CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
706.4 |
711.7 |
5.3 |
0.8% |
698.9 |
| High |
712.9 |
720.4 |
7.5 |
1.1% |
725.4 |
| Low |
694.3 |
694.8 |
0.5 |
0.1% |
690.0 |
| Close |
711.7 |
697.6 |
-14.1 |
-2.0% |
701.3 |
| Range |
18.6 |
25.6 |
7.0 |
37.6% |
35.4 |
| ATR |
20.5 |
20.9 |
0.4 |
1.8% |
0.0 |
| Volume |
206,492 |
269,694 |
63,202 |
30.6% |
1,186,660 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.1 |
764.9 |
711.7 |
|
| R3 |
755.5 |
739.3 |
704.6 |
|
| R2 |
729.9 |
729.9 |
702.3 |
|
| R1 |
713.7 |
713.7 |
699.9 |
709.0 |
| PP |
704.3 |
704.3 |
704.3 |
701.9 |
| S1 |
688.1 |
688.1 |
695.3 |
683.4 |
| S2 |
678.7 |
678.7 |
692.9 |
|
| S3 |
653.1 |
662.5 |
690.6 |
|
| S4 |
627.5 |
636.9 |
683.5 |
|
|
| 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 |
4.5% |
19.3 |
2.8% |
11% |
False |
False |
228,560 |
| 10 |
725.4 |
685.7 |
39.7 |
5.7% |
18.4 |
2.6% |
30% |
False |
False |
243,151 |
| 20 |
733.8 |
675.9 |
57.9 |
8.3% |
20.5 |
2.9% |
37% |
False |
False |
268,151 |
| 40 |
804.7 |
637.5 |
167.2 |
24.0% |
21.9 |
3.1% |
36% |
False |
False |
265,467 |
| 60 |
804.7 |
637.5 |
167.2 |
24.0% |
20.9 |
3.0% |
36% |
False |
False |
208,820 |
| 80 |
838.5 |
637.5 |
201.0 |
28.8% |
20.2 |
2.9% |
30% |
False |
False |
156,674 |
| 100 |
863.7 |
637.5 |
226.2 |
32.4% |
19.3 |
2.8% |
27% |
False |
False |
125,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829.2 |
|
2.618 |
787.4 |
|
1.618 |
761.8 |
|
1.000 |
746.0 |
|
0.618 |
736.2 |
|
HIGH |
720.4 |
|
0.618 |
710.6 |
|
0.500 |
707.6 |
|
0.382 |
704.6 |
|
LOW |
694.8 |
|
0.618 |
679.0 |
|
1.000 |
669.2 |
|
1.618 |
653.4 |
|
2.618 |
627.8 |
|
4.250 |
586.0 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
707.6 |
707.4 |
| PP |
704.3 |
704.1 |
| S1 |
700.9 |
700.9 |
|