CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
662.3 |
660.3 |
-2.0 |
-0.3% |
663.3 |
| High |
674.5 |
686.8 |
12.3 |
1.8% |
684.6 |
| Low |
646.2 |
656.0 |
9.8 |
1.5% |
649.1 |
| Close |
659.6 |
684.8 |
25.2 |
3.8% |
673.6 |
| Range |
28.3 |
30.8 |
2.5 |
8.8% |
35.5 |
| ATR |
18.9 |
19.8 |
0.8 |
4.5% |
0.0 |
| Volume |
280,024 |
367,300 |
87,276 |
31.2% |
1,348,246 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768.3 |
757.3 |
701.7 |
|
| R3 |
737.5 |
726.5 |
693.3 |
|
| R2 |
706.7 |
706.7 |
690.4 |
|
| R1 |
695.7 |
695.7 |
687.6 |
701.2 |
| PP |
675.9 |
675.9 |
675.9 |
678.6 |
| S1 |
664.9 |
664.9 |
682.0 |
670.4 |
| S2 |
645.1 |
645.1 |
679.2 |
|
| S3 |
614.3 |
634.1 |
676.3 |
|
| S4 |
583.5 |
603.3 |
667.9 |
|
|
| 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 |
686.8 |
646.2 |
40.6 |
5.9% |
24.1 |
3.5% |
95% |
True |
False |
315,311 |
| 10 |
695.3 |
646.2 |
49.1 |
7.2% |
24.1 |
3.5% |
79% |
False |
False |
296,761 |
| 20 |
739.0 |
646.2 |
92.8 |
13.6% |
19.5 |
2.8% |
42% |
False |
False |
280,944 |
| 40 |
766.2 |
646.2 |
120.0 |
17.5% |
17.0 |
2.5% |
32% |
False |
False |
162,961 |
| 60 |
766.2 |
646.2 |
120.0 |
17.5% |
15.4 |
2.3% |
32% |
False |
False |
108,699 |
| 80 |
766.2 |
646.2 |
120.0 |
17.5% |
15.0 |
2.2% |
32% |
False |
False |
81,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
817.7 |
|
2.618 |
767.4 |
|
1.618 |
736.6 |
|
1.000 |
717.6 |
|
0.618 |
705.8 |
|
HIGH |
686.8 |
|
0.618 |
675.0 |
|
0.500 |
671.4 |
|
0.382 |
667.8 |
|
LOW |
656.0 |
|
0.618 |
637.0 |
|
1.000 |
625.2 |
|
1.618 |
606.2 |
|
2.618 |
575.4 |
|
4.250 |
525.1 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
680.3 |
678.7 |
| PP |
675.9 |
672.6 |
| S1 |
671.4 |
666.5 |
|