CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
699.6 |
710.4 |
10.8 |
1.5% |
700.0 |
| High |
699.8 |
725.1 |
25.3 |
3.6% |
720.4 |
| Low |
696.8 |
706.1 |
9.3 |
1.3% |
683.2 |
| Close |
711.1 |
717.3 |
6.2 |
0.9% |
695.4 |
| Range |
3.0 |
19.0 |
16.0 |
533.3% |
37.2 |
| ATR |
18.0 |
18.1 |
0.1 |
0.4% |
0.0 |
| Volume |
200 |
155 |
-45 |
-22.5% |
1,102 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773.2 |
764.2 |
727.8 |
|
| R3 |
754.2 |
745.2 |
722.5 |
|
| R2 |
735.2 |
735.2 |
720.8 |
|
| R1 |
726.2 |
726.2 |
719.0 |
730.7 |
| PP |
716.2 |
716.2 |
716.2 |
718.4 |
| S1 |
707.2 |
707.2 |
715.6 |
711.7 |
| S2 |
697.2 |
697.2 |
713.8 |
|
| S3 |
678.2 |
688.2 |
712.1 |
|
| S4 |
659.2 |
669.2 |
706.9 |
|
|
| 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 |
805.9 |
|
2.618 |
774.8 |
|
1.618 |
755.8 |
|
1.000 |
744.1 |
|
0.618 |
736.8 |
|
HIGH |
725.1 |
|
0.618 |
717.8 |
|
0.500 |
715.6 |
|
0.382 |
713.4 |
|
LOW |
706.1 |
|
0.618 |
694.4 |
|
1.000 |
687.1 |
|
1.618 |
675.4 |
|
2.618 |
656.4 |
|
4.250 |
625.4 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
716.7 |
712.9 |
| PP |
716.2 |
708.5 |
| S1 |
715.6 |
704.2 |
|