CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
683.4 |
680.9 |
-2.5 |
-0.4% |
699.6 |
| High |
686.3 |
688.6 |
2.3 |
0.3% |
725.2 |
| Low |
669.6 |
676.0 |
6.4 |
1.0% |
683.1 |
| Close |
679.9 |
685.8 |
5.9 |
0.9% |
686.9 |
| Range |
16.7 |
12.6 |
-4.1 |
-24.6% |
42.1 |
| ATR |
17.6 |
17.3 |
-0.4 |
-2.0% |
0.0 |
| Volume |
961 |
9,001 |
8,040 |
836.6% |
1,239 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721.3 |
716.1 |
692.7 |
|
| R3 |
708.7 |
703.5 |
689.3 |
|
| R2 |
696.1 |
696.1 |
688.1 |
|
| R1 |
690.9 |
690.9 |
687.0 |
693.5 |
| PP |
683.5 |
683.5 |
683.5 |
684.8 |
| S1 |
678.3 |
678.3 |
684.6 |
680.9 |
| S2 |
670.9 |
670.9 |
683.5 |
|
| S3 |
658.3 |
665.7 |
682.3 |
|
| S4 |
645.7 |
653.1 |
678.9 |
|
|
| 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 |
742.2 |
|
2.618 |
721.6 |
|
1.618 |
709.0 |
|
1.000 |
701.2 |
|
0.618 |
696.4 |
|
HIGH |
688.6 |
|
0.618 |
683.8 |
|
0.500 |
682.3 |
|
0.382 |
680.8 |
|
LOW |
676.0 |
|
0.618 |
668.2 |
|
1.000 |
663.4 |
|
1.618 |
655.6 |
|
2.618 |
643.0 |
|
4.250 |
622.5 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
684.6 |
683.6 |
| PP |
683.5 |
681.5 |
| S1 |
682.3 |
679.3 |
|