CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
673.9 |
667.6 |
-6.3 |
-0.9% |
688.1 |
| High |
682.0 |
681.8 |
-0.2 |
0.0% |
690.0 |
| Low |
666.3 |
653.6 |
-12.7 |
-1.9% |
653.1 |
| Close |
667.4 |
678.7 |
11.3 |
1.7% |
660.6 |
| Range |
15.7 |
28.2 |
12.5 |
79.6% |
36.9 |
| ATR |
20.3 |
20.8 |
0.6 |
2.8% |
0.0 |
| Volume |
365,075 |
295,067 |
-70,008 |
-19.2% |
1,369,635 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.0 |
745.5 |
694.2 |
|
| R3 |
727.8 |
717.3 |
686.5 |
|
| R2 |
699.6 |
699.6 |
683.9 |
|
| R1 |
689.1 |
689.1 |
681.3 |
694.4 |
| PP |
671.4 |
671.4 |
671.4 |
674.0 |
| S1 |
660.9 |
660.9 |
676.1 |
666.2 |
| S2 |
643.2 |
643.2 |
673.5 |
|
| S3 |
615.0 |
632.7 |
670.9 |
|
| S4 |
586.8 |
604.5 |
663.2 |
|
|
| 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 |
682.0 |
642.3 |
39.7 |
5.8% |
23.0 |
3.4% |
92% |
False |
False |
305,595 |
| 10 |
704.5 |
642.3 |
62.2 |
9.2% |
21.2 |
3.1% |
59% |
False |
False |
284,231 |
| 20 |
725.4 |
642.3 |
83.1 |
12.2% |
19.8 |
2.9% |
44% |
False |
False |
264,047 |
| 40 |
733.8 |
637.5 |
96.3 |
14.2% |
22.0 |
3.2% |
43% |
False |
False |
284,481 |
| 60 |
804.7 |
637.5 |
167.2 |
24.6% |
21.0 |
3.1% |
25% |
False |
False |
271,066 |
| 80 |
804.7 |
637.5 |
167.2 |
24.6% |
20.2 |
3.0% |
25% |
False |
False |
208,365 |
| 100 |
838.5 |
637.5 |
201.0 |
29.6% |
20.1 |
3.0% |
20% |
False |
False |
166,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
801.7 |
|
2.618 |
755.6 |
|
1.618 |
727.4 |
|
1.000 |
710.0 |
|
0.618 |
699.2 |
|
HIGH |
681.8 |
|
0.618 |
671.0 |
|
0.500 |
667.7 |
|
0.382 |
664.4 |
|
LOW |
653.6 |
|
0.618 |
636.2 |
|
1.000 |
625.4 |
|
1.618 |
608.0 |
|
2.618 |
579.8 |
|
4.250 |
533.8 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
675.0 |
673.5 |
| PP |
671.4 |
668.3 |
| S1 |
667.7 |
663.1 |
|