CME eMini Russell 2000 Future June 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 |
698.3 |
699.6 |
1.3 |
0.2% |
700.0 |
| High |
699.6 |
699.8 |
0.2 |
0.0% |
720.4 |
| Low |
683.2 |
696.8 |
13.6 |
2.0% |
683.2 |
| Close |
695.4 |
711.1 |
15.7 |
2.3% |
695.4 |
| Range |
16.4 |
3.0 |
-13.4 |
-81.7% |
37.2 |
| ATR |
19.1 |
18.0 |
-1.0 |
-5.5% |
0.0 |
| Volume |
209 |
200 |
-9 |
-4.3% |
1,102 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.6 |
714.3 |
712.8 |
|
| R3 |
708.6 |
711.3 |
711.9 |
|
| R2 |
705.6 |
705.6 |
711.7 |
|
| R1 |
708.3 |
708.3 |
711.4 |
707.0 |
| PP |
702.6 |
702.6 |
702.6 |
701.9 |
| S1 |
705.3 |
705.3 |
710.8 |
704.0 |
| S2 |
699.6 |
699.6 |
710.6 |
|
| S3 |
696.6 |
702.3 |
710.3 |
|
| S4 |
693.6 |
699.3 |
709.5 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.3 |
790.5 |
715.9 |
|
| R3 |
774.1 |
753.3 |
705.6 |
|
| R2 |
736.9 |
736.9 |
702.2 |
|
| R1 |
716.1 |
716.1 |
698.8 |
707.9 |
| PP |
699.7 |
699.7 |
699.7 |
695.6 |
| S1 |
678.9 |
678.9 |
692.0 |
670.7 |
| S2 |
662.5 |
662.5 |
688.6 |
|
| S3 |
625.3 |
641.7 |
685.2 |
|
| S4 |
588.1 |
604.5 |
674.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712.6 |
|
2.618 |
707.7 |
|
1.618 |
704.7 |
|
1.000 |
702.8 |
|
0.618 |
701.7 |
|
HIGH |
699.8 |
|
0.618 |
698.7 |
|
0.500 |
698.3 |
|
0.382 |
697.9 |
|
LOW |
696.8 |
|
0.618 |
694.9 |
|
1.000 |
693.8 |
|
1.618 |
691.9 |
|
2.618 |
688.9 |
|
4.250 |
684.1 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.8 |
708.0 |
| PP |
702.6 |
704.9 |
| S1 |
698.3 |
701.8 |
|