CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
701.3 |
706.4 |
5.1 |
0.7% |
698.9 |
| High |
714.1 |
712.9 |
-1.2 |
-0.2% |
725.4 |
| Low |
698.8 |
694.3 |
-4.5 |
-0.6% |
690.0 |
| Close |
706.4 |
711.7 |
5.3 |
0.8% |
701.3 |
| Range |
15.3 |
18.6 |
3.3 |
21.6% |
35.4 |
| ATR |
20.6 |
20.5 |
-0.1 |
-0.7% |
0.0 |
| Volume |
196,908 |
206,492 |
9,584 |
4.9% |
1,186,660 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.1 |
755.5 |
721.9 |
|
| R3 |
743.5 |
736.9 |
716.8 |
|
| R2 |
724.9 |
724.9 |
715.1 |
|
| R1 |
718.3 |
718.3 |
713.4 |
721.6 |
| PP |
706.3 |
706.3 |
706.3 |
708.0 |
| S1 |
699.7 |
699.7 |
710.0 |
703.0 |
| S2 |
687.7 |
687.7 |
708.3 |
|
| S3 |
669.1 |
681.1 |
706.6 |
|
| S4 |
650.5 |
662.5 |
701.5 |
|
|
| 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 |
694.1 |
31.3 |
4.4% |
17.7 |
2.5% |
56% |
False |
False |
227,215 |
| 10 |
725.4 |
685.7 |
39.7 |
5.6% |
18.0 |
2.5% |
65% |
False |
False |
246,554 |
| 20 |
733.8 |
648.4 |
85.4 |
12.0% |
21.6 |
3.0% |
74% |
False |
False |
279,114 |
| 40 |
804.7 |
637.5 |
167.2 |
23.5% |
21.7 |
3.0% |
44% |
False |
False |
265,237 |
| 60 |
804.7 |
637.5 |
167.2 |
23.5% |
20.5 |
2.9% |
44% |
False |
False |
204,337 |
| 80 |
838.5 |
637.5 |
201.0 |
28.2% |
20.1 |
2.8% |
37% |
False |
False |
153,303 |
| 100 |
863.7 |
637.5 |
226.2 |
31.8% |
19.1 |
2.7% |
33% |
False |
False |
122,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.0 |
|
2.618 |
761.6 |
|
1.618 |
743.0 |
|
1.000 |
731.5 |
|
0.618 |
724.4 |
|
HIGH |
712.9 |
|
0.618 |
705.8 |
|
0.500 |
703.6 |
|
0.382 |
701.4 |
|
LOW |
694.3 |
|
0.618 |
682.8 |
|
1.000 |
675.7 |
|
1.618 |
664.2 |
|
2.618 |
645.6 |
|
4.250 |
615.3 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
709.0 |
709.2 |
| PP |
706.3 |
706.6 |
| S1 |
703.6 |
704.1 |
|