True |
111,366 |
| 80 |
863.7 |
637.5 |
226.2 |
33.7% |
18.5 |
2.8% |
15% |
False |
True |
83,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
891.1 |
|
2.618 |
812.2 |
|
1.618 |
763.9 |
|
1.000 |
734.1 |
|
0.618 |
715.6 |
|
HIGH |
685.8 |
|
0.618 |
667.3 |
|
0.500 |
661.7 |
|
0.382 |
656.0 |
|
LOW |
637.5 |
|
0.618 |
607.7 |
|
1.000 |
589.2 |
|
1.618 |
559.4 |
|
2.618 |
511.1 |
|
4.250 |
432.2 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
668.2 |
672.5 |
| PP |
664.9 |
672.2 |
| S1 |
661.7 |
671.8 |
|