CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
716.5 |
716.3 |
-0.2 |
0.0% |
701.3 |
| High |
725.2 |
717.3 |
-7.9 |
-1.1% |
720.4 |
| Low |
709.6 |
701.7 |
-7.9 |
-1.1% |
682.6 |
| Close |
716.4 |
703.5 |
-12.9 |
-1.8% |
694.9 |
| Range |
15.6 |
15.6 |
0.0 |
0.0% |
37.8 |
| ATR |
20.1 |
19.8 |
-0.3 |
-1.6% |
0.0 |
| Volume |
261,122 |
241,015 |
-20,107 |
-7.7% |
946,736 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.3 |
744.5 |
712.1 |
|
| R3 |
738.7 |
728.9 |
707.8 |
|
| R2 |
723.1 |
723.1 |
706.4 |
|
| R1 |
713.3 |
713.3 |
704.9 |
710.4 |
| PP |
707.5 |
707.5 |
707.5 |
706.1 |
| S1 |
697.7 |
697.7 |
702.1 |
694.8 |
| S2 |
691.9 |
691.9 |
700.6 |
|
| S3 |
676.3 |
682.1 |
699.2 |
|
| S4 |
660.7 |
666.5 |
694.9 |
|
|
| 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 |
725.2 |
682.6 |
42.6 |
6.1% |
17.6 |
2.5% |
49% |
False |
False |
259,165 |
| 10 |
725.4 |
682.6 |
42.8 |
6.1% |
18.4 |
2.6% |
49% |
False |
False |
243,863 |
| 20 |
733.8 |
682.5 |
51.3 |
7.3% |
19.4 |
2.8% |
41% |
False |
False |
259,461 |
| 40 |
771.9 |
637.5 |
134.4 |
19.1% |
22.2 |
3.1% |
49% |
False |
False |
282,626 |
| 60 |
804.7 |
637.5 |
167.2 |
23.8% |
20.6 |
2.9% |
39% |
False |
False |
230,379 |
| 80 |
812.6 |
637.5 |
175.1 |
24.9% |
20.2 |
2.9% |
38% |
False |
False |
172,865 |
| 100 |
863.7 |
637.5 |
226.2 |
32.2% |
19.5 |
2.8% |
29% |
False |
False |
138,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
783.6 |
|
2.618 |
758.1 |
|
1.618 |
742.5 |
|
1.000 |
732.9 |
|
0.618 |
726.9 |
|
HIGH |
717.3 |
|
0.618 |
711.3 |
|
0.500 |
709.5 |
|
0.382 |
707.7 |
|
LOW |
701.7 |
|
0.618 |
692.1 |
|
1.000 |
686.1 |
|
1.618 |
676.5 |
|
2.618 |
660.9 |
|
4.250 |
635.4 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
709.5 |
713.5 |
| PP |
707.5 |
710.1 |
| S1 |
705.5 |
706.8 |
|