CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
713.0 |
704.6 |
-8.4 |
-1.2% |
699.6 |
| High |
717.2 |
704.6 |
-12.6 |
-1.8% |
725.2 |
| Low |
702.4 |
683.1 |
-19.3 |
-2.7% |
683.1 |
| Close |
703.9 |
686.9 |
-17.0 |
-2.4% |
686.9 |
| Range |
14.8 |
21.5 |
6.7 |
45.3% |
42.1 |
| ATR |
17.6 |
17.9 |
0.3 |
1.6% |
0.0 |
| Volume |
184 |
370 |
186 |
101.1% |
1,239 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.0 |
743.0 |
698.7 |
|
| R3 |
734.5 |
721.5 |
692.8 |
|
| R2 |
713.0 |
713.0 |
690.8 |
|
| R1 |
700.0 |
700.0 |
688.9 |
695.8 |
| PP |
691.5 |
691.5 |
691.5 |
689.4 |
| S1 |
678.5 |
678.5 |
684.9 |
674.3 |
| S2 |
670.0 |
670.0 |
683.0 |
|
| S3 |
648.5 |
657.0 |
681.0 |
|
| S4 |
627.0 |
635.5 |
675.1 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.7 |
797.9 |
710.1 |
|
| R3 |
782.6 |
755.8 |
698.5 |
|
| R2 |
740.5 |
740.5 |
694.6 |
|
| R1 |
713.7 |
713.7 |
690.8 |
706.1 |
| PP |
698.4 |
698.4 |
698.4 |
694.6 |
| S1 |
671.6 |
671.6 |
683.0 |
664.0 |
| S2 |
656.3 |
656.3 |
679.2 |
|
| S3 |
614.2 |
629.5 |
675.3 |
|
| S4 |
572.1 |
587.4 |
663.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796.0 |
|
2.618 |
760.9 |
|
1.618 |
739.4 |
|
1.000 |
726.1 |
|
0.618 |
717.9 |
|
HIGH |
704.6 |
|
0.618 |
696.4 |
|
0.500 |
693.9 |
|
0.382 |
691.3 |
|
LOW |
683.1 |
|
0.618 |
669.8 |
|
1.000 |
661.6 |
|
1.618 |
648.3 |
|
2.618 |
626.8 |
|
4.250 |
591.7 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
693.9 |
704.2 |
| PP |
691.5 |
698.4 |
| S1 |
689.2 |
692.7 |
|