CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
704.0 |
706.4 |
2.4 |
0.3% |
675.4 |
| High |
709.9 |
718.0 |
8.1 |
1.1% |
706.2 |
| Low |
695.4 |
691.6 |
-3.8 |
-0.5% |
637.5 |
| Close |
706.7 |
692.0 |
-14.7 |
-2.1% |
688.8 |
| Range |
14.5 |
26.4 |
11.9 |
82.1% |
68.7 |
| ATR |
23.5 |
23.7 |
0.2 |
0.9% |
0.0 |
| Volume |
250,699 |
195,311 |
-55,388 |
-22.1% |
1,609,645 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779.7 |
762.3 |
706.5 |
|
| R3 |
753.3 |
735.9 |
699.3 |
|
| R2 |
726.9 |
726.9 |
696.8 |
|
| R1 |
709.5 |
709.5 |
694.4 |
705.0 |
| PP |
700.5 |
700.5 |
700.5 |
698.3 |
| S1 |
683.1 |
683.1 |
689.6 |
678.6 |
| S2 |
674.1 |
674.1 |
687.2 |
|
| S3 |
647.7 |
656.7 |
684.7 |
|
| S4 |
621.3 |
630.3 |
677.5 |
|
|
| 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 |
718.0 |
675.9 |
42.1 |
6.1% |
22.1 |
3.2% |
38% |
True |
False |
293,925 |
| 10 |
718.0 |
637.5 |
80.5 |
11.6% |
27.9 |
4.0% |
68% |
True |
False |
334,771 |
| 20 |
771.9 |
637.5 |
134.4 |
19.4% |
24.9 |
3.6% |
41% |
False |
False |
305,791 |
| 40 |
804.7 |
637.5 |
167.2 |
24.2% |
21.2 |
3.1% |
33% |
False |
False |
215,837 |
| 60 |
812.6 |
637.5 |
175.1 |
25.3% |
20.4 |
3.0% |
31% |
False |
False |
143,999 |
| 80 |
863.7 |
637.5 |
226.2 |
32.7% |
19.6 |
2.8% |
24% |
False |
False |
108,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830.2 |
|
2.618 |
787.1 |
|
1.618 |
760.7 |
|
1.000 |
744.4 |
|
0.618 |
734.3 |
|
HIGH |
718.0 |
|
0.618 |
707.9 |
|
0.500 |
704.8 |
|
0.382 |
701.7 |
|
LOW |
691.6 |
|
0.618 |
675.3 |
|
1.000 |
665.2 |
|
1.618 |
648.9 |
|
2.618 |
622.5 |
|
4.250 |
579.4 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
704.8 |
697.0 |
| PP |
700.5 |
695.3 |
| S1 |
696.3 |
693.7 |
|