CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
704.6 |
684.6 |
-20.0 |
-2.8% |
699.6 |
| High |
704.6 |
689.0 |
-15.6 |
-2.2% |
725.2 |
| Low |
683.1 |
674.2 |
-8.9 |
-1.3% |
683.1 |
| Close |
686.9 |
683.9 |
-3.0 |
-0.4% |
686.9 |
| Range |
21.5 |
14.8 |
-6.7 |
-31.2% |
42.1 |
| ATR |
17.9 |
17.7 |
-0.2 |
-1.2% |
0.0 |
| Volume |
370 |
625 |
255 |
68.9% |
1,239 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726.8 |
720.1 |
692.0 |
|
| R3 |
712.0 |
705.3 |
688.0 |
|
| R2 |
697.2 |
697.2 |
686.6 |
|
| R1 |
690.5 |
690.5 |
685.3 |
686.5 |
| PP |
682.4 |
682.4 |
682.4 |
680.3 |
| S1 |
675.7 |
675.7 |
682.5 |
671.7 |
| S2 |
667.6 |
667.6 |
681.2 |
|
| S3 |
652.8 |
660.9 |
679.8 |
|
| S4 |
638.0 |
646.1 |
675.8 |
|
|
| 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 |
751.9 |
|
2.618 |
727.7 |
|
1.618 |
712.9 |
|
1.000 |
703.8 |
|
0.618 |
698.1 |
|
HIGH |
689.0 |
|
0.618 |
683.3 |
|
0.500 |
681.6 |
|
0.382 |
679.9 |
|
LOW |
674.2 |
|
0.618 |
665.1 |
|
1.000 |
659.4 |
|
1.618 |
650.3 |
|
2.618 |
635.5 |
|
4.250 |
611.3 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
683.1 |
695.7 |
| PP |
682.4 |
691.8 |
| S1 |
681.6 |
687.8 |
|