CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
710.3 |
716.5 |
6.2 |
0.9% |
701.3 |
| High |
725.0 |
725.2 |
0.2 |
0.0% |
720.4 |
| Low |
705.5 |
709.6 |
4.1 |
0.6% |
682.6 |
| Close |
716.8 |
716.4 |
-0.4 |
-0.1% |
694.9 |
| Range |
19.5 |
15.6 |
-3.9 |
-20.0% |
37.8 |
| ATR |
20.5 |
20.1 |
-0.3 |
-1.7% |
0.0 |
| Volume |
268,012 |
261,122 |
-6,890 |
-2.6% |
946,736 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.9 |
755.7 |
725.0 |
|
| R3 |
748.3 |
740.1 |
720.7 |
|
| R2 |
732.7 |
732.7 |
719.3 |
|
| R1 |
724.5 |
724.5 |
717.8 |
720.8 |
| PP |
717.1 |
717.1 |
717.1 |
715.2 |
| S1 |
708.9 |
708.9 |
715.0 |
705.2 |
| S2 |
701.5 |
701.5 |
713.5 |
|
| S3 |
685.9 |
693.3 |
712.1 |
|
| S4 |
670.3 |
677.7 |
707.8 |
|
|
| 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 |
725.2 |
682.6 |
42.6 |
5.9% |
19.6 |
2.7% |
79% |
True |
False |
264,901 |
| 10 |
725.4 |
682.6 |
42.8 |
6.0% |
18.7 |
2.6% |
79% |
False |
False |
246,058 |
| 20 |
733.8 |
682.5 |
51.3 |
7.2% |
19.9 |
2.8% |
66% |
False |
False |
257,176 |
| 40 |
775.7 |
637.5 |
138.2 |
19.3% |
22.1 |
3.1% |
57% |
False |
False |
280,076 |
| 60 |
804.7 |
637.5 |
167.2 |
23.3% |
20.6 |
2.9% |
47% |
False |
False |
226,367 |
| 80 |
813.7 |
637.5 |
176.2 |
24.6% |
20.2 |
2.8% |
45% |
False |
False |
169,856 |
| 100 |
863.7 |
637.5 |
226.2 |
31.6% |
19.6 |
2.7% |
35% |
False |
False |
135,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791.5 |
|
2.618 |
766.0 |
|
1.618 |
750.4 |
|
1.000 |
740.8 |
|
0.618 |
734.8 |
|
HIGH |
725.2 |
|
0.618 |
719.2 |
|
0.500 |
717.4 |
|
0.382 |
715.6 |
|
LOW |
709.6 |
|
0.618 |
700.0 |
|
1.000 |
694.0 |
|
1.618 |
684.4 |
|
2.618 |
668.8 |
|
4.250 |
643.3 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
717.4 |
713.9 |
| PP |
717.1 |
711.4 |
| S1 |
716.7 |
708.9 |
|