CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
661.7 |
660.0 |
-1.7 |
-0.3% |
688.1 |
| High |
669.9 |
665.4 |
-4.5 |
-0.7% |
690.0 |
| Low |
653.1 |
642.3 |
-10.8 |
-1.7% |
653.1 |
| Close |
660.6 |
647.1 |
-13.5 |
-2.0% |
660.6 |
| Range |
16.8 |
23.1 |
6.3 |
37.5% |
36.9 |
| ATR |
19.6 |
19.8 |
0.3 |
1.3% |
0.0 |
| Volume |
273,336 |
328,717 |
55,381 |
20.3% |
1,369,635 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720.9 |
707.1 |
659.8 |
|
| R3 |
697.8 |
684.0 |
653.5 |
|
| R2 |
674.7 |
674.7 |
651.3 |
|
| R1 |
660.9 |
660.9 |
649.2 |
656.3 |
| PP |
651.6 |
651.6 |
651.6 |
649.3 |
| S1 |
637.8 |
637.8 |
645.0 |
633.2 |
| S2 |
628.5 |
628.5 |
642.9 |
|
| S3 |
605.4 |
614.7 |
640.7 |
|
| S4 |
582.3 |
591.6 |
634.4 |
|
|
| 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 |
642.3 |
47.7 |
7.4% |
19.9 |
3.1% |
10% |
False |
True |
288,397 |
| 10 |
725.2 |
642.3 |
82.9 |
12.8% |
18.8 |
2.9% |
6% |
False |
True |
268,654 |
| 20 |
725.4 |
642.3 |
83.1 |
12.8% |
18.5 |
2.9% |
6% |
False |
True |
253,598 |
| 40 |
733.8 |
637.5 |
96.3 |
14.9% |
21.4 |
3.3% |
10% |
False |
False |
282,811 |
| 60 |
804.7 |
637.5 |
167.2 |
25.8% |
20.8 |
3.2% |
6% |
False |
False |
261,677 |
| 80 |
804.7 |
637.5 |
167.2 |
25.8% |
19.9 |
3.1% |
6% |
False |
False |
196,800 |
| 100 |
843.3 |
637.5 |
205.8 |
31.8% |
20.0 |
3.1% |
5% |
False |
False |
157,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763.6 |
|
2.618 |
725.9 |
|
1.618 |
702.8 |
|
1.000 |
688.5 |
|
0.618 |
679.7 |
|
HIGH |
665.4 |
|
0.618 |
656.6 |
|
0.500 |
653.9 |
|
0.382 |
651.1 |
|
LOW |
642.3 |
|
0.618 |
628.0 |
|
1.000 |
619.2 |
|
1.618 |
604.9 |
|
2.618 |
581.8 |
|
4.250 |
544.1 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
653.9 |
666.2 |
| PP |
651.6 |
659.8 |
| S1 |
649.4 |
653.5 |
|