CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
663.3 |
656.7 |
-6.6 |
-1.0% |
698.3 |
| High |
671.5 |
683.7 |
12.2 |
1.8% |
701.9 |
| Low |
650.2 |
649.1 |
-1.1 |
-0.2% |
658.7 |
| Close |
656.8 |
682.9 |
26.1 |
4.0% |
664.0 |
| Range |
21.3 |
34.6 |
13.3 |
62.4% |
43.2 |
| ATR |
15.7 |
17.1 |
1.3 |
8.6% |
0.0 |
| Volume |
190,859 |
285,892 |
95,033 |
49.8% |
1,118,917 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.7 |
763.9 |
701.9 |
|
| R3 |
741.1 |
729.3 |
692.4 |
|
| R2 |
706.5 |
706.5 |
689.2 |
|
| R1 |
694.7 |
694.7 |
686.1 |
700.6 |
| PP |
671.9 |
671.9 |
671.9 |
674.9 |
| S1 |
660.1 |
660.1 |
679.7 |
666.0 |
| S2 |
637.3 |
637.3 |
676.6 |
|
| S3 |
602.7 |
625.5 |
673.4 |
|
| S4 |
568.1 |
590.9 |
663.9 |
|
|
| 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 |
695.3 |
649.1 |
46.2 |
6.8% |
22.8 |
3.3% |
73% |
False |
True |
268,192 |
| 10 |
721.1 |
649.1 |
72.0 |
10.5% |
18.6 |
2.7% |
47% |
False |
True |
253,795 |
| 20 |
744.5 |
649.1 |
95.4 |
14.0% |
16.1 |
2.4% |
35% |
False |
True |
231,990 |
| 40 |
766.2 |
649.1 |
117.1 |
17.1% |
15.1 |
2.2% |
29% |
False |
True |
116,308 |
| 60 |
766.2 |
649.1 |
117.1 |
17.1% |
14.3 |
2.1% |
29% |
False |
True |
77,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830.8 |
|
2.618 |
774.3 |
|
1.618 |
739.7 |
|
1.000 |
718.3 |
|
0.618 |
705.1 |
|
HIGH |
683.7 |
|
0.618 |
670.5 |
|
0.500 |
666.4 |
|
0.382 |
662.3 |
|
LOW |
649.1 |
|
0.618 |
627.7 |
|
1.000 |
614.5 |
|
1.618 |
593.1 |
|
2.618 |
558.5 |
|
4.250 |
502.1 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
677.4 |
677.4 |
| PP |
671.9 |
671.9 |
| S1 |
666.4 |
666.4 |
|