CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
696.9 |
706.3 |
9.4 |
1.3% |
730.2 |
| High |
708.4 |
709.7 |
1.3 |
0.2% |
733.8 |
| Low |
685.7 |
692.9 |
7.2 |
1.1% |
685.7 |
| Close |
706.3 |
698.9 |
-7.4 |
-1.0% |
698.9 |
| Range |
22.7 |
16.8 |
-5.9 |
-26.0% |
48.1 |
| ATR |
23.3 |
22.8 |
-0.5 |
-2.0% |
0.0 |
| Volume |
258,881 |
312,877 |
53,996 |
20.9% |
1,343,331 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.9 |
741.7 |
708.1 |
|
| R3 |
734.1 |
724.9 |
703.5 |
|
| R2 |
717.3 |
717.3 |
702.0 |
|
| R1 |
708.1 |
708.1 |
700.4 |
704.3 |
| PP |
700.5 |
700.5 |
700.5 |
698.6 |
| S1 |
691.3 |
691.3 |
697.4 |
687.5 |
| S2 |
683.7 |
683.7 |
695.8 |
|
| S3 |
666.9 |
674.5 |
694.3 |
|
| S4 |
650.1 |
657.7 |
689.7 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.4 |
822.8 |
725.4 |
|
| R3 |
802.3 |
774.7 |
712.1 |
|
| R2 |
754.2 |
754.2 |
707.7 |
|
| R1 |
726.6 |
726.6 |
703.3 |
716.4 |
| PP |
706.1 |
706.1 |
706.1 |
701.0 |
| S1 |
678.5 |
678.5 |
694.5 |
668.3 |
| S2 |
658.0 |
658.0 |
690.1 |
|
| S3 |
609.9 |
630.4 |
685.7 |
|
| S4 |
561.8 |
582.3 |
672.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
733.8 |
685.7 |
48.1 |
6.9% |
18.9 |
2.7% |
27% |
False |
False |
268,666 |
| 10 |
733.8 |
675.9 |
57.9 |
8.3% |
22.4 |
3.2% |
40% |
False |
False |
275,611 |
| 20 |
733.8 |
637.5 |
96.3 |
13.8% |
24.2 |
3.5% |
64% |
False |
False |
312,023 |
| 40 |
804.7 |
637.5 |
167.2 |
23.9% |
21.9 |
3.1% |
37% |
False |
False |
265,716 |
| 60 |
804.7 |
637.5 |
167.2 |
23.9% |
20.4 |
2.9% |
37% |
False |
False |
177,868 |
| 80 |
843.3 |
637.5 |
205.8 |
29.4% |
20.3 |
2.9% |
30% |
False |
False |
133,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781.1 |
|
2.618 |
753.7 |
|
1.618 |
736.9 |
|
1.000 |
726.5 |
|
0.618 |
720.1 |
|
HIGH |
709.7 |
|
0.618 |
703.3 |
|
0.500 |
701.3 |
|
0.382 |
699.3 |
|
LOW |
692.9 |
|
0.618 |
682.5 |
|
1.000 |
676.1 |
|
1.618 |
665.7 |
|
2.618 |
648.9 |
|
4.250 |
621.5 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
701.3 |
699.1 |
| PP |
700.5 |
699.0 |
| S1 |
699.7 |
699.0 |
|