CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
743.6 |
730.3 |
-13.3 |
-1.8% |
731.6 |
| High |
744.3 |
739.6 |
-4.7 |
-0.6% |
764.1 |
| Low |
725.6 |
723.8 |
-1.8 |
-0.2% |
730.5 |
| Close |
730.3 |
731.7 |
1.4 |
0.2% |
754.7 |
| Range |
18.7 |
15.8 |
-2.9 |
-15.5% |
33.6 |
| ATR |
18.0 |
17.9 |
-0.2 |
-0.9% |
0.0 |
| Volume |
187,949 |
224,808 |
36,859 |
19.6% |
1,236,638 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779.1 |
771.2 |
740.4 |
|
| R3 |
763.3 |
755.4 |
736.0 |
|
| R2 |
747.5 |
747.5 |
734.6 |
|
| R1 |
739.6 |
739.6 |
733.1 |
743.6 |
| PP |
731.7 |
731.7 |
731.7 |
733.7 |
| S1 |
723.8 |
723.8 |
730.3 |
727.8 |
| S2 |
715.9 |
715.9 |
728.8 |
|
| S3 |
700.1 |
708.0 |
727.4 |
|
| S4 |
684.3 |
692.2 |
723.0 |
|
|
| 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 |
723.8 |
40.3 |
5.5% |
17.9 |
2.4% |
20% |
False |
True |
213,714 |
| 10 |
764.1 |
710.9 |
53.2 |
7.3% |
18.2 |
2.5% |
39% |
False |
False |
223,108 |
| 20 |
764.1 |
693.5 |
70.6 |
9.6% |
17.5 |
2.4% |
54% |
False |
False |
224,378 |
| 40 |
764.1 |
646.2 |
117.9 |
16.1% |
18.8 |
2.6% |
73% |
False |
False |
249,362 |
| 60 |
766.2 |
646.2 |
120.0 |
16.4% |
17.4 |
2.4% |
71% |
False |
False |
204,728 |
| 80 |
766.2 |
646.2 |
120.0 |
16.4% |
16.2 |
2.2% |
71% |
False |
False |
153,589 |
| 100 |
766.2 |
646.2 |
120.0 |
16.4% |
15.6 |
2.1% |
71% |
False |
False |
122,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
806.8 |
|
2.618 |
781.0 |
|
1.618 |
765.2 |
|
1.000 |
755.4 |
|
0.618 |
749.4 |
|
HIGH |
739.6 |
|
0.618 |
733.6 |
|
0.500 |
731.7 |
|
0.382 |
729.8 |
|
LOW |
723.8 |
|
0.618 |
714.0 |
|
1.000 |
708.0 |
|
1.618 |
698.2 |
|
2.618 |
682.4 |
|
4.250 |
656.7 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.7 |
740.7 |
| PP |
731.7 |
737.7 |
| S1 |
731.7 |
734.7 |
|