CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
667.6 |
677.3 |
9.7 |
1.5% |
660.0 |
| High |
681.8 |
690.8 |
9.0 |
1.3% |
690.8 |
| Low |
653.6 |
655.0 |
1.4 |
0.2% |
642.3 |
| Close |
678.7 |
664.4 |
-14.3 |
-2.1% |
664.4 |
| Range |
28.2 |
35.8 |
7.6 |
27.0% |
48.5 |
| ATR |
20.8 |
21.9 |
1.1 |
5.1% |
0.0 |
| Volume |
295,067 |
301,336 |
6,269 |
2.1% |
1,555,975 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777.5 |
756.7 |
684.1 |
|
| R3 |
741.7 |
720.9 |
674.2 |
|
| R2 |
705.9 |
705.9 |
671.0 |
|
| R1 |
685.1 |
685.1 |
667.7 |
677.6 |
| PP |
670.1 |
670.1 |
670.1 |
666.3 |
| S1 |
649.3 |
649.3 |
661.1 |
641.8 |
| S2 |
634.3 |
634.3 |
657.8 |
|
| S3 |
598.5 |
613.5 |
654.6 |
|
| S4 |
562.7 |
577.7 |
644.7 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.3 |
786.4 |
691.1 |
|
| R3 |
762.8 |
737.9 |
677.7 |
|
| R2 |
714.3 |
714.3 |
673.3 |
|
| R1 |
689.4 |
689.4 |
668.8 |
701.9 |
| PP |
665.8 |
665.8 |
665.8 |
672.1 |
| S1 |
640.9 |
640.9 |
660.0 |
653.4 |
| S2 |
617.3 |
617.3 |
655.5 |
|
| S3 |
568.8 |
592.4 |
651.1 |
|
| S4 |
520.3 |
543.9 |
637.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
690.8 |
642.3 |
48.5 |
7.3% |
26.8 |
4.0% |
46% |
True |
False |
311,195 |
| 10 |
690.8 |
642.3 |
48.5 |
7.3% |
22.6 |
3.4% |
46% |
True |
False |
292,561 |
| 20 |
725.2 |
642.3 |
82.9 |
12.5% |
20.5 |
3.1% |
27% |
False |
False |
267,769 |
| 40 |
733.8 |
637.5 |
96.3 |
14.5% |
22.4 |
3.4% |
28% |
False |
False |
284,760 |
| 60 |
804.7 |
637.5 |
167.2 |
25.2% |
21.4 |
3.2% |
16% |
False |
False |
271,769 |
| 80 |
804.7 |
637.5 |
167.2 |
25.2% |
20.4 |
3.1% |
16% |
False |
False |
212,128 |
| 100 |
838.5 |
637.5 |
201.0 |
30.3% |
20.2 |
3.0% |
13% |
False |
False |
169,739 |
| 120 |
863.7 |
637.5 |
226.2 |
34.0% |
19.1 |
2.9% |
12% |
False |
False |
141,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843.0 |
|
2.618 |
784.5 |
|
1.618 |
748.7 |
|
1.000 |
726.6 |
|
0.618 |
712.9 |
|
HIGH |
690.8 |
|
0.618 |
677.1 |
|
0.500 |
672.9 |
|
0.382 |
668.7 |
|
LOW |
655.0 |
|
0.618 |
632.9 |
|
1.000 |
619.2 |
|
1.618 |
597.1 |
|
2.618 |
561.3 |
|
4.250 |
502.9 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
672.9 |
672.2 |
| PP |
670.1 |
669.6 |
| S1 |
667.2 |
667.0 |
|