CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
720.6 |
725.2 |
4.6 |
0.6% |
708.7 |
| High |
728.4 |
726.0 |
-2.4 |
-0.3% |
722.4 |
| Low |
713.4 |
710.9 |
-2.5 |
-0.4% |
693.5 |
| Close |
725.2 |
715.6 |
-9.6 |
-1.3% |
717.2 |
| Range |
15.0 |
15.1 |
0.1 |
0.7% |
28.9 |
| ATR |
17.8 |
17.6 |
-0.2 |
-1.1% |
0.0 |
| Volume |
219,005 |
187,416 |
-31,589 |
-14.4% |
1,074,331 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.8 |
754.3 |
723.9 |
|
| R3 |
747.7 |
739.2 |
719.8 |
|
| R2 |
732.6 |
732.6 |
718.4 |
|
| R1 |
724.1 |
724.1 |
717.0 |
720.8 |
| PP |
717.5 |
717.5 |
717.5 |
715.9 |
| S1 |
709.0 |
709.0 |
714.2 |
705.7 |
| S2 |
702.4 |
702.4 |
712.8 |
|
| S3 |
687.3 |
693.9 |
711.4 |
|
| S4 |
672.2 |
678.8 |
707.3 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.7 |
786.4 |
733.1 |
|
| R3 |
768.8 |
757.5 |
725.1 |
|
| R2 |
739.9 |
739.9 |
722.5 |
|
| R1 |
728.6 |
728.6 |
719.8 |
734.3 |
| PP |
711.0 |
711.0 |
711.0 |
713.9 |
| S1 |
699.7 |
699.7 |
714.6 |
705.4 |
| S2 |
682.1 |
682.1 |
711.9 |
|
| S3 |
653.2 |
670.8 |
709.3 |
|
| S4 |
624.3 |
641.9 |
701.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
728.4 |
699.4 |
29.0 |
4.1% |
16.6 |
2.3% |
56% |
False |
False |
213,660 |
| 10 |
728.4 |
693.5 |
34.9 |
4.9% |
16.2 |
2.3% |
63% |
False |
False |
216,589 |
| 20 |
728.4 |
646.2 |
82.2 |
11.5% |
18.6 |
2.6% |
84% |
False |
False |
252,022 |
| 40 |
744.5 |
646.2 |
98.3 |
13.7% |
17.7 |
2.5% |
71% |
False |
False |
255,114 |
| 60 |
766.2 |
646.2 |
120.0 |
16.8% |
16.6 |
2.3% |
58% |
False |
False |
170,690 |
| 80 |
766.2 |
646.2 |
120.0 |
16.8% |
15.5 |
2.2% |
58% |
False |
False |
128,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790.2 |
|
2.618 |
765.5 |
|
1.618 |
750.4 |
|
1.000 |
741.1 |
|
0.618 |
735.3 |
|
HIGH |
726.0 |
|
0.618 |
720.2 |
|
0.500 |
718.5 |
|
0.382 |
716.7 |
|
LOW |
710.9 |
|
0.618 |
701.6 |
|
1.000 |
695.8 |
|
1.618 |
686.5 |
|
2.618 |
671.4 |
|
4.250 |
646.7 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
718.5 |
715.7 |
| PP |
717.5 |
715.7 |
| S1 |
716.6 |
715.6 |
|