CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
737.8 |
721.5 |
-16.3 |
-2.2% |
754.1 |
| High |
738.5 |
727.0 |
-11.5 |
-1.6% |
757.6 |
| Low |
716.9 |
715.5 |
-1.4 |
-0.2% |
721.4 |
| Close |
721.7 |
723.9 |
2.2 |
0.3% |
738.0 |
| Range |
21.6 |
11.5 |
-10.1 |
-46.8% |
36.2 |
| ATR |
17.7 |
17.3 |
-0.4 |
-2.5% |
0.0 |
| Volume |
163,212 |
164,164 |
952 |
0.6% |
984,114 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.6 |
751.8 |
730.2 |
|
| R3 |
745.1 |
740.3 |
727.1 |
|
| R2 |
733.6 |
733.6 |
726.0 |
|
| R1 |
728.8 |
728.8 |
725.0 |
731.2 |
| PP |
722.1 |
722.1 |
722.1 |
723.4 |
| S1 |
717.3 |
717.3 |
722.8 |
719.7 |
| S2 |
710.6 |
710.6 |
721.8 |
|
| S3 |
699.1 |
705.8 |
720.7 |
|
| S4 |
687.6 |
694.3 |
717.6 |
|
|
| 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 |
739.6 |
715.5 |
24.1 |
3.3% |
15.6 |
2.1% |
35% |
False |
True |
186,084 |
| 10 |
764.1 |
715.5 |
48.6 |
6.7% |
16.6 |
2.3% |
17% |
False |
True |
199,840 |
| 20 |
764.1 |
699.4 |
64.7 |
8.9% |
17.0 |
2.3% |
38% |
False |
False |
213,640 |
| 40 |
764.1 |
646.2 |
117.9 |
16.3% |
18.8 |
2.6% |
66% |
False |
False |
241,994 |
| 60 |
766.2 |
646.2 |
120.0 |
16.6% |
17.6 |
2.4% |
65% |
False |
False |
216,463 |
| 80 |
766.2 |
646.2 |
120.0 |
16.6% |
16.3 |
2.3% |
65% |
False |
False |
162,405 |
| 100 |
766.2 |
646.2 |
120.0 |
16.6% |
15.8 |
2.2% |
65% |
False |
False |
129,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
775.9 |
|
2.618 |
757.1 |
|
1.618 |
745.6 |
|
1.000 |
738.5 |
|
0.618 |
734.1 |
|
HIGH |
727.0 |
|
0.618 |
722.6 |
|
0.500 |
721.3 |
|
0.382 |
719.9 |
|
LOW |
715.5 |
|
0.618 |
708.4 |
|
1.000 |
704.0 |
|
1.618 |
696.9 |
|
2.618 |
685.4 |
|
4.250 |
666.6 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
723.0 |
727.5 |
| PP |
722.1 |
726.3 |
| S1 |
721.3 |
725.1 |
|