CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
727.7 |
734.0 |
6.3 |
0.9% |
738.2 |
| High |
745.9 |
740.5 |
-5.4 |
-0.7% |
755.9 |
| Low |
722.6 |
706.7 |
-15.9 |
-2.2% |
702.2 |
| Close |
734.3 |
709.3 |
-25.0 |
-3.4% |
718.5 |
| Range |
23.3 |
33.8 |
10.5 |
45.1% |
53.7 |
| ATR |
18.9 |
19.9 |
1.1 |
5.7% |
0.0 |
| Volume |
248,601 |
288,856 |
40,255 |
16.2% |
827,562 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.2 |
798.6 |
727.9 |
|
| R3 |
786.4 |
764.8 |
718.6 |
|
| R2 |
752.6 |
752.6 |
715.5 |
|
| R1 |
731.0 |
731.0 |
712.4 |
724.9 |
| PP |
718.8 |
718.8 |
718.8 |
715.8 |
| S1 |
697.2 |
697.2 |
706.2 |
691.1 |
| S2 |
685.0 |
685.0 |
703.1 |
|
| S3 |
651.2 |
663.4 |
700.0 |
|
| S4 |
617.4 |
629.6 |
690.7 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.6 |
856.3 |
748.0 |
|
| R3 |
832.9 |
802.6 |
733.3 |
|
| R2 |
779.2 |
779.2 |
728.3 |
|
| R1 |
748.9 |
748.9 |
723.4 |
737.2 |
| PP |
725.5 |
725.5 |
725.5 |
719.7 |
| S1 |
695.2 |
695.2 |
713.6 |
683.5 |
| S2 |
671.8 |
671.8 |
708.7 |
|
| S3 |
618.1 |
641.5 |
703.7 |
|
| S4 |
564.4 |
587.8 |
689.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
748.2 |
702.2 |
46.0 |
6.5% |
23.9 |
3.4% |
15% |
False |
False |
243,498 |
| 10 |
755.9 |
702.2 |
53.7 |
7.6% |
20.3 |
2.9% |
13% |
False |
False |
203,046 |
| 20 |
764.1 |
702.2 |
61.9 |
8.7% |
18.4 |
2.6% |
11% |
False |
False |
209,171 |
| 40 |
764.1 |
646.2 |
117.9 |
16.6% |
18.7 |
2.6% |
54% |
False |
False |
224,631 |
| 60 |
764.1 |
646.2 |
117.9 |
16.6% |
18.3 |
2.6% |
54% |
False |
False |
241,532 |
| 80 |
766.2 |
646.2 |
120.0 |
16.9% |
17.4 |
2.4% |
53% |
False |
False |
185,707 |
| 100 |
766.2 |
646.2 |
120.0 |
16.9% |
16.4 |
2.3% |
53% |
False |
False |
148,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.2 |
|
2.618 |
829.0 |
|
1.618 |
795.2 |
|
1.000 |
774.3 |
|
0.618 |
761.4 |
|
HIGH |
740.5 |
|
0.618 |
727.6 |
|
0.500 |
723.6 |
|
0.382 |
719.6 |
|
LOW |
706.7 |
|
0.618 |
685.8 |
|
1.000 |
672.9 |
|
1.618 |
652.0 |
|
2.618 |
618.2 |
|
4.250 |
563.1 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
723.6 |
724.1 |
| PP |
718.8 |
719.1 |
| S1 |
714.1 |
714.2 |
|