CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
722.0 |
706.6 |
-15.4 |
-2.1% |
688.8 |
| High |
722.3 |
712.5 |
-9.8 |
-1.4% |
732.6 |
| Low |
701.7 |
691.5 |
-10.2 |
-1.5% |
675.9 |
| Close |
706.8 |
696.8 |
-10.0 |
-1.4% |
731.9 |
| Range |
20.6 |
21.0 |
0.4 |
1.9% |
56.7 |
| ATR |
23.5 |
23.3 |
-0.2 |
-0.8% |
0.0 |
| Volume |
195,076 |
303,723 |
108,647 |
55.7% |
1,412,779 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.3 |
751.0 |
708.4 |
|
| R3 |
742.3 |
730.0 |
702.6 |
|
| R2 |
721.3 |
721.3 |
700.7 |
|
| R1 |
709.0 |
709.0 |
698.7 |
704.7 |
| PP |
700.3 |
700.3 |
700.3 |
698.1 |
| S1 |
688.0 |
688.0 |
694.9 |
683.7 |
| S2 |
679.3 |
679.3 |
693.0 |
|
| S3 |
658.3 |
667.0 |
691.0 |
|
| S4 |
637.3 |
646.0 |
685.3 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.6 |
864.4 |
763.1 |
|
| R3 |
826.9 |
807.7 |
747.5 |
|
| R2 |
770.2 |
770.2 |
742.3 |
|
| R1 |
751.0 |
751.0 |
737.1 |
760.6 |
| PP |
713.5 |
713.5 |
713.5 |
718.3 |
| S1 |
694.3 |
694.3 |
726.7 |
703.9 |
| S2 |
656.8 |
656.8 |
721.5 |
|
| S3 |
600.1 |
637.6 |
716.3 |
|
| S4 |
543.4 |
580.9 |
700.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
733.8 |
682.5 |
51.3 |
7.4% |
23.0 |
3.3% |
28% |
False |
False |
292,378 |
| 10 |
733.8 |
675.9 |
57.9 |
8.3% |
22.6 |
3.2% |
36% |
False |
False |
293,152 |
| 20 |
733.8 |
637.5 |
96.3 |
13.8% |
24.7 |
3.5% |
62% |
False |
False |
320,666 |
| 40 |
804.7 |
637.5 |
167.2 |
24.0% |
22.1 |
3.2% |
35% |
False |
False |
252,023 |
| 60 |
804.7 |
637.5 |
167.2 |
24.0% |
20.6 |
3.0% |
35% |
False |
False |
168,343 |
| 80 |
853.8 |
637.5 |
216.3 |
31.0% |
20.2 |
2.9% |
27% |
False |
False |
126,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
801.8 |
|
2.618 |
767.5 |
|
1.618 |
746.5 |
|
1.000 |
733.5 |
|
0.618 |
725.5 |
|
HIGH |
712.5 |
|
0.618 |
704.5 |
|
0.500 |
702.0 |
|
0.382 |
699.5 |
|
LOW |
691.5 |
|
0.618 |
678.5 |
|
1.000 |
670.5 |
|
1.618 |
657.5 |
|
2.618 |
636.5 |
|
4.250 |
602.3 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
702.0 |
712.7 |
| PP |
700.3 |
707.4 |
| S1 |
698.5 |
702.1 |
|