CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
653.0 |
682.5 |
29.5 |
4.5% |
660.0 |
| High |
683.6 |
690.8 |
7.2 |
1.1% |
690.8 |
| Low |
650.9 |
662.6 |
11.7 |
1.8% |
642.3 |
| Close |
682.5 |
664.4 |
-18.1 |
-2.7% |
664.4 |
| Range |
32.7 |
28.2 |
-4.5 |
-13.8% |
48.5 |
| ATR |
23.3 |
23.7 |
0.3 |
1.5% |
0.0 |
| Volume |
211,396 |
165,141 |
-46,255 |
-21.9% |
1,555,975 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.2 |
739.0 |
679.9 |
|
| R3 |
729.0 |
710.8 |
672.2 |
|
| R2 |
700.8 |
700.8 |
669.6 |
|
| R1 |
682.6 |
682.6 |
667.0 |
677.6 |
| PP |
672.6 |
672.6 |
672.6 |
670.1 |
| S1 |
654.4 |
654.4 |
661.8 |
649.4 |
| S2 |
644.4 |
644.4 |
659.2 |
|
| S3 |
616.2 |
626.2 |
656.6 |
|
| S4 |
588.0 |
598.0 |
648.9 |
|
|
| 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 |
7.1% |
31.4 |
4.7% |
44% |
True |
False |
236,040 |
| 10 |
690.8 |
642.3 |
48.5 |
7.3% |
27.3 |
4.1% |
46% |
True |
False |
270,608 |
| 20 |
725.2 |
642.3 |
82.9 |
12.5% |
22.7 |
3.4% |
27% |
False |
False |
264,648 |
| 40 |
733.8 |
642.3 |
91.5 |
13.8% |
22.2 |
3.3% |
24% |
False |
False |
271,881 |
| 60 |
804.7 |
637.5 |
167.2 |
25.2% |
22.0 |
3.3% |
16% |
False |
False |
265,041 |
| 80 |
804.7 |
637.5 |
167.2 |
25.2% |
21.1 |
3.2% |
16% |
False |
False |
219,415 |
| 100 |
838.5 |
637.5 |
201.0 |
30.3% |
20.6 |
3.1% |
13% |
False |
False |
175,572 |
| 120 |
863.7 |
637.5 |
226.2 |
34.0% |
19.7 |
3.0% |
12% |
False |
False |
146,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.7 |
|
2.618 |
764.6 |
|
1.618 |
736.4 |
|
1.000 |
719.0 |
|
0.618 |
708.2 |
|
HIGH |
690.8 |
|
0.618 |
680.0 |
|
0.500 |
676.7 |
|
0.382 |
673.4 |
|
LOW |
662.6 |
|
0.618 |
645.2 |
|
1.000 |
634.4 |
|
1.618 |
617.0 |
|
2.618 |
588.8 |
|
4.250 |
542.8 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
676.7 |
667.1 |
| PP |
672.6 |
666.2 |
| S1 |
668.5 |
665.3 |
|