CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
721.1 |
705.0 |
-16.1 |
-2.2% |
698.9 |
| High |
725.4 |
708.3 |
-17.1 |
-2.4% |
725.4 |
| Low |
702.8 |
694.1 |
-8.7 |
-1.2% |
690.0 |
| Close |
705.7 |
701.3 |
-4.4 |
-0.6% |
701.3 |
| Range |
22.6 |
14.2 |
-8.4 |
-37.2% |
35.4 |
| ATR |
21.6 |
21.1 |
-0.5 |
-2.4% |
0.0 |
| Volume |
226,885 |
242,822 |
15,937 |
7.0% |
1,186,660 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743.8 |
736.8 |
709.1 |
|
| R3 |
729.6 |
722.6 |
705.2 |
|
| R2 |
715.4 |
715.4 |
703.9 |
|
| R1 |
708.4 |
708.4 |
702.6 |
704.8 |
| PP |
701.2 |
701.2 |
701.2 |
699.5 |
| S1 |
694.2 |
694.2 |
700.0 |
690.6 |
| S2 |
687.0 |
687.0 |
698.7 |
|
| S3 |
672.8 |
680.0 |
697.4 |
|
| S4 |
658.6 |
665.8 |
693.5 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.8 |
791.9 |
720.8 |
|
| R3 |
776.4 |
756.5 |
711.0 |
|
| R2 |
741.0 |
741.0 |
707.8 |
|
| R1 |
721.1 |
721.1 |
704.5 |
731.1 |
| PP |
705.6 |
705.6 |
705.6 |
710.5 |
| S1 |
685.7 |
685.7 |
698.1 |
695.7 |
| S2 |
670.2 |
670.2 |
694.8 |
|
| S3 |
634.8 |
650.3 |
691.6 |
|
| S4 |
599.4 |
614.9 |
681.8 |
|
|
| 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% |
17.1 |
2.4% |
32% |
False |
False |
237,332 |
| 10 |
733.8 |
685.7 |
48.1 |
6.9% |
18.0 |
2.6% |
32% |
False |
False |
252,999 |
| 20 |
733.8 |
637.5 |
96.3 |
13.7% |
23.6 |
3.4% |
66% |
False |
False |
296,488 |
| 40 |
804.7 |
637.5 |
167.2 |
23.8% |
21.6 |
3.1% |
38% |
False |
False |
271,455 |
| 60 |
804.7 |
637.5 |
167.2 |
23.8% |
20.2 |
2.9% |
38% |
False |
False |
197,626 |
| 80 |
838.5 |
637.5 |
201.0 |
28.7% |
20.1 |
2.9% |
32% |
False |
False |
148,265 |
| 100 |
863.7 |
637.5 |
226.2 |
32.3% |
18.9 |
2.7% |
28% |
False |
False |
118,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768.7 |
|
2.618 |
745.5 |
|
1.618 |
731.3 |
|
1.000 |
722.5 |
|
0.618 |
717.1 |
|
HIGH |
708.3 |
|
0.618 |
702.9 |
|
0.500 |
701.2 |
|
0.382 |
699.5 |
|
LOW |
694.1 |
|
0.618 |
685.3 |
|
1.000 |
679.9 |
|
1.618 |
671.1 |
|
2.618 |
656.9 |
|
4.250 |
633.8 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
701.3 |
709.8 |
| PP |
701.2 |
706.9 |
| S1 |
701.2 |
704.1 |
|