CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
704.0 |
688.1 |
-15.9 |
-2.3% |
694.9 |
| High |
704.5 |
690.0 |
-14.5 |
-2.1% |
725.2 |
| Low |
682.7 |
674.0 |
-8.7 |
-1.3% |
682.7 |
| Close |
686.8 |
683.9 |
-2.9 |
-0.4% |
686.8 |
| Range |
21.8 |
16.0 |
-5.8 |
-26.6% |
42.5 |
| ATR |
20.0 |
19.7 |
-0.3 |
-1.4% |
0.0 |
| Volume |
218,043 |
256,363 |
38,320 |
17.6% |
1,240,230 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730.6 |
723.3 |
692.7 |
|
| R3 |
714.6 |
707.3 |
688.3 |
|
| R2 |
698.6 |
698.6 |
686.8 |
|
| R1 |
691.3 |
691.3 |
685.4 |
687.0 |
| PP |
682.6 |
682.6 |
682.6 |
680.5 |
| S1 |
675.3 |
675.3 |
682.4 |
671.0 |
| S2 |
666.6 |
666.6 |
681.0 |
|
| S3 |
650.6 |
659.3 |
679.5 |
|
| S4 |
634.6 |
643.3 |
675.1 |
|
|
| 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 |
674.0 |
51.2 |
7.5% |
17.7 |
2.6% |
19% |
False |
True |
248,911 |
| 10 |
725.2 |
674.0 |
51.2 |
7.5% |
18.5 |
2.7% |
19% |
False |
True |
244,332 |
| 20 |
733.8 |
674.0 |
59.8 |
8.7% |
18.3 |
2.7% |
17% |
False |
True |
248,666 |
| 40 |
753.1 |
637.5 |
115.6 |
16.9% |
22.2 |
3.2% |
40% |
False |
False |
285,797 |
| 60 |
804.7 |
637.5 |
167.2 |
24.4% |
20.8 |
3.0% |
28% |
False |
False |
238,254 |
| 80 |
812.6 |
637.5 |
175.1 |
25.6% |
20.2 |
3.0% |
26% |
False |
False |
178,789 |
| 100 |
863.7 |
637.5 |
226.2 |
33.1% |
19.7 |
2.9% |
21% |
False |
False |
143,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758.0 |
|
2.618 |
731.9 |
|
1.618 |
715.9 |
|
1.000 |
706.0 |
|
0.618 |
699.9 |
|
HIGH |
690.0 |
|
0.618 |
683.9 |
|
0.500 |
682.0 |
|
0.382 |
680.1 |
|
LOW |
674.0 |
|
0.618 |
664.1 |
|
1.000 |
658.0 |
|
1.618 |
648.1 |
|
2.618 |
632.1 |
|
4.250 |
606.0 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
683.3 |
695.7 |
| PP |
682.6 |
691.7 |
| S1 |
682.0 |
687.8 |
|