CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
663.4 |
653.0 |
-10.4 |
-1.6% |
660.0 |
| High |
675.4 |
683.6 |
8.2 |
1.2% |
690.8 |
| Low |
643.4 |
650.9 |
7.5 |
1.2% |
642.3 |
| Close |
652.4 |
682.5 |
30.1 |
4.6% |
664.4 |
| Range |
32.0 |
32.7 |
0.7 |
2.2% |
48.5 |
| ATR |
22.6 |
23.3 |
0.7 |
3.2% |
0.0 |
| Volume |
207,264 |
211,396 |
4,132 |
2.0% |
1,555,975 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.4 |
759.2 |
700.5 |
|
| R3 |
737.7 |
726.5 |
691.5 |
|
| R2 |
705.0 |
705.0 |
688.5 |
|
| R1 |
693.8 |
693.8 |
685.5 |
699.4 |
| PP |
672.3 |
672.3 |
672.3 |
675.2 |
| S1 |
661.1 |
661.1 |
679.5 |
666.7 |
| S2 |
639.6 |
639.6 |
676.5 |
|
| S3 |
606.9 |
628.4 |
673.5 |
|
| S4 |
574.2 |
595.7 |
664.5 |
|
|
| 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 |
6.9% |
28.9 |
4.2% |
82% |
False |
False |
276,027 |
| 10 |
690.8 |
642.3 |
48.5 |
7.1% |
25.8 |
3.8% |
83% |
False |
False |
283,607 |
| 20 |
725.2 |
642.3 |
82.9 |
12.1% |
22.2 |
3.3% |
48% |
False |
False |
266,716 |
| 40 |
733.8 |
637.5 |
96.3 |
14.1% |
22.7 |
3.3% |
47% |
False |
False |
277,091 |
| 60 |
804.7 |
637.5 |
167.2 |
24.5% |
21.9 |
3.2% |
27% |
False |
False |
267,106 |
| 80 |
804.7 |
637.5 |
167.2 |
24.5% |
20.8 |
3.0% |
27% |
False |
False |
217,355 |
| 100 |
838.5 |
637.5 |
201.0 |
29.5% |
20.5 |
3.0% |
22% |
False |
False |
173,924 |
| 120 |
863.7 |
637.5 |
226.2 |
33.1% |
19.5 |
2.9% |
20% |
False |
False |
144,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.6 |
|
2.618 |
769.2 |
|
1.618 |
736.5 |
|
1.000 |
716.3 |
|
0.618 |
703.8 |
|
HIGH |
683.6 |
|
0.618 |
671.1 |
|
0.500 |
667.3 |
|
0.382 |
663.4 |
|
LOW |
650.9 |
|
0.618 |
630.7 |
|
1.000 |
618.2 |
|
1.618 |
598.0 |
|
2.618 |
565.3 |
|
4.250 |
511.9 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
677.4 |
677.4 |
| PP |
672.3 |
672.2 |
| S1 |
667.3 |
667.1 |
|