CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
693.5 |
694.9 |
1.4 |
0.2% |
675.4 |
| High |
706.1 |
706.2 |
0.1 |
0.0% |
706.2 |
| Low |
686.6 |
684.9 |
-1.7 |
-0.2% |
637.5 |
| Close |
693.1 |
688.8 |
-4.3 |
-0.6% |
688.8 |
| Range |
19.5 |
21.3 |
1.8 |
9.2% |
68.7 |
| ATR |
24.0 |
23.8 |
-0.2 |
-0.8% |
0.0 |
| Volume |
461,519 |
285,649 |
-175,870 |
-38.1% |
1,609,645 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.2 |
744.3 |
700.5 |
|
| R3 |
735.9 |
723.0 |
694.7 |
|
| R2 |
714.6 |
714.6 |
692.7 |
|
| R1 |
701.7 |
701.7 |
690.8 |
697.5 |
| PP |
693.3 |
693.3 |
693.3 |
691.2 |
| S1 |
680.4 |
680.4 |
686.8 |
676.2 |
| S2 |
672.0 |
672.0 |
684.9 |
|
| S3 |
650.7 |
659.1 |
682.9 |
|
| S4 |
629.4 |
637.8 |
677.1 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.6 |
854.9 |
726.6 |
|
| R3 |
814.9 |
786.2 |
707.7 |
|
| R2 |
746.2 |
746.2 |
701.4 |
|
| R1 |
717.5 |
717.5 |
695.1 |
731.9 |
| PP |
677.5 |
677.5 |
677.5 |
684.7 |
| S1 |
648.8 |
648.8 |
682.5 |
663.2 |
| S2 |
608.8 |
608.8 |
676.2 |
|
| S3 |
540.1 |
580.1 |
669.9 |
|
| S4 |
471.4 |
511.4 |
651.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
706.2 |
637.5 |
68.7 |
10.0% |
32.5 |
4.7% |
75% |
True |
False |
397,400 |
| 10 |
722.0 |
637.5 |
84.5 |
12.3% |
26.0 |
3.8% |
61% |
False |
False |
348,436 |
| 20 |
802.3 |
637.5 |
164.8 |
23.9% |
24.2 |
3.5% |
31% |
False |
False |
288,664 |
| 40 |
804.7 |
637.5 |
167.2 |
24.3% |
21.0 |
3.0% |
31% |
False |
False |
197,816 |
| 60 |
838.5 |
637.5 |
201.0 |
29.2% |
20.4 |
3.0% |
26% |
False |
False |
131,965 |
| 80 |
863.7 |
637.5 |
226.2 |
32.8% |
19.1 |
2.8% |
23% |
False |
False |
98,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796.7 |
|
2.618 |
762.0 |
|
1.618 |
740.7 |
|
1.000 |
727.5 |
|
0.618 |
719.4 |
|
HIGH |
706.2 |
|
0.618 |
698.1 |
|
0.500 |
695.6 |
|
0.382 |
693.0 |
|
LOW |
684.9 |
|
0.618 |
671.7 |
|
1.000 |
663.6 |
|
1.618 |
650.4 |
|
2.618 |
629.1 |
|
4.250 |
594.4 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
695.6 |
685.0 |
| PP |
693.3 |
681.1 |
| S1 |
691.1 |
677.3 |
|