CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
723.0 |
737.8 |
14.8 |
2.0% |
754.1 |
| High |
739.4 |
738.5 |
-0.9 |
-0.1% |
757.6 |
| Low |
721.4 |
716.9 |
-4.5 |
-0.6% |
721.4 |
| Close |
738.0 |
721.7 |
-16.3 |
-2.2% |
738.0 |
| Range |
18.0 |
21.6 |
3.6 |
20.0% |
36.2 |
| ATR |
17.4 |
17.7 |
0.3 |
1.7% |
0.0 |
| Volume |
167,218 |
163,212 |
-4,006 |
-2.4% |
984,114 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.5 |
777.7 |
733.6 |
|
| R3 |
768.9 |
756.1 |
727.6 |
|
| R2 |
747.3 |
747.3 |
725.7 |
|
| R1 |
734.5 |
734.5 |
723.7 |
730.1 |
| PP |
725.7 |
725.7 |
725.7 |
723.5 |
| S1 |
712.9 |
712.9 |
719.7 |
708.5 |
| S2 |
704.1 |
704.1 |
717.7 |
|
| S3 |
682.5 |
691.3 |
715.8 |
|
| S4 |
660.9 |
669.7 |
709.8 |
|
|
| 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 |
744.3 |
716.9 |
27.4 |
3.8% |
17.0 |
2.4% |
18% |
False |
True |
190,841 |
| 10 |
764.1 |
716.9 |
47.2 |
6.5% |
16.5 |
2.3% |
10% |
False |
True |
215,297 |
| 20 |
764.1 |
694.8 |
69.3 |
9.6% |
17.5 |
2.4% |
39% |
False |
False |
214,911 |
| 40 |
764.1 |
646.2 |
117.9 |
16.3% |
18.9 |
2.6% |
64% |
False |
False |
244,258 |
| 60 |
766.2 |
646.2 |
120.0 |
16.6% |
17.7 |
2.4% |
63% |
False |
False |
213,736 |
| 80 |
766.2 |
646.2 |
120.0 |
16.6% |
16.3 |
2.3% |
63% |
False |
False |
160,354 |
| 100 |
766.2 |
646.2 |
120.0 |
16.6% |
15.8 |
2.2% |
63% |
False |
False |
128,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830.3 |
|
2.618 |
795.0 |
|
1.618 |
773.4 |
|
1.000 |
760.1 |
|
0.618 |
751.8 |
|
HIGH |
738.5 |
|
0.618 |
730.2 |
|
0.500 |
727.7 |
|
0.382 |
725.2 |
|
LOW |
716.9 |
|
0.618 |
703.6 |
|
1.000 |
695.3 |
|
1.618 |
682.0 |
|
2.618 |
660.4 |
|
4.250 |
625.1 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
727.7 |
728.2 |
| PP |
725.7 |
726.0 |
| S1 |
723.7 |
723.9 |
|