CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
747.1 |
754.8 |
7.7 |
1.0% |
731.6 |
| High |
757.9 |
764.1 |
6.2 |
0.8% |
764.1 |
| Low |
742.0 |
746.0 |
4.0 |
0.5% |
730.5 |
| Close |
755.0 |
754.7 |
-0.3 |
0.0% |
754.7 |
| Range |
15.9 |
18.1 |
2.2 |
13.8% |
33.6 |
| ATR |
17.7 |
17.8 |
0.0 |
0.1% |
0.0 |
| Volume |
241,852 |
220,842 |
-21,010 |
-8.7% |
1,236,638 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.2 |
800.1 |
764.7 |
|
| R3 |
791.1 |
782.0 |
759.7 |
|
| R2 |
773.0 |
773.0 |
758.0 |
|
| R1 |
763.9 |
763.9 |
756.4 |
759.4 |
| PP |
754.9 |
754.9 |
754.9 |
752.7 |
| S1 |
745.8 |
745.8 |
753.0 |
741.3 |
| S2 |
736.8 |
736.8 |
751.4 |
|
| S3 |
718.7 |
727.7 |
749.7 |
|
| S4 |
700.6 |
709.6 |
744.7 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.6 |
836.2 |
773.2 |
|
| R3 |
817.0 |
802.6 |
763.9 |
|
| R2 |
783.4 |
783.4 |
760.9 |
|
| R1 |
769.0 |
769.0 |
757.8 |
776.2 |
| PP |
749.8 |
749.8 |
749.8 |
753.4 |
| S1 |
735.4 |
735.4 |
751.6 |
742.6 |
| S2 |
716.2 |
716.2 |
748.5 |
|
| S3 |
682.6 |
701.8 |
745.5 |
|
| S4 |
649.0 |
668.2 |
736.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
764.1 |
730.5 |
33.6 |
4.5% |
17.4 |
2.3% |
72% |
True |
False |
247,327 |
| 10 |
764.1 |
699.4 |
64.7 |
8.6% |
17.9 |
2.4% |
85% |
True |
False |
228,317 |
| 20 |
764.1 |
688.3 |
75.8 |
10.0% |
17.4 |
2.3% |
88% |
True |
False |
229,583 |
| 40 |
764.1 |
646.2 |
117.9 |
15.6% |
18.6 |
2.5% |
92% |
True |
False |
254,088 |
| 60 |
766.2 |
646.2 |
120.0 |
15.9% |
17.1 |
2.3% |
90% |
False |
False |
194,634 |
| 80 |
766.2 |
646.2 |
120.0 |
15.9% |
15.9 |
2.1% |
90% |
False |
False |
146,022 |
| 100 |
766.2 |
646.2 |
120.0 |
15.9% |
15.5 |
2.1% |
90% |
False |
False |
116,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
841.0 |
|
2.618 |
811.5 |
|
1.618 |
793.4 |
|
1.000 |
782.2 |
|
0.618 |
775.3 |
|
HIGH |
764.1 |
|
0.618 |
757.2 |
|
0.500 |
755.1 |
|
0.382 |
752.9 |
|
LOW |
746.0 |
|
0.618 |
734.8 |
|
1.000 |
727.9 |
|
1.618 |
716.7 |
|
2.618 |
698.6 |
|
4.250 |
669.1 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
755.1 |
753.3 |
| PP |
754.9 |
751.8 |
| S1 |
754.8 |
750.4 |
|