CME eMini Russell 2000 Future June 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 |
710.4 |
717.0 |
6.6 |
0.9% |
700.0 |
| High |
725.1 |
725.2 |
0.1 |
0.0% |
720.4 |
| Low |
706.1 |
710.3 |
4.2 |
0.6% |
683.2 |
| Close |
717.3 |
716.8 |
-0.5 |
-0.1% |
695.4 |
| Range |
19.0 |
14.9 |
-4.1 |
-21.6% |
37.2 |
| ATR |
18.1 |
17.9 |
-0.2 |
-1.3% |
0.0 |
| Volume |
155 |
330 |
175 |
112.9% |
1,102 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.1 |
754.4 |
725.0 |
|
| R3 |
747.2 |
739.5 |
720.9 |
|
| R2 |
732.3 |
732.3 |
719.5 |
|
| R1 |
724.6 |
724.6 |
718.2 |
721.0 |
| PP |
717.4 |
717.4 |
717.4 |
715.7 |
| S1 |
709.7 |
709.7 |
715.4 |
706.1 |
| S2 |
702.5 |
702.5 |
714.1 |
|
| S3 |
687.6 |
694.8 |
712.7 |
|
| S4 |
672.7 |
679.9 |
708.6 |
|
|
| 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 |
788.5 |
|
2.618 |
764.2 |
|
1.618 |
749.3 |
|
1.000 |
740.1 |
|
0.618 |
734.4 |
|
HIGH |
725.2 |
|
0.618 |
719.5 |
|
0.500 |
717.8 |
|
0.382 |
716.0 |
|
LOW |
710.3 |
|
0.618 |
701.1 |
|
1.000 |
695.4 |
|
1.618 |
686.2 |
|
2.618 |
671.3 |
|
4.250 |
647.0 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
717.8 |
714.9 |
| PP |
717.4 |
712.9 |
| S1 |
717.1 |
711.0 |
|