CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
698.9 |
699.2 |
0.3 |
0.0% |
730.2 |
| High |
705.1 |
713.6 |
8.5 |
1.2% |
733.8 |
| Low |
690.0 |
698.0 |
8.0 |
1.2% |
685.7 |
| Close |
699.3 |
707.3 |
8.0 |
1.1% |
698.9 |
| Range |
15.1 |
15.6 |
0.5 |
3.3% |
48.1 |
| ATR |
22.3 |
21.8 |
-0.5 |
-2.1% |
0.0 |
| Volume |
226,250 |
227,735 |
1,485 |
0.7% |
1,343,331 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753.1 |
745.8 |
715.9 |
|
| R3 |
737.5 |
730.2 |
711.6 |
|
| R2 |
721.9 |
721.9 |
710.2 |
|
| R1 |
714.6 |
714.6 |
708.7 |
718.3 |
| PP |
706.3 |
706.3 |
706.3 |
708.1 |
| S1 |
699.0 |
699.0 |
705.9 |
702.7 |
| S2 |
690.7 |
690.7 |
704.4 |
|
| S3 |
675.1 |
683.4 |
703.0 |
|
| S4 |
659.5 |
667.8 |
698.7 |
|
|
| 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 |
713.6 |
685.7 |
27.9 |
3.9% |
18.2 |
2.6% |
77% |
True |
False |
265,893 |
| 10 |
733.8 |
682.5 |
51.3 |
7.3% |
21.2 |
3.0% |
48% |
False |
False |
268,294 |
| 20 |
733.8 |
637.5 |
96.3 |
13.6% |
24.1 |
3.4% |
72% |
False |
False |
301,824 |
| 40 |
804.7 |
637.5 |
167.2 |
23.6% |
21.6 |
3.1% |
42% |
False |
False |
275,267 |
| 60 |
804.7 |
637.5 |
167.2 |
23.6% |
20.4 |
2.9% |
42% |
False |
False |
185,429 |
| 80 |
838.5 |
637.5 |
201.0 |
28.4% |
20.4 |
2.9% |
35% |
False |
False |
139,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779.9 |
|
2.618 |
754.4 |
|
1.618 |
738.8 |
|
1.000 |
729.2 |
|
0.618 |
723.2 |
|
HIGH |
713.6 |
|
0.618 |
707.6 |
|
0.500 |
705.8 |
|
0.382 |
704.0 |
|
LOW |
698.0 |
|
0.618 |
688.4 |
|
1.000 |
682.4 |
|
1.618 |
672.8 |
|
2.618 |
657.2 |
|
4.250 |
631.7 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.8 |
705.5 |
| PP |
706.3 |
703.6 |
| S1 |
705.8 |
701.8 |
|