CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
721.5 |
724.1 |
2.6 |
0.4% |
754.1 |
| High |
727.0 |
736.3 |
9.3 |
1.3% |
757.6 |
| Low |
715.5 |
720.0 |
4.5 |
0.6% |
721.4 |
| Close |
723.9 |
731.3 |
7.4 |
1.0% |
738.0 |
| Range |
11.5 |
16.3 |
4.8 |
41.7% |
36.2 |
| ATR |
17.3 |
17.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
164,164 |
154,750 |
-9,414 |
-5.7% |
984,114 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.1 |
771.0 |
740.3 |
|
| R3 |
761.8 |
754.7 |
735.8 |
|
| R2 |
745.5 |
745.5 |
734.3 |
|
| R1 |
738.4 |
738.4 |
732.8 |
742.0 |
| PP |
729.2 |
729.2 |
729.2 |
731.0 |
| S1 |
722.1 |
722.1 |
729.8 |
725.7 |
| S2 |
712.9 |
712.9 |
728.3 |
|
| S3 |
696.6 |
705.8 |
726.8 |
|
| S4 |
680.3 |
689.5 |
722.3 |
|
|
| 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 |
739.4 |
715.5 |
23.9 |
3.3% |
15.7 |
2.1% |
66% |
False |
False |
172,072 |
| 10 |
764.1 |
715.5 |
48.6 |
6.6% |
16.8 |
2.3% |
33% |
False |
False |
192,893 |
| 20 |
764.1 |
699.4 |
64.7 |
8.8% |
17.0 |
2.3% |
49% |
False |
False |
209,806 |
| 40 |
764.1 |
646.2 |
117.9 |
16.1% |
18.8 |
2.6% |
72% |
False |
False |
239,850 |
| 60 |
766.2 |
646.2 |
120.0 |
16.4% |
17.6 |
2.4% |
71% |
False |
False |
219,018 |
| 80 |
766.2 |
646.2 |
120.0 |
16.4% |
16.4 |
2.2% |
71% |
False |
False |
164,337 |
| 100 |
766.2 |
646.2 |
120.0 |
16.4% |
15.9 |
2.2% |
71% |
False |
False |
131,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805.6 |
|
2.618 |
779.0 |
|
1.618 |
762.7 |
|
1.000 |
752.6 |
|
0.618 |
746.4 |
|
HIGH |
736.3 |
|
0.618 |
730.1 |
|
0.500 |
728.2 |
|
0.382 |
726.2 |
|
LOW |
720.0 |
|
0.618 |
709.9 |
|
1.000 |
703.7 |
|
1.618 |
693.6 |
|
2.618 |
677.3 |
|
4.250 |
650.7 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
730.3 |
729.9 |
| PP |
729.2 |
728.4 |
| S1 |
728.2 |
727.0 |
|