CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
680.9 |
685.3 |
4.4 |
0.6% |
699.6 |
| High |
688.6 |
690.0 |
1.4 |
0.2% |
725.2 |
| Low |
676.0 |
660.2 |
-15.8 |
-2.3% |
683.1 |
| Close |
685.8 |
661.9 |
-23.9 |
-3.5% |
686.9 |
| Range |
12.6 |
29.8 |
17.2 |
136.5% |
42.1 |
| ATR |
17.3 |
18.2 |
0.9 |
5.2% |
0.0 |
| Volume |
9,001 |
7,251 |
-1,750 |
-19.4% |
1,239 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.1 |
740.8 |
678.3 |
|
| R3 |
730.3 |
711.0 |
670.1 |
|
| R2 |
700.5 |
700.5 |
667.4 |
|
| R1 |
681.2 |
681.2 |
664.6 |
676.0 |
| PP |
670.7 |
670.7 |
670.7 |
668.1 |
| S1 |
651.4 |
651.4 |
659.2 |
646.2 |
| S2 |
640.9 |
640.9 |
656.4 |
|
| S3 |
611.1 |
621.6 |
653.7 |
|
| S4 |
581.3 |
591.8 |
645.5 |
|
|
| 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 |
816.7 |
|
2.618 |
768.0 |
|
1.618 |
738.2 |
|
1.000 |
719.8 |
|
0.618 |
708.4 |
|
HIGH |
690.0 |
|
0.618 |
678.6 |
|
0.500 |
675.1 |
|
0.382 |
671.6 |
|
LOW |
660.2 |
|
0.618 |
641.8 |
|
1.000 |
630.4 |
|
1.618 |
612.0 |
|
2.618 |
582.2 |
|
4.250 |
533.6 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
675.1 |
675.1 |
| PP |
670.7 |
670.7 |
| S1 |
666.3 |
666.3 |
|