CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
695.8 |
714.0 |
18.2 |
2.6% |
690.6 |
| High |
716.0 |
722.4 |
6.4 |
0.9% |
727.1 |
| Low |
694.8 |
707.6 |
12.8 |
1.8% |
688.3 |
| Close |
713.6 |
717.8 |
4.2 |
0.6% |
708.4 |
| Range |
21.2 |
14.8 |
-6.4 |
-30.2% |
38.8 |
| ATR |
18.7 |
18.4 |
-0.3 |
-1.5% |
0.0 |
| Volume |
189,602 |
231,413 |
41,811 |
22.1% |
1,234,166 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.3 |
753.9 |
725.9 |
|
| R3 |
745.5 |
739.1 |
721.9 |
|
| R2 |
730.7 |
730.7 |
720.5 |
|
| R1 |
724.3 |
724.3 |
719.2 |
727.5 |
| PP |
715.9 |
715.9 |
715.9 |
717.6 |
| S1 |
709.5 |
709.5 |
716.4 |
712.7 |
| S2 |
701.1 |
701.1 |
715.1 |
|
| S3 |
686.3 |
694.7 |
713.7 |
|
| S4 |
671.5 |
679.9 |
709.7 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.3 |
805.2 |
729.7 |
|
| R3 |
785.5 |
766.4 |
719.1 |
|
| R2 |
746.7 |
746.7 |
715.5 |
|
| R1 |
727.6 |
727.6 |
712.0 |
737.2 |
| PP |
707.9 |
707.9 |
707.9 |
712.7 |
| S1 |
688.8 |
688.8 |
704.8 |
698.4 |
| S2 |
669.1 |
669.1 |
701.3 |
|
| S3 |
630.3 |
650.0 |
697.7 |
|
| S4 |
591.5 |
611.2 |
687.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
722.8 |
693.5 |
29.3 |
4.1% |
17.7 |
2.5% |
83% |
False |
False |
230,357 |
| 10 |
727.1 |
682.3 |
44.8 |
6.2% |
17.1 |
2.4% |
79% |
False |
False |
243,025 |
| 20 |
727.1 |
646.2 |
80.9 |
11.3% |
20.6 |
2.9% |
89% |
False |
False |
269,893 |
| 40 |
766.2 |
646.2 |
120.0 |
16.7% |
17.9 |
2.5% |
60% |
False |
False |
223,624 |
| 60 |
766.2 |
646.2 |
120.0 |
16.7% |
16.2 |
2.3% |
60% |
False |
False |
149,181 |
| 80 |
766.2 |
646.2 |
120.0 |
16.7% |
15.6 |
2.2% |
60% |
False |
False |
111,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785.3 |
|
2.618 |
761.1 |
|
1.618 |
746.3 |
|
1.000 |
737.2 |
|
0.618 |
731.5 |
|
HIGH |
722.4 |
|
0.618 |
716.7 |
|
0.500 |
715.0 |
|
0.382 |
713.3 |
|
LOW |
707.6 |
|
0.618 |
698.5 |
|
1.000 |
692.8 |
|
1.618 |
683.7 |
|
2.618 |
668.9 |
|
4.250 |
644.7 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
716.9 |
714.5 |
| PP |
715.9 |
711.2 |
| S1 |
715.0 |
708.0 |
|