CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
694.9 |
688.8 |
-6.1 |
-0.9% |
675.4 |
| High |
706.2 |
704.8 |
-1.4 |
-0.2% |
706.2 |
| Low |
684.9 |
675.9 |
-9.0 |
-1.3% |
637.5 |
| Close |
688.8 |
703.8 |
15.0 |
2.2% |
688.8 |
| Range |
21.3 |
28.9 |
7.6 |
35.7% |
68.7 |
| ATR |
23.8 |
24.2 |
0.4 |
1.5% |
0.0 |
| Volume |
285,649 |
276,450 |
-9,199 |
-3.2% |
1,609,645 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.5 |
771.6 |
719.7 |
|
| R3 |
752.6 |
742.7 |
711.7 |
|
| R2 |
723.7 |
723.7 |
709.1 |
|
| R1 |
713.8 |
713.8 |
706.4 |
718.8 |
| PP |
694.8 |
694.8 |
694.8 |
697.3 |
| S1 |
684.9 |
684.9 |
701.2 |
689.9 |
| S2 |
665.9 |
665.9 |
698.5 |
|
| S3 |
637.0 |
656.0 |
695.9 |
|
| S4 |
608.1 |
627.1 |
687.9 |
|
|
| 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 |
9.8% |
33.1 |
4.7% |
97% |
False |
False |
377,219 |
| 10 |
717.4 |
637.5 |
79.9 |
11.4% |
27.1 |
3.9% |
83% |
False |
False |
338,482 |
| 20 |
788.8 |
637.5 |
151.3 |
21.5% |
24.4 |
3.5% |
44% |
False |
False |
298,315 |
| 40 |
804.7 |
637.5 |
167.2 |
23.8% |
20.9 |
3.0% |
40% |
False |
False |
204,718 |
| 60 |
831.4 |
637.5 |
193.9 |
27.6% |
20.6 |
2.9% |
34% |
False |
False |
136,572 |
| 80 |
863.7 |
637.5 |
226.2 |
32.1% |
19.4 |
2.8% |
29% |
False |
False |
102,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827.6 |
|
2.618 |
780.5 |
|
1.618 |
751.6 |
|
1.000 |
733.7 |
|
0.618 |
722.7 |
|
HIGH |
704.8 |
|
0.618 |
693.8 |
|
0.500 |
690.4 |
|
0.382 |
686.9 |
|
LOW |
675.9 |
|
0.618 |
658.0 |
|
1.000 |
647.0 |
|
1.618 |
629.1 |
|
2.618 |
600.2 |
|
4.250 |
553.1 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
699.3 |
699.6 |
| PP |
694.8 |
695.3 |
| S1 |
690.4 |
691.1 |
|