CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
753.9 |
727.0 |
-26.9 |
-3.6% |
780.7 |
| High |
756.3 |
737.4 |
-18.9 |
-2.5% |
780.7 |
| Low |
726.7 |
720.0 |
-6.7 |
-0.9% |
726.7 |
| Close |
730.7 |
730.0 |
-0.7 |
-0.1% |
730.7 |
| Range |
29.6 |
17.4 |
-12.2 |
-41.2% |
54.0 |
| ATR |
|
|
|
|
|
| Volume |
16 |
20 |
4 |
25.0% |
121 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.3 |
773.1 |
739.6 |
|
| R3 |
763.9 |
755.7 |
734.8 |
|
| R2 |
746.5 |
746.5 |
733.2 |
|
| R1 |
738.3 |
738.3 |
731.6 |
742.4 |
| PP |
729.1 |
729.1 |
729.1 |
731.2 |
| S1 |
720.9 |
720.9 |
728.4 |
725.0 |
| S2 |
711.7 |
711.7 |
726.8 |
|
| S3 |
694.3 |
703.5 |
725.2 |
|
| S4 |
676.9 |
686.1 |
720.4 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.0 |
873.4 |
760.4 |
|
| R3 |
854.0 |
819.4 |
745.6 |
|
| R2 |
800.0 |
800.0 |
740.6 |
|
| R1 |
765.4 |
765.4 |
735.7 |
755.7 |
| PP |
746.0 |
746.0 |
746.0 |
741.2 |
| S1 |
711.4 |
711.4 |
725.8 |
701.7 |
| S2 |
692.0 |
692.0 |
720.8 |
|
| S3 |
638.0 |
657.4 |
715.9 |
|
| S4 |
584.0 |
603.4 |
701.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811.4 |
|
2.618 |
783.0 |
|
1.618 |
765.6 |
|
1.000 |
754.8 |
|
0.618 |
748.2 |
|
HIGH |
737.4 |
|
0.618 |
730.8 |
|
0.500 |
728.7 |
|
0.382 |
726.6 |
|
LOW |
720.0 |
|
0.618 |
709.2 |
|
1.000 |
702.6 |
|
1.618 |
691.8 |
|
2.618 |
674.4 |
|
4.250 |
646.1 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
729.6 |
743.0 |
| PP |
729.1 |
738.7 |
| S1 |
728.7 |
734.3 |
|