CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
743.6 |
738.2 |
-5.4 |
-0.7% |
737.8 |
| High |
746.1 |
755.9 |
9.8 |
1.3% |
747.8 |
| Low |
736.1 |
730.6 |
-5.5 |
-0.7% |
715.5 |
| Close |
739.9 |
738.8 |
-1.1 |
-0.1% |
739.9 |
| Range |
10.0 |
25.3 |
15.3 |
153.0% |
32.3 |
| ATR |
16.9 |
17.5 |
0.6 |
3.5% |
0.0 |
| Volume |
178,661 |
147,529 |
-31,132 |
-17.4% |
828,653 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.7 |
803.5 |
752.7 |
|
| R3 |
792.4 |
778.2 |
745.8 |
|
| R2 |
767.1 |
767.1 |
743.4 |
|
| R1 |
752.9 |
752.9 |
741.1 |
760.0 |
| PP |
741.8 |
741.8 |
741.8 |
745.3 |
| S1 |
727.6 |
727.6 |
736.5 |
734.7 |
| S2 |
716.5 |
716.5 |
734.2 |
|
| S3 |
691.2 |
702.3 |
731.8 |
|
| S4 |
665.9 |
677.0 |
724.9 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.3 |
817.9 |
757.7 |
|
| R3 |
799.0 |
785.6 |
748.8 |
|
| R2 |
766.7 |
766.7 |
745.8 |
|
| R1 |
753.3 |
753.3 |
742.9 |
760.0 |
| PP |
734.4 |
734.4 |
734.4 |
737.8 |
| S1 |
721.0 |
721.0 |
736.9 |
727.7 |
| S2 |
702.1 |
702.1 |
734.0 |
|
| S3 |
669.8 |
688.7 |
731.0 |
|
| S4 |
637.5 |
656.4 |
722.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
755.9 |
715.5 |
40.4 |
5.5% |
16.7 |
2.3% |
58% |
True |
False |
162,594 |
| 10 |
755.9 |
715.5 |
40.4 |
5.5% |
16.9 |
2.3% |
58% |
True |
False |
176,717 |
| 20 |
764.1 |
703.0 |
61.1 |
8.3% |
17.5 |
2.4% |
59% |
False |
False |
200,507 |
| 40 |
764.1 |
646.2 |
117.9 |
16.0% |
18.7 |
2.5% |
79% |
False |
False |
231,838 |
| 60 |
764.1 |
646.2 |
117.9 |
16.0% |
17.5 |
2.4% |
79% |
False |
False |
227,165 |
| 80 |
766.2 |
646.2 |
120.0 |
16.2% |
16.6 |
2.2% |
77% |
False |
False |
170,502 |
| 100 |
766.2 |
646.2 |
120.0 |
16.2% |
15.8 |
2.1% |
77% |
False |
False |
136,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863.4 |
|
2.618 |
822.1 |
|
1.618 |
796.8 |
|
1.000 |
781.2 |
|
0.618 |
771.5 |
|
HIGH |
755.9 |
|
0.618 |
746.2 |
|
0.500 |
743.3 |
|
0.382 |
740.3 |
|
LOW |
730.6 |
|
0.618 |
715.0 |
|
1.000 |
705.3 |
|
1.618 |
689.7 |
|
2.618 |
664.4 |
|
4.250 |
623.1 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
743.3 |
741.6 |
| PP |
741.8 |
740.7 |
| S1 |
740.3 |
739.7 |
|