CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
671.2 |
673.7 |
2.5 |
0.4% |
663.3 |
| High |
679.3 |
684.1 |
4.8 |
0.7% |
684.6 |
| Low |
657.6 |
659.5 |
1.9 |
0.3% |
649.1 |
| Close |
673.6 |
662.6 |
-11.0 |
-1.6% |
673.6 |
| Range |
21.7 |
24.6 |
2.9 |
13.4% |
35.5 |
| ATR |
17.7 |
18.2 |
0.5 |
2.8% |
0.0 |
| Volume |
322,395 |
348,360 |
25,965 |
8.1% |
1,348,246 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
742.5 |
727.2 |
676.1 |
|
| R3 |
717.9 |
702.6 |
669.4 |
|
| R2 |
693.3 |
693.3 |
667.1 |
|
| R1 |
678.0 |
678.0 |
664.9 |
673.4 |
| PP |
668.7 |
668.7 |
668.7 |
666.4 |
| S1 |
653.4 |
653.4 |
660.3 |
648.8 |
| S2 |
644.1 |
644.1 |
658.1 |
|
| S3 |
619.5 |
628.8 |
655.8 |
|
| S4 |
594.9 |
604.2 |
649.1 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.6 |
760.1 |
693.1 |
|
| R3 |
740.1 |
724.6 |
683.4 |
|
| R2 |
704.6 |
704.6 |
680.1 |
|
| R1 |
689.1 |
689.1 |
676.9 |
696.9 |
| PP |
669.1 |
669.1 |
669.1 |
673.0 |
| S1 |
653.6 |
653.6 |
670.3 |
661.4 |
| S2 |
633.6 |
633.6 |
667.1 |
|
| S3 |
598.1 |
618.1 |
663.8 |
|
| S4 |
562.6 |
582.6 |
654.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
684.6 |
649.1 |
35.5 |
5.4% |
23.9 |
3.6% |
38% |
False |
False |
301,149 |
| 10 |
701.9 |
649.1 |
52.8 |
8.0% |
21.3 |
3.2% |
26% |
False |
False |
281,552 |
| 20 |
744.5 |
649.1 |
95.4 |
14.4% |
17.5 |
2.6% |
14% |
False |
False |
275,335 |
| 40 |
766.2 |
649.1 |
117.1 |
17.7% |
16.1 |
2.4% |
12% |
False |
False |
146,782 |
| 60 |
766.2 |
649.1 |
117.1 |
17.7% |
14.9 |
2.2% |
12% |
False |
False |
97,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.7 |
|
2.618 |
748.5 |
|
1.618 |
723.9 |
|
1.000 |
708.7 |
|
0.618 |
699.3 |
|
HIGH |
684.1 |
|
0.618 |
674.7 |
|
0.500 |
671.8 |
|
0.382 |
668.9 |
|
LOW |
659.5 |
|
0.618 |
644.3 |
|
1.000 |
634.9 |
|
1.618 |
619.7 |
|
2.618 |
595.1 |
|
4.250 |
555.0 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
671.8 |
670.9 |
| PP |
668.7 |
668.1 |
| S1 |
665.7 |
665.4 |
|