CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
694.9 |
710.3 |
15.4 |
2.2% |
701.3 |
| High |
712.9 |
725.0 |
12.1 |
1.7% |
720.4 |
| Low |
692.5 |
705.5 |
13.0 |
1.9% |
682.6 |
| Close |
710.6 |
716.8 |
6.2 |
0.9% |
694.9 |
| Range |
20.4 |
19.5 |
-0.9 |
-4.4% |
37.8 |
| ATR |
20.6 |
20.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
252,038 |
268,012 |
15,974 |
6.3% |
946,736 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774.3 |
765.0 |
727.5 |
|
| R3 |
754.8 |
745.5 |
722.2 |
|
| R2 |
735.3 |
735.3 |
720.4 |
|
| R1 |
726.0 |
726.0 |
718.6 |
730.7 |
| PP |
715.8 |
715.8 |
715.8 |
718.1 |
| S1 |
706.5 |
706.5 |
715.0 |
711.2 |
| S2 |
696.3 |
696.3 |
713.2 |
|
| S3 |
676.8 |
687.0 |
711.4 |
|
| S4 |
657.3 |
667.5 |
706.1 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.7 |
791.6 |
715.7 |
|
| R3 |
774.9 |
753.8 |
705.3 |
|
| R2 |
737.1 |
737.1 |
701.8 |
|
| R1 |
716.0 |
716.0 |
698.4 |
707.7 |
| PP |
699.3 |
699.3 |
699.3 |
695.1 |
| S1 |
678.2 |
678.2 |
691.4 |
669.9 |
| S2 |
661.5 |
661.5 |
688.0 |
|
| S3 |
623.7 |
640.4 |
684.5 |
|
| S4 |
585.9 |
602.6 |
674.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
725.0 |
682.6 |
42.4 |
5.9% |
20.2 |
2.8% |
81% |
True |
False |
253,975 |
| 10 |
725.4 |
682.6 |
42.8 |
6.0% |
18.7 |
2.6% |
80% |
False |
False |
242,719 |
| 20 |
733.8 |
682.5 |
51.3 |
7.2% |
19.9 |
2.8% |
67% |
False |
False |
256,655 |
| 40 |
788.8 |
637.5 |
151.3 |
21.1% |
22.1 |
3.1% |
52% |
False |
False |
277,485 |
| 60 |
804.7 |
637.5 |
167.2 |
23.3% |
20.5 |
2.9% |
47% |
False |
False |
222,030 |
| 80 |
831.4 |
637.5 |
193.9 |
27.1% |
20.4 |
2.8% |
41% |
False |
False |
166,593 |
| 100 |
863.7 |
637.5 |
226.2 |
31.6% |
19.5 |
2.7% |
35% |
False |
False |
133,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
807.9 |
|
2.618 |
776.1 |
|
1.618 |
756.6 |
|
1.000 |
744.5 |
|
0.618 |
737.1 |
|
HIGH |
725.0 |
|
0.618 |
717.6 |
|
0.500 |
715.3 |
|
0.382 |
712.9 |
|
LOW |
705.5 |
|
0.618 |
693.4 |
|
1.000 |
686.0 |
|
1.618 |
673.9 |
|
2.618 |
654.4 |
|
4.250 |
622.6 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
716.3 |
712.5 |
| PP |
715.8 |
708.1 |
| S1 |
715.3 |
703.8 |
|