CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
706.4 |
691.5 |
-14.9 |
-2.1% |
675.4 |
| High |
718.0 |
719.5 |
1.5 |
0.2% |
706.2 |
| Low |
691.6 |
682.5 |
-9.1 |
-1.3% |
637.5 |
| Close |
692.0 |
715.0 |
23.0 |
3.3% |
688.8 |
| Range |
26.4 |
37.0 |
10.6 |
40.2% |
68.7 |
| ATR |
23.7 |
24.6 |
1.0 |
4.0% |
0.0 |
| Volume |
195,311 |
329,886 |
134,575 |
68.9% |
1,609,645 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.7 |
802.8 |
735.4 |
|
| R3 |
779.7 |
765.8 |
725.2 |
|
| R2 |
742.7 |
742.7 |
721.8 |
|
| R1 |
728.8 |
728.8 |
718.4 |
735.8 |
| PP |
705.7 |
705.7 |
705.7 |
709.1 |
| S1 |
691.8 |
691.8 |
711.6 |
698.8 |
| S2 |
668.7 |
668.7 |
708.2 |
|
| S3 |
631.7 |
654.8 |
704.8 |
|
| S4 |
594.7 |
617.8 |
694.7 |
|
|
| 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 |
719.5 |
675.9 |
43.6 |
6.1% |
25.6 |
3.6% |
90% |
True |
False |
267,599 |
| 10 |
719.5 |
637.5 |
82.0 |
11.5% |
29.6 |
4.1% |
95% |
True |
False |
338,742 |
| 20 |
762.9 |
637.5 |
125.4 |
17.5% |
25.8 |
3.6% |
62% |
False |
False |
316,567 |
| 40 |
804.7 |
637.5 |
167.2 |
23.4% |
21.8 |
3.0% |
46% |
False |
False |
224,065 |
| 60 |
812.6 |
637.5 |
175.1 |
24.5% |
20.8 |
2.9% |
44% |
False |
False |
149,493 |
| 80 |
863.7 |
637.5 |
226.2 |
31.6% |
19.9 |
2.8% |
34% |
False |
False |
112,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
876.8 |
|
2.618 |
816.4 |
|
1.618 |
779.4 |
|
1.000 |
756.5 |
|
0.618 |
742.4 |
|
HIGH |
719.5 |
|
0.618 |
705.4 |
|
0.500 |
701.0 |
|
0.382 |
696.6 |
|
LOW |
682.5 |
|
0.618 |
659.6 |
|
1.000 |
645.5 |
|
1.618 |
622.6 |
|
2.618 |
585.6 |
|
4.250 |
525.3 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
710.3 |
710.3 |
| PP |
705.7 |
705.7 |
| S1 |
701.0 |
701.0 |
|