CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
700.0 |
700.8 |
0.8 |
0.1% |
697.7 |
| High |
714.1 |
712.4 |
-1.7 |
-0.2% |
725.4 |
| Low |
699.5 |
694.9 |
-4.6 |
-0.7% |
691.1 |
| Close |
706.9 |
712.2 |
5.3 |
0.7% |
701.8 |
| Range |
14.6 |
17.5 |
2.9 |
19.9% |
34.3 |
| ATR |
18.9 |
18.8 |
-0.1 |
-0.5% |
0.0 |
| Volume |
153 |
266 |
113 |
73.9% |
153 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759.0 |
753.1 |
721.8 |
|
| R3 |
741.5 |
735.6 |
717.0 |
|
| R2 |
724.0 |
724.0 |
715.4 |
|
| R1 |
718.1 |
718.1 |
713.8 |
721.1 |
| PP |
706.5 |
706.5 |
706.5 |
708.0 |
| S1 |
700.6 |
700.6 |
710.6 |
703.6 |
| S2 |
689.0 |
689.0 |
709.0 |
|
| S3 |
671.5 |
683.1 |
707.4 |
|
| S4 |
654.0 |
665.6 |
702.6 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.0 |
789.7 |
720.7 |
|
| R3 |
774.7 |
755.4 |
711.2 |
|
| R2 |
740.4 |
740.4 |
708.1 |
|
| R1 |
721.1 |
721.1 |
704.9 |
730.8 |
| PP |
706.1 |
706.1 |
706.1 |
710.9 |
| S1 |
686.8 |
686.8 |
698.7 |
696.5 |
| S2 |
671.8 |
671.8 |
695.5 |
|
| S3 |
637.5 |
652.5 |
692.4 |
|
| S4 |
603.2 |
618.2 |
682.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
786.8 |
|
2.618 |
758.2 |
|
1.618 |
740.7 |
|
1.000 |
729.9 |
|
0.618 |
723.2 |
|
HIGH |
712.4 |
|
0.618 |
705.7 |
|
0.500 |
703.7 |
|
0.382 |
701.6 |
|
LOW |
694.9 |
|
0.618 |
684.1 |
|
1.000 |
677.4 |
|
1.618 |
666.6 |
|
2.618 |
649.1 |
|
4.250 |
620.5 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
709.4 |
709.6 |
| PP |
706.5 |
707.1 |
| S1 |
703.7 |
704.5 |
|