CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
705.0 |
701.3 |
-3.7 |
-0.5% |
698.9 |
| High |
708.3 |
714.1 |
5.8 |
0.8% |
725.4 |
| Low |
694.1 |
698.8 |
4.7 |
0.7% |
690.0 |
| Close |
701.3 |
706.4 |
5.1 |
0.7% |
701.3 |
| Range |
14.2 |
15.3 |
1.1 |
7.7% |
35.4 |
| ATR |
21.1 |
20.6 |
-0.4 |
-2.0% |
0.0 |
| Volume |
242,822 |
196,908 |
-45,914 |
-18.9% |
1,186,660 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752.3 |
744.7 |
714.8 |
|
| R3 |
737.0 |
729.4 |
710.6 |
|
| R2 |
721.7 |
721.7 |
709.2 |
|
| R1 |
714.1 |
714.1 |
707.8 |
717.9 |
| PP |
706.4 |
706.4 |
706.4 |
708.4 |
| S1 |
698.8 |
698.8 |
705.0 |
702.6 |
| S2 |
691.1 |
691.1 |
703.6 |
|
| S3 |
675.8 |
683.5 |
702.2 |
|
| S4 |
660.5 |
668.2 |
698.0 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.8 |
791.9 |
720.8 |
|
| R3 |
776.4 |
756.5 |
711.0 |
|
| R2 |
741.0 |
741.0 |
707.8 |
|
| R1 |
721.1 |
721.1 |
704.5 |
731.1 |
| PP |
705.6 |
705.6 |
705.6 |
710.5 |
| S1 |
685.7 |
685.7 |
698.1 |
695.7 |
| S2 |
670.2 |
670.2 |
694.8 |
|
| S3 |
634.8 |
650.3 |
691.6 |
|
| S4 |
599.4 |
614.9 |
681.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
725.4 |
694.1 |
31.3 |
4.4% |
17.1 |
2.4% |
39% |
False |
False |
231,463 |
| 10 |
725.4 |
685.7 |
39.7 |
5.6% |
18.2 |
2.6% |
52% |
False |
False |
245,412 |
| 20 |
733.8 |
637.5 |
96.3 |
13.6% |
23.1 |
3.3% |
72% |
False |
False |
287,466 |
| 40 |
804.7 |
637.5 |
167.2 |
23.7% |
21.8 |
3.1% |
41% |
False |
False |
267,300 |
| 60 |
804.7 |
637.5 |
167.2 |
23.7% |
20.3 |
2.9% |
41% |
False |
False |
200,902 |
| 80 |
838.5 |
637.5 |
201.0 |
28.5% |
20.1 |
2.8% |
34% |
False |
False |
150,726 |
| 100 |
863.7 |
637.5 |
226.2 |
32.0% |
19.0 |
2.7% |
30% |
False |
False |
120,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779.1 |
|
2.618 |
754.2 |
|
1.618 |
738.9 |
|
1.000 |
729.4 |
|
0.618 |
723.6 |
|
HIGH |
714.1 |
|
0.618 |
708.3 |
|
0.500 |
706.5 |
|
0.382 |
704.6 |
|
LOW |
698.8 |
|
0.618 |
689.3 |
|
1.000 |
683.5 |
|
1.618 |
674.0 |
|
2.618 |
658.7 |
|
4.250 |
633.8 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.5 |
709.8 |
| PP |
706.4 |
708.6 |
| S1 |
706.4 |
707.5 |
|