CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
646.4 |
673.9 |
27.5 |
4.3% |
684.6 |
| High |
674.8 |
681.6 |
6.8 |
1.0% |
690.0 |
| Low |
644.1 |
666.1 |
22.0 |
3.4% |
653.0 |
| Close |
674.1 |
667.1 |
-7.0 |
-1.0% |
660.3 |
| Range |
30.7 |
15.5 |
-15.2 |
-49.5% |
37.0 |
| ATR |
19.3 |
19.0 |
-0.3 |
-1.4% |
0.0 |
| Volume |
11,807 |
33,743 |
21,936 |
185.8% |
25,159 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
718.1 |
708.1 |
675.6 |
|
| R3 |
702.6 |
692.6 |
671.4 |
|
| R2 |
687.1 |
687.1 |
669.9 |
|
| R1 |
677.1 |
677.1 |
668.5 |
674.4 |
| PP |
671.6 |
671.6 |
671.6 |
670.2 |
| S1 |
661.6 |
661.6 |
665.7 |
658.9 |
| S2 |
656.1 |
656.1 |
664.3 |
|
| S3 |
640.6 |
646.1 |
662.8 |
|
| S4 |
625.1 |
630.6 |
658.6 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.8 |
756.5 |
680.7 |
|
| R3 |
741.8 |
719.5 |
670.5 |
|
| R2 |
704.8 |
704.8 |
667.1 |
|
| R1 |
682.5 |
682.5 |
663.7 |
675.2 |
| PP |
667.8 |
667.8 |
667.8 |
664.1 |
| S1 |
645.5 |
645.5 |
656.9 |
638.2 |
| S2 |
630.8 |
630.8 |
653.5 |
|
| S3 |
593.8 |
608.5 |
650.1 |
|
| S4 |
556.8 |
571.5 |
640.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
747.5 |
|
2.618 |
722.2 |
|
1.618 |
706.7 |
|
1.000 |
697.1 |
|
0.618 |
691.2 |
|
HIGH |
681.6 |
|
0.618 |
675.7 |
|
0.500 |
673.9 |
|
0.382 |
672.0 |
|
LOW |
666.1 |
|
0.618 |
656.5 |
|
1.000 |
650.6 |
|
1.618 |
641.0 |
|
2.618 |
625.5 |
|
4.250 |
600.2 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
673.9 |
665.4 |
| PP |
671.6 |
663.6 |
| S1 |
669.4 |
661.9 |
|