CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
697.4 |
694.9 |
-2.5 |
-0.4% |
701.3 |
| High |
699.5 |
712.9 |
13.4 |
1.9% |
720.4 |
| Low |
682.6 |
692.5 |
9.9 |
1.5% |
682.6 |
| Close |
694.9 |
710.6 |
15.7 |
2.3% |
694.9 |
| Range |
16.9 |
20.4 |
3.5 |
20.7% |
37.8 |
| ATR |
20.6 |
20.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
273,642 |
252,038 |
-21,604 |
-7.9% |
946,736 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.5 |
759.0 |
721.8 |
|
| R3 |
746.1 |
738.6 |
716.2 |
|
| R2 |
725.7 |
725.7 |
714.3 |
|
| R1 |
718.2 |
718.2 |
712.5 |
722.0 |
| PP |
705.3 |
705.3 |
705.3 |
707.2 |
| S1 |
697.8 |
697.8 |
708.7 |
701.6 |
| S2 |
684.9 |
684.9 |
706.9 |
|
| S3 |
664.5 |
677.4 |
705.0 |
|
| S4 |
644.1 |
657.0 |
699.4 |
|
|
| 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 |
5.3% |
19.4 |
2.7% |
74% |
False |
False |
239,754 |
| 10 |
725.4 |
682.6 |
42.8 |
6.0% |
18.2 |
2.6% |
65% |
False |
False |
238,543 |
| 20 |
733.8 |
675.9 |
57.9 |
8.1% |
20.3 |
2.9% |
60% |
False |
False |
257,077 |
| 40 |
802.3 |
637.5 |
164.8 |
23.2% |
22.3 |
3.1% |
44% |
False |
False |
272,870 |
| 60 |
804.7 |
637.5 |
167.2 |
23.5% |
20.8 |
2.9% |
44% |
False |
False |
217,570 |
| 80 |
838.5 |
637.5 |
201.0 |
28.3% |
20.4 |
2.9% |
36% |
False |
False |
163,243 |
| 100 |
863.7 |
637.5 |
226.2 |
31.8% |
19.4 |
2.7% |
32% |
False |
False |
130,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
799.6 |
|
2.618 |
766.3 |
|
1.618 |
745.9 |
|
1.000 |
733.3 |
|
0.618 |
725.5 |
|
HIGH |
712.9 |
|
0.618 |
705.1 |
|
0.500 |
702.7 |
|
0.382 |
700.3 |
|
LOW |
692.5 |
|
0.618 |
679.9 |
|
1.000 |
672.1 |
|
1.618 |
659.5 |
|
2.618 |
639.1 |
|
4.250 |
605.8 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
708.0 |
707.6 |
| PP |
705.3 |
704.5 |
| S1 |
702.7 |
701.5 |
|