CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
711.7 |
697.4 |
-14.3 |
-2.0% |
701.3 |
| High |
720.4 |
699.5 |
-20.9 |
-2.9% |
720.4 |
| Low |
694.8 |
682.6 |
-12.2 |
-1.8% |
682.6 |
| Close |
697.6 |
694.9 |
-2.7 |
-0.4% |
694.9 |
| Range |
25.6 |
16.9 |
-8.7 |
-34.0% |
37.8 |
| ATR |
20.9 |
20.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
269,694 |
273,642 |
3,948 |
1.5% |
946,736 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743.0 |
735.9 |
704.2 |
|
| R3 |
726.1 |
719.0 |
699.5 |
|
| R2 |
709.2 |
709.2 |
698.0 |
|
| R1 |
702.1 |
702.1 |
696.4 |
697.2 |
| PP |
692.3 |
692.3 |
692.3 |
689.9 |
| S1 |
685.2 |
685.2 |
693.4 |
680.3 |
| S2 |
675.4 |
675.4 |
691.8 |
|
| S3 |
658.5 |
668.3 |
690.3 |
|
| S4 |
641.6 |
651.4 |
685.6 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.7 |
791.6 |
715.7 |
|
| R3 |
774.9 |
753.8 |
705.3 |
|
| R2 |
737.1 |
737.1 |
701.8 |
|
| R1 |
716.0 |
716.0 |
698.4 |
707.7 |
| PP |
699.3 |
699.3 |
699.3 |
695.1 |
| S1 |
678.2 |
678.2 |
691.4 |
669.9 |
| S2 |
661.5 |
661.5 |
688.0 |
|
| S3 |
623.7 |
640.4 |
684.5 |
|
| S4 |
585.9 |
602.6 |
674.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
720.4 |
682.6 |
37.8 |
5.4% |
18.1 |
2.6% |
33% |
False |
True |
237,911 |
| 10 |
725.4 |
682.6 |
42.8 |
6.2% |
17.9 |
2.6% |
29% |
False |
True |
244,627 |
| 20 |
733.8 |
675.9 |
57.9 |
8.3% |
20.4 |
2.9% |
33% |
False |
False |
258,757 |
| 40 |
804.7 |
637.5 |
167.2 |
24.1% |
22.0 |
3.2% |
34% |
False |
False |
267,729 |
| 60 |
804.7 |
637.5 |
167.2 |
24.1% |
20.7 |
3.0% |
34% |
False |
False |
213,377 |
| 80 |
838.5 |
637.5 |
201.0 |
28.9% |
20.3 |
2.9% |
29% |
False |
False |
160,093 |
| 100 |
863.7 |
637.5 |
226.2 |
32.6% |
19.2 |
2.8% |
25% |
False |
False |
128,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771.3 |
|
2.618 |
743.7 |
|
1.618 |
726.8 |
|
1.000 |
716.4 |
|
0.618 |
709.9 |
|
HIGH |
699.5 |
|
0.618 |
693.0 |
|
0.500 |
691.1 |
|
0.382 |
689.1 |
|
LOW |
682.6 |
|
0.618 |
672.2 |
|
1.000 |
665.7 |
|
1.618 |
655.3 |
|
2.618 |
638.4 |
|
4.250 |
610.8 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
693.6 |
701.5 |
| PP |
692.3 |
699.3 |
| S1 |
691.1 |
697.1 |
|