CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
656.7 |
682.2 |
25.5 |
3.9% |
698.3 |
| High |
683.7 |
684.6 |
0.9 |
0.1% |
701.9 |
| Low |
649.1 |
661.0 |
11.9 |
1.8% |
658.7 |
| Close |
682.9 |
664.0 |
-18.9 |
-2.8% |
664.0 |
| Range |
34.6 |
23.6 |
-11.0 |
-31.8% |
43.2 |
| ATR |
17.1 |
17.5 |
0.5 |
2.7% |
0.0 |
| Volume |
285,892 |
290,623 |
4,731 |
1.7% |
1,118,917 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740.7 |
725.9 |
677.0 |
|
| R3 |
717.1 |
702.3 |
670.5 |
|
| R2 |
693.5 |
693.5 |
668.3 |
|
| R1 |
678.7 |
678.7 |
666.2 |
674.3 |
| PP |
669.9 |
669.9 |
669.9 |
667.7 |
| S1 |
655.1 |
655.1 |
661.8 |
650.7 |
| S2 |
646.3 |
646.3 |
659.7 |
|
| S3 |
622.7 |
631.5 |
657.5 |
|
| S4 |
599.1 |
607.9 |
651.0 |
|
|
| 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 |
7.0% |
24.2 |
3.6% |
32% |
False |
False |
278,212 |
| 10 |
721.1 |
649.1 |
72.0 |
10.8% |
19.7 |
3.0% |
21% |
False |
False |
263,190 |
| 20 |
744.5 |
649.1 |
95.4 |
14.4% |
16.8 |
2.5% |
16% |
False |
False |
246,290 |
| 40 |
766.2 |
649.1 |
117.1 |
17.6% |
15.4 |
2.3% |
13% |
False |
False |
123,570 |
| 60 |
766.2 |
649.1 |
117.1 |
17.6% |
14.6 |
2.2% |
13% |
False |
False |
82,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784.9 |
|
2.618 |
746.4 |
|
1.618 |
722.8 |
|
1.000 |
708.2 |
|
0.618 |
699.2 |
|
HIGH |
684.6 |
|
0.618 |
675.6 |
|
0.500 |
672.8 |
|
0.382 |
670.0 |
|
LOW |
661.0 |
|
0.618 |
646.4 |
|
1.000 |
637.4 |
|
1.618 |
622.8 |
|
2.618 |
599.2 |
|
4.250 |
560.7 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
672.8 |
666.9 |
| PP |
669.9 |
665.9 |
| S1 |
666.9 |
665.0 |
|