CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
700.8 |
714.1 |
13.3 |
1.9% |
697.7 |
| High |
712.4 |
720.4 |
8.0 |
1.1% |
725.4 |
| Low |
694.9 |
695.4 |
0.5 |
0.1% |
691.1 |
| Close |
712.2 |
698.1 |
-14.1 |
-2.0% |
701.8 |
| Range |
17.5 |
25.0 |
7.5 |
42.9% |
34.3 |
| ATR |
18.8 |
19.3 |
0.4 |
2.3% |
0.0 |
| Volume |
266 |
424 |
158 |
59.4% |
153 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779.6 |
763.9 |
711.9 |
|
| R3 |
754.6 |
738.9 |
705.0 |
|
| R2 |
729.6 |
729.6 |
702.7 |
|
| R1 |
713.9 |
713.9 |
700.4 |
709.3 |
| PP |
704.6 |
704.6 |
704.6 |
702.3 |
| S1 |
688.9 |
688.9 |
695.8 |
684.3 |
| S2 |
679.6 |
679.6 |
693.5 |
|
| S3 |
654.6 |
663.9 |
691.2 |
|
| S4 |
629.6 |
638.9 |
684.4 |
|
|
| 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 |
826.7 |
|
2.618 |
785.9 |
|
1.618 |
760.9 |
|
1.000 |
745.4 |
|
0.618 |
735.9 |
|
HIGH |
720.4 |
|
0.618 |
710.9 |
|
0.500 |
707.9 |
|
0.382 |
705.0 |
|
LOW |
695.4 |
|
0.618 |
680.0 |
|
1.000 |
670.4 |
|
1.618 |
655.0 |
|
2.618 |
630.0 |
|
4.250 |
589.2 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
707.9 |
707.7 |
| PP |
704.6 |
704.5 |
| S1 |
701.4 |
701.3 |
|