CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
710.0 |
717.7 |
7.7 |
1.1% |
780.7 |
| High |
718.5 |
731.0 |
12.5 |
1.7% |
780.7 |
| Low |
694.9 |
706.9 |
12.0 |
1.7% |
726.7 |
| Close |
715.7 |
724.2 |
8.5 |
1.2% |
730.7 |
| Range |
23.6 |
24.1 |
0.5 |
2.1% |
54.0 |
| ATR |
18.3 |
18.7 |
0.4 |
2.3% |
0.0 |
| Volume |
68 |
96 |
28 |
41.2% |
121 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
793.0 |
782.7 |
737.5 |
|
| R3 |
768.9 |
758.6 |
730.8 |
|
| R2 |
744.8 |
744.8 |
728.6 |
|
| R1 |
734.5 |
734.5 |
726.4 |
739.7 |
| PP |
720.7 |
720.7 |
720.7 |
723.3 |
| S1 |
710.4 |
710.4 |
722.0 |
715.6 |
| S2 |
696.6 |
696.6 |
719.8 |
|
| S3 |
672.5 |
686.3 |
717.6 |
|
| S4 |
648.4 |
662.2 |
710.9 |
|
|
| 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 |
833.4 |
|
2.618 |
794.1 |
|
1.618 |
770.0 |
|
1.000 |
755.1 |
|
0.618 |
745.9 |
|
HIGH |
731.0 |
|
0.618 |
721.8 |
|
0.500 |
719.0 |
|
0.382 |
716.1 |
|
LOW |
706.9 |
|
0.618 |
692.0 |
|
1.000 |
682.8 |
|
1.618 |
667.9 |
|
2.618 |
643.8 |
|
4.250 |
604.5 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
722.5 |
722.1 |
| PP |
720.7 |
720.1 |
| S1 |
719.0 |
718.0 |
|