CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
680.2 |
685.5 |
5.3 |
0.8% |
694.9 |
| High |
688.8 |
690.0 |
1.2 |
0.2% |
725.2 |
| Low |
675.9 |
660.4 |
-15.5 |
-2.3% |
682.7 |
| Close |
685.9 |
662.2 |
-23.7 |
-3.5% |
686.8 |
| Range |
12.9 |
29.6 |
16.7 |
129.5% |
42.5 |
| ATR |
19.0 |
19.8 |
0.8 |
4.0% |
0.0 |
| Volume |
295,131 |
292,976 |
-2,155 |
-0.7% |
1,240,230 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759.7 |
740.5 |
678.5 |
|
| R3 |
730.1 |
710.9 |
670.3 |
|
| R2 |
700.5 |
700.5 |
667.6 |
|
| R1 |
681.3 |
681.3 |
664.9 |
676.1 |
| PP |
670.9 |
670.9 |
670.9 |
668.3 |
| S1 |
651.7 |
651.7 |
659.5 |
646.5 |
| S2 |
641.3 |
641.3 |
656.8 |
|
| S3 |
611.7 |
622.1 |
654.1 |
|
| S4 |
582.1 |
592.5 |
645.9 |
|
|
| 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 |
704.5 |
660.4 |
44.1 |
6.7% |
19.5 |
2.9% |
4% |
False |
True |
262,868 |
| 10 |
725.2 |
660.4 |
64.8 |
9.8% |
18.5 |
2.8% |
3% |
False |
True |
261,017 |
| 20 |
725.4 |
660.4 |
65.0 |
9.8% |
18.5 |
2.8% |
3% |
False |
True |
252,084 |
| 40 |
733.8 |
637.5 |
96.3 |
14.5% |
21.6 |
3.3% |
26% |
False |
False |
286,375 |
| 60 |
804.7 |
637.5 |
167.2 |
25.2% |
20.9 |
3.2% |
15% |
False |
False |
252,043 |
| 80 |
804.7 |
637.5 |
167.2 |
25.2% |
20.1 |
3.0% |
15% |
False |
False |
189,278 |
| 100 |
853.8 |
637.5 |
216.3 |
32.7% |
19.9 |
3.0% |
11% |
False |
False |
151,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815.8 |
|
2.618 |
767.5 |
|
1.618 |
737.9 |
|
1.000 |
719.6 |
|
0.618 |
708.3 |
|
HIGH |
690.0 |
|
0.618 |
678.7 |
|
0.500 |
675.2 |
|
0.382 |
671.7 |
|
LOW |
660.4 |
|
0.618 |
642.1 |
|
1.000 |
630.8 |
|
1.618 |
612.5 |
|
2.618 |
582.9 |
|
4.250 |
534.6 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
675.2 |
675.2 |
| PP |
670.9 |
670.9 |
| S1 |
666.5 |
666.5 |
|