CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
701.6 |
703.7 |
2.1 |
0.3% |
663.0 |
| High |
706.2 |
704.6 |
-1.6 |
-0.2% |
689.8 |
| Low |
694.5 |
695.4 |
0.9 |
0.1% |
640.1 |
| Close |
704.2 |
698.3 |
-5.9 |
-0.8% |
675.4 |
| Range |
11.7 |
9.2 |
-2.5 |
-21.4% |
49.7 |
| ATR |
22.8 |
21.8 |
-1.0 |
-4.3% |
0.0 |
| Volume |
219,589 |
217,464 |
-2,125 |
-1.0% |
1,795,794 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727.0 |
721.9 |
703.4 |
|
| R3 |
717.8 |
712.7 |
700.8 |
|
| R2 |
708.6 |
708.6 |
700.0 |
|
| R1 |
703.5 |
703.5 |
699.1 |
701.5 |
| PP |
699.4 |
699.4 |
699.4 |
698.4 |
| S1 |
694.3 |
694.3 |
697.5 |
692.3 |
| S2 |
690.2 |
690.2 |
696.6 |
|
| S3 |
681.0 |
685.1 |
695.8 |
|
| S4 |
671.8 |
675.9 |
693.2 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.5 |
796.2 |
702.7 |
|
| R3 |
767.8 |
746.5 |
689.1 |
|
| R2 |
718.1 |
718.1 |
684.5 |
|
| R1 |
696.8 |
696.8 |
680.0 |
707.5 |
| PP |
668.4 |
668.4 |
668.4 |
673.8 |
| S1 |
647.1 |
647.1 |
670.8 |
657.8 |
| S2 |
618.7 |
618.7 |
666.3 |
|
| S3 |
569.0 |
597.4 |
661.7 |
|
| S4 |
519.3 |
547.7 |
648.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
706.2 |
657.5 |
48.7 |
7.0% |
20.7 |
3.0% |
84% |
False |
False |
317,416 |
| 10 |
706.2 |
640.1 |
66.1 |
9.5% |
25.2 |
3.6% |
88% |
False |
False |
296,552 |
| 20 |
725.2 |
640.1 |
85.1 |
12.2% |
22.4 |
3.2% |
68% |
False |
False |
150,523 |
| 40 |
733.4 |
640.1 |
93.3 |
13.4% |
20.2 |
2.9% |
62% |
False |
False |
75,334 |
| 60 |
780.7 |
638.6 |
142.1 |
20.3% |
21.0 |
3.0% |
42% |
False |
False |
50,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
743.7 |
|
2.618 |
728.7 |
|
1.618 |
719.5 |
|
1.000 |
713.8 |
|
0.618 |
710.3 |
|
HIGH |
704.6 |
|
0.618 |
701.1 |
|
0.500 |
700.0 |
|
0.382 |
698.9 |
|
LOW |
695.4 |
|
0.618 |
689.7 |
|
1.000 |
686.2 |
|
1.618 |
680.5 |
|
2.618 |
671.3 |
|
4.250 |
656.3 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
700.0 |
695.8 |
| PP |
699.4 |
693.3 |
| S1 |
698.9 |
690.9 |
|