CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
677.3 |
663.4 |
-13.9 |
-2.1% |
660.0 |
| High |
690.8 |
675.4 |
-15.4 |
-2.2% |
690.8 |
| Low |
655.0 |
643.4 |
-11.6 |
-1.8% |
642.3 |
| Close |
664.4 |
652.4 |
-12.0 |
-1.8% |
664.4 |
| Range |
35.8 |
32.0 |
-3.8 |
-10.6% |
48.5 |
| ATR |
21.9 |
22.6 |
0.7 |
3.3% |
0.0 |
| Volume |
301,336 |
207,264 |
-94,072 |
-31.2% |
1,555,975 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753.1 |
734.7 |
670.0 |
|
| R3 |
721.1 |
702.7 |
661.2 |
|
| R2 |
689.1 |
689.1 |
658.3 |
|
| R1 |
670.7 |
670.7 |
655.3 |
663.9 |
| PP |
657.1 |
657.1 |
657.1 |
653.7 |
| S1 |
638.7 |
638.7 |
649.5 |
631.9 |
| S2 |
625.1 |
625.1 |
646.5 |
|
| S3 |
593.1 |
606.7 |
643.6 |
|
| S4 |
561.1 |
574.7 |
634.8 |
|
|
| 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 |
643.4 |
47.4 |
7.3% |
28.5 |
4.4% |
19% |
False |
True |
286,904 |
| 10 |
690.8 |
642.3 |
48.5 |
7.4% |
24.2 |
3.7% |
21% |
False |
False |
287,651 |
| 20 |
725.2 |
642.3 |
82.9 |
12.7% |
21.4 |
3.3% |
12% |
False |
False |
265,992 |
| 40 |
733.8 |
637.5 |
96.3 |
14.8% |
22.5 |
3.4% |
15% |
False |
False |
281,240 |
| 60 |
804.7 |
637.5 |
167.2 |
25.6% |
21.6 |
3.3% |
9% |
False |
False |
269,634 |
| 80 |
804.7 |
637.5 |
167.2 |
25.6% |
20.5 |
3.1% |
9% |
False |
False |
214,717 |
| 100 |
838.5 |
637.5 |
201.0 |
30.8% |
20.4 |
3.1% |
7% |
False |
False |
171,810 |
| 120 |
863.7 |
637.5 |
226.2 |
34.7% |
19.3 |
3.0% |
7% |
False |
False |
143,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811.4 |
|
2.618 |
759.2 |
|
1.618 |
727.2 |
|
1.000 |
707.4 |
|
0.618 |
695.2 |
|
HIGH |
675.4 |
|
0.618 |
663.2 |
|
0.500 |
659.4 |
|
0.382 |
655.6 |
|
LOW |
643.4 |
|
0.618 |
623.6 |
|
1.000 |
611.4 |
|
1.618 |
591.6 |
|
2.618 |
559.6 |
|
4.250 |
507.4 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
659.4 |
667.1 |
| PP |
657.1 |
662.2 |
| S1 |
654.7 |
657.3 |
|