CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
688.1 |
683.9 |
-4.2 |
-0.6% |
694.9 |
| High |
690.0 |
686.6 |
-3.4 |
-0.5% |
725.2 |
| Low |
674.0 |
669.6 |
-4.4 |
-0.7% |
682.7 |
| Close |
683.9 |
679.9 |
-4.0 |
-0.6% |
686.8 |
| Range |
16.0 |
17.0 |
1.0 |
6.3% |
42.5 |
| ATR |
19.7 |
19.5 |
-0.2 |
-1.0% |
0.0 |
| Volume |
256,363 |
251,829 |
-4,534 |
-1.8% |
1,240,230 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729.7 |
721.8 |
689.3 |
|
| R3 |
712.7 |
704.8 |
684.6 |
|
| R2 |
695.7 |
695.7 |
683.0 |
|
| R1 |
687.8 |
687.8 |
681.5 |
683.3 |
| PP |
678.7 |
678.7 |
678.7 |
676.4 |
| S1 |
670.8 |
670.8 |
678.3 |
666.3 |
| S2 |
661.7 |
661.7 |
676.8 |
|
| S3 |
644.7 |
653.8 |
675.2 |
|
| S4 |
627.7 |
636.8 |
670.6 |
|
|
| 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 |
669.6 |
55.6 |
8.2% |
17.2 |
2.5% |
19% |
False |
True |
245,674 |
| 10 |
725.2 |
669.6 |
55.6 |
8.2% |
18.7 |
2.8% |
19% |
False |
True |
249,825 |
| 20 |
725.4 |
669.6 |
55.8 |
8.2% |
18.4 |
2.7% |
18% |
False |
True |
247,618 |
| 40 |
739.0 |
637.5 |
101.5 |
14.9% |
21.8 |
3.2% |
42% |
False |
False |
287,131 |
| 60 |
804.7 |
637.5 |
167.2 |
24.6% |
20.8 |
3.1% |
25% |
False |
False |
242,443 |
| 80 |
804.7 |
637.5 |
167.2 |
24.6% |
20.0 |
2.9% |
25% |
False |
False |
181,933 |
| 100 |
863.7 |
637.5 |
226.2 |
33.3% |
19.8 |
2.9% |
19% |
False |
False |
145,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758.9 |
|
2.618 |
731.1 |
|
1.618 |
714.1 |
|
1.000 |
703.6 |
|
0.618 |
697.1 |
|
HIGH |
686.6 |
|
0.618 |
680.1 |
|
0.500 |
678.1 |
|
0.382 |
676.1 |
|
LOW |
669.6 |
|
0.618 |
659.1 |
|
1.000 |
652.6 |
|
1.618 |
642.1 |
|
2.618 |
625.1 |
|
4.250 |
597.4 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
679.3 |
687.1 |
| PP |
678.7 |
684.7 |
| S1 |
678.1 |
682.3 |
|