CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
699.2 |
707.1 |
7.9 |
1.1% |
730.2 |
| High |
713.6 |
722.9 |
9.3 |
1.3% |
733.8 |
| Low |
698.0 |
705.0 |
7.0 |
1.0% |
685.7 |
| Close |
707.3 |
720.9 |
13.6 |
1.9% |
698.9 |
| Range |
15.6 |
17.9 |
2.3 |
14.7% |
48.1 |
| ATR |
21.8 |
21.5 |
-0.3 |
-1.3% |
0.0 |
| Volume |
227,735 |
262,968 |
35,233 |
15.5% |
1,343,331 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.0 |
763.3 |
730.7 |
|
| R3 |
752.1 |
745.4 |
725.8 |
|
| R2 |
734.2 |
734.2 |
724.2 |
|
| R1 |
727.5 |
727.5 |
722.5 |
730.9 |
| PP |
716.3 |
716.3 |
716.3 |
717.9 |
| S1 |
709.6 |
709.6 |
719.3 |
713.0 |
| S2 |
698.4 |
698.4 |
717.6 |
|
| S3 |
680.5 |
691.7 |
716.0 |
|
| S4 |
662.6 |
673.8 |
711.1 |
|
|
| 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 |
722.9 |
685.7 |
37.2 |
5.2% |
17.6 |
2.4% |
95% |
True |
False |
257,742 |
| 10 |
733.8 |
682.5 |
51.3 |
7.1% |
20.3 |
2.8% |
75% |
False |
False |
275,060 |
| 20 |
733.8 |
637.5 |
96.3 |
13.4% |
24.1 |
3.3% |
87% |
False |
False |
304,915 |
| 40 |
804.7 |
637.5 |
167.2 |
23.2% |
21.6 |
3.0% |
50% |
False |
False |
274,575 |
| 60 |
804.7 |
637.5 |
167.2 |
23.2% |
20.3 |
2.8% |
50% |
False |
False |
189,805 |
| 80 |
838.5 |
637.5 |
201.0 |
27.9% |
20.2 |
2.8% |
41% |
False |
False |
142,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
799.0 |
|
2.618 |
769.8 |
|
1.618 |
751.9 |
|
1.000 |
740.8 |
|
0.618 |
734.0 |
|
HIGH |
722.9 |
|
0.618 |
716.1 |
|
0.500 |
714.0 |
|
0.382 |
711.8 |
|
LOW |
705.0 |
|
0.618 |
693.9 |
|
1.000 |
687.1 |
|
1.618 |
676.0 |
|
2.618 |
658.1 |
|
4.250 |
628.9 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
718.6 |
716.1 |
| PP |
716.3 |
711.3 |
| S1 |
714.0 |
706.5 |
|