CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
670.0 |
663.3 |
-6.7 |
-1.0% |
698.3 |
| High |
674.0 |
671.5 |
-2.5 |
-0.4% |
701.9 |
| Low |
658.7 |
650.2 |
-8.5 |
-1.3% |
658.7 |
| Close |
664.0 |
656.8 |
-7.2 |
-1.1% |
664.0 |
| Range |
15.3 |
21.3 |
6.0 |
39.2% |
43.2 |
| ATR |
15.3 |
15.7 |
0.4 |
2.8% |
0.0 |
| Volume |
305,086 |
190,859 |
-114,227 |
-37.4% |
1,118,917 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723.4 |
711.4 |
668.5 |
|
| R3 |
702.1 |
690.1 |
662.7 |
|
| R2 |
680.8 |
680.8 |
660.7 |
|
| R1 |
668.8 |
668.8 |
658.8 |
664.2 |
| PP |
659.5 |
659.5 |
659.5 |
657.2 |
| S1 |
647.5 |
647.5 |
654.8 |
642.9 |
| S2 |
638.2 |
638.2 |
652.9 |
|
| S3 |
616.9 |
626.2 |
650.9 |
|
| S4 |
595.6 |
604.9 |
645.1 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.5 |
777.4 |
687.8 |
|
| R3 |
761.3 |
734.2 |
675.9 |
|
| R2 |
718.1 |
718.1 |
671.9 |
|
| R1 |
691.0 |
691.0 |
668.0 |
683.0 |
| PP |
674.9 |
674.9 |
674.9 |
670.8 |
| S1 |
647.8 |
647.8 |
660.0 |
639.8 |
| S2 |
631.7 |
631.7 |
656.1 |
|
| S3 |
588.5 |
604.6 |
652.1 |
|
| S4 |
545.3 |
561.4 |
640.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
701.9 |
650.2 |
51.7 |
7.9% |
18.6 |
2.8% |
13% |
False |
True |
261,955 |
| 10 |
731.5 |
650.2 |
81.3 |
12.4% |
16.6 |
2.5% |
8% |
False |
True |
254,040 |
| 20 |
744.5 |
650.2 |
94.3 |
14.4% |
15.2 |
2.3% |
7% |
False |
True |
217,819 |
| 40 |
766.2 |
650.2 |
116.0 |
17.7% |
14.6 |
2.2% |
6% |
False |
True |
109,166 |
| 60 |
766.2 |
650.2 |
116.0 |
17.7% |
13.9 |
2.1% |
6% |
False |
True |
72,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
762.0 |
|
2.618 |
727.3 |
|
1.618 |
706.0 |
|
1.000 |
692.8 |
|
0.618 |
684.7 |
|
HIGH |
671.5 |
|
0.618 |
663.4 |
|
0.500 |
660.9 |
|
0.382 |
658.3 |
|
LOW |
650.2 |
|
0.618 |
637.0 |
|
1.000 |
628.9 |
|
1.618 |
615.7 |
|
2.618 |
594.4 |
|
4.250 |
559.7 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
660.9 |
672.8 |
| PP |
659.5 |
667.4 |
| S1 |
658.2 |
662.1 |
|