CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
707.1 |
721.1 |
14.0 |
2.0% |
730.2 |
| High |
722.9 |
725.4 |
2.5 |
0.3% |
733.8 |
| Low |
705.0 |
702.8 |
-2.2 |
-0.3% |
685.7 |
| Close |
720.9 |
705.7 |
-15.2 |
-2.1% |
698.9 |
| Range |
17.9 |
22.6 |
4.7 |
26.3% |
48.1 |
| ATR |
21.5 |
21.6 |
0.1 |
0.4% |
0.0 |
| Volume |
262,968 |
226,885 |
-36,083 |
-13.7% |
1,343,331 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779.1 |
765.0 |
718.1 |
|
| R3 |
756.5 |
742.4 |
711.9 |
|
| R2 |
733.9 |
733.9 |
709.8 |
|
| R1 |
719.8 |
719.8 |
707.8 |
715.6 |
| PP |
711.3 |
711.3 |
711.3 |
709.2 |
| S1 |
697.2 |
697.2 |
703.6 |
693.0 |
| S2 |
688.7 |
688.7 |
701.6 |
|
| S3 |
666.1 |
674.6 |
699.5 |
|
| S4 |
643.5 |
652.0 |
693.3 |
|
|
| 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 |
725.4 |
690.0 |
35.4 |
5.0% |
17.6 |
2.5% |
44% |
True |
False |
251,343 |
| 10 |
733.8 |
685.7 |
48.1 |
6.8% |
18.9 |
2.7% |
42% |
False |
False |
264,760 |
| 20 |
733.8 |
637.5 |
96.3 |
13.6% |
24.2 |
3.4% |
71% |
False |
False |
301,751 |
| 40 |
804.7 |
637.5 |
167.2 |
23.7% |
21.8 |
3.1% |
41% |
False |
False |
273,769 |
| 60 |
804.7 |
637.5 |
167.2 |
23.7% |
20.4 |
2.9% |
41% |
False |
False |
193,580 |
| 80 |
838.5 |
637.5 |
201.0 |
28.5% |
20.1 |
2.9% |
34% |
False |
False |
145,231 |
| 100 |
863.7 |
637.5 |
226.2 |
32.1% |
18.9 |
2.7% |
30% |
False |
False |
116,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
821.5 |
|
2.618 |
784.6 |
|
1.618 |
762.0 |
|
1.000 |
748.0 |
|
0.618 |
739.4 |
|
HIGH |
725.4 |
|
0.618 |
716.8 |
|
0.500 |
714.1 |
|
0.382 |
711.4 |
|
LOW |
702.8 |
|
0.618 |
688.8 |
|
1.000 |
680.2 |
|
1.618 |
666.2 |
|
2.618 |
643.6 |
|
4.250 |
606.8 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
714.1 |
711.7 |
| PP |
711.3 |
709.7 |
| S1 |
708.5 |
707.7 |
|