CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
685.5 |
661.7 |
-23.8 |
-3.5% |
688.1 |
| High |
690.0 |
669.9 |
-20.1 |
-2.9% |
690.0 |
| Low |
660.4 |
653.1 |
-7.3 |
-1.1% |
653.1 |
| Close |
662.2 |
660.6 |
-1.6 |
-0.2% |
660.6 |
| Range |
29.6 |
16.8 |
-12.8 |
-43.2% |
36.9 |
| ATR |
19.8 |
19.6 |
-0.2 |
-1.1% |
0.0 |
| Volume |
292,976 |
273,336 |
-19,640 |
-6.7% |
1,369,635 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.6 |
702.9 |
669.8 |
|
| R3 |
694.8 |
686.1 |
665.2 |
|
| R2 |
678.0 |
678.0 |
663.7 |
|
| R1 |
669.3 |
669.3 |
662.1 |
665.3 |
| PP |
661.2 |
661.2 |
661.2 |
659.2 |
| S1 |
652.5 |
652.5 |
659.1 |
648.5 |
| S2 |
644.4 |
644.4 |
657.5 |
|
| S3 |
627.6 |
635.7 |
656.0 |
|
| S4 |
610.8 |
618.9 |
651.4 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.6 |
756.5 |
680.9 |
|
| R3 |
741.7 |
719.6 |
670.7 |
|
| R2 |
704.8 |
704.8 |
667.4 |
|
| R1 |
682.7 |
682.7 |
664.0 |
675.3 |
| PP |
667.9 |
667.9 |
667.9 |
664.2 |
| S1 |
645.8 |
645.8 |
657.2 |
638.4 |
| S2 |
631.0 |
631.0 |
653.8 |
|
| S3 |
594.1 |
608.9 |
650.5 |
|
| S4 |
557.2 |
572.0 |
640.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
690.0 |
653.1 |
36.9 |
5.6% |
18.5 |
2.8% |
20% |
False |
True |
273,927 |
| 10 |
725.2 |
653.1 |
72.1 |
10.9% |
18.5 |
2.8% |
10% |
False |
True |
260,986 |
| 20 |
725.4 |
653.1 |
72.3 |
10.9% |
18.2 |
2.8% |
10% |
False |
True |
252,806 |
| 40 |
733.8 |
637.5 |
96.3 |
14.6% |
21.4 |
3.2% |
24% |
False |
False |
284,296 |
| 60 |
804.7 |
637.5 |
167.2 |
25.3% |
21.0 |
3.2% |
14% |
False |
False |
256,407 |
| 80 |
804.7 |
637.5 |
167.2 |
25.3% |
20.0 |
3.0% |
14% |
False |
False |
192,693 |
| 100 |
845.3 |
637.5 |
207.8 |
31.5% |
19.9 |
3.0% |
11% |
False |
False |
154,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
741.3 |
|
2.618 |
713.9 |
|
1.618 |
697.1 |
|
1.000 |
686.7 |
|
0.618 |
680.3 |
|
HIGH |
669.9 |
|
0.618 |
663.5 |
|
0.500 |
661.5 |
|
0.382 |
659.5 |
|
LOW |
653.1 |
|
0.618 |
642.7 |
|
1.000 |
636.3 |
|
1.618 |
625.9 |
|
2.618 |
609.1 |
|
4.250 |
581.7 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
661.5 |
671.6 |
| PP |
661.2 |
667.9 |
| S1 |
660.9 |
664.3 |
|