CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
716.3 |
704.0 |
-12.3 |
-1.7% |
694.9 |
| High |
717.3 |
704.5 |
-12.8 |
-1.8% |
725.2 |
| Low |
701.7 |
682.7 |
-19.0 |
-2.7% |
682.7 |
| Close |
703.5 |
686.8 |
-16.7 |
-2.4% |
686.8 |
| Range |
15.6 |
21.8 |
6.2 |
39.7% |
42.5 |
| ATR |
19.8 |
20.0 |
0.1 |
0.7% |
0.0 |
| Volume |
241,015 |
218,043 |
-22,972 |
-9.5% |
1,240,230 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.7 |
743.6 |
698.8 |
|
| R3 |
734.9 |
721.8 |
692.8 |
|
| R2 |
713.1 |
713.1 |
690.8 |
|
| R1 |
700.0 |
700.0 |
688.8 |
695.7 |
| PP |
691.3 |
691.3 |
691.3 |
689.2 |
| S1 |
678.2 |
678.2 |
684.8 |
673.9 |
| S2 |
669.5 |
669.5 |
682.8 |
|
| S3 |
647.7 |
656.4 |
680.8 |
|
| S4 |
625.9 |
634.6 |
674.8 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.7 |
798.8 |
710.2 |
|
| R3 |
783.2 |
756.3 |
698.5 |
|
| R2 |
740.7 |
740.7 |
694.6 |
|
| R1 |
713.8 |
713.8 |
690.7 |
706.0 |
| PP |
698.2 |
698.2 |
698.2 |
694.4 |
| S1 |
671.3 |
671.3 |
682.9 |
663.5 |
| S2 |
655.7 |
655.7 |
679.0 |
|
| S3 |
613.2 |
628.8 |
675.1 |
|
| S4 |
570.7 |
586.3 |
663.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
725.2 |
682.7 |
42.5 |
6.2% |
18.6 |
2.7% |
10% |
False |
True |
248,046 |
| 10 |
725.2 |
682.6 |
42.6 |
6.2% |
18.4 |
2.7% |
10% |
False |
False |
242,978 |
| 20 |
733.8 |
682.6 |
51.2 |
7.5% |
18.6 |
2.7% |
8% |
False |
False |
253,869 |
| 40 |
762.9 |
637.5 |
125.4 |
18.3% |
22.2 |
3.2% |
39% |
False |
False |
285,218 |
| 60 |
804.7 |
637.5 |
167.2 |
24.3% |
20.7 |
3.0% |
29% |
False |
False |
234,000 |
| 80 |
812.6 |
637.5 |
175.1 |
25.5% |
20.3 |
3.0% |
28% |
False |
False |
175,587 |
| 100 |
863.7 |
637.5 |
226.2 |
32.9% |
19.6 |
2.9% |
22% |
False |
False |
140,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
797.2 |
|
2.618 |
761.6 |
|
1.618 |
739.8 |
|
1.000 |
726.3 |
|
0.618 |
718.0 |
|
HIGH |
704.5 |
|
0.618 |
696.2 |
|
0.500 |
693.6 |
|
0.382 |
691.0 |
|
LOW |
682.7 |
|
0.618 |
669.2 |
|
1.000 |
660.9 |
|
1.618 |
647.4 |
|
2.618 |
625.6 |
|
4.250 |
590.1 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
693.6 |
704.0 |
| PP |
691.3 |
698.2 |
| S1 |
689.1 |
692.5 |
|