CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
731.2 |
723.0 |
-8.2 |
-1.1% |
754.1 |
| High |
732.5 |
739.4 |
6.9 |
0.9% |
757.6 |
| Low |
721.6 |
721.4 |
-0.2 |
0.0% |
721.4 |
| Close |
722.6 |
738.0 |
15.4 |
2.1% |
738.0 |
| Range |
10.9 |
18.0 |
7.1 |
65.1% |
36.2 |
| ATR |
17.4 |
17.4 |
0.0 |
0.3% |
0.0 |
| Volume |
211,020 |
167,218 |
-43,802 |
-20.8% |
984,114 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.9 |
780.5 |
747.9 |
|
| R3 |
768.9 |
762.5 |
743.0 |
|
| R2 |
750.9 |
750.9 |
741.3 |
|
| R1 |
744.5 |
744.5 |
739.7 |
747.7 |
| PP |
732.9 |
732.9 |
732.9 |
734.6 |
| S1 |
726.5 |
726.5 |
736.4 |
729.7 |
| S2 |
714.9 |
714.9 |
734.7 |
|
| S3 |
696.9 |
708.5 |
733.1 |
|
| S4 |
678.9 |
690.5 |
728.1 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.6 |
829.0 |
757.9 |
|
| R3 |
811.4 |
792.8 |
748.0 |
|
| R2 |
775.2 |
775.2 |
744.6 |
|
| R1 |
756.6 |
756.6 |
741.3 |
747.8 |
| PP |
739.0 |
739.0 |
739.0 |
734.6 |
| S1 |
720.4 |
720.4 |
734.7 |
711.6 |
| S2 |
702.8 |
702.8 |
731.4 |
|
| S3 |
666.6 |
684.2 |
728.0 |
|
| S4 |
630.4 |
648.0 |
718.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
757.6 |
721.4 |
36.2 |
4.9% |
16.9 |
2.3% |
46% |
False |
True |
196,822 |
| 10 |
764.1 |
721.4 |
42.7 |
5.8% |
17.1 |
2.3% |
39% |
False |
True |
222,075 |
| 20 |
764.1 |
693.5 |
70.6 |
9.6% |
17.2 |
2.3% |
63% |
False |
False |
217,081 |
| 40 |
764.1 |
646.2 |
117.9 |
16.0% |
18.6 |
2.5% |
78% |
False |
False |
246,664 |
| 60 |
766.2 |
646.2 |
120.0 |
16.3% |
17.4 |
2.4% |
77% |
False |
False |
211,022 |
| 80 |
766.2 |
646.2 |
120.0 |
16.3% |
16.2 |
2.2% |
77% |
False |
False |
158,315 |
| 100 |
766.2 |
646.2 |
120.0 |
16.3% |
15.7 |
2.1% |
77% |
False |
False |
126,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815.9 |
|
2.618 |
786.5 |
|
1.618 |
768.5 |
|
1.000 |
757.4 |
|
0.618 |
750.5 |
|
HIGH |
739.4 |
|
0.618 |
732.5 |
|
0.500 |
730.4 |
|
0.382 |
728.3 |
|
LOW |
721.4 |
|
0.618 |
710.3 |
|
1.000 |
703.4 |
|
1.618 |
692.3 |
|
2.618 |
674.3 |
|
4.250 |
644.9 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
735.5 |
735.5 |
| PP |
732.9 |
733.0 |
| S1 |
730.4 |
730.5 |
|