CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
725.2 |
715.6 |
-9.6 |
-1.3% |
716.9 |
| High |
726.0 |
735.4 |
9.4 |
1.3% |
735.4 |
| Low |
710.9 |
711.2 |
0.3 |
0.0% |
699.4 |
| Close |
715.6 |
731.6 |
16.0 |
2.2% |
731.6 |
| Range |
15.1 |
24.2 |
9.1 |
60.3% |
36.0 |
| ATR |
17.6 |
18.0 |
0.5 |
2.7% |
0.0 |
| Volume |
187,416 |
201,151 |
13,735 |
7.3% |
1,046,541 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.7 |
789.3 |
744.9 |
|
| R3 |
774.5 |
765.1 |
738.3 |
|
| R2 |
750.3 |
750.3 |
736.0 |
|
| R1 |
740.9 |
740.9 |
733.8 |
745.6 |
| PP |
726.1 |
726.1 |
726.1 |
728.4 |
| S1 |
716.7 |
716.7 |
729.4 |
721.4 |
| S2 |
701.9 |
701.9 |
727.2 |
|
| S3 |
677.7 |
692.5 |
724.9 |
|
| S4 |
653.5 |
668.3 |
718.3 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.1 |
816.9 |
751.4 |
|
| R3 |
794.1 |
780.9 |
741.5 |
|
| R2 |
758.1 |
758.1 |
738.2 |
|
| R1 |
744.9 |
744.9 |
734.9 |
751.5 |
| PP |
722.1 |
722.1 |
722.1 |
725.5 |
| S1 |
708.9 |
708.9 |
728.3 |
715.5 |
| S2 |
686.1 |
686.1 |
725.0 |
|
| S3 |
650.1 |
672.9 |
721.7 |
|
| S4 |
614.1 |
636.9 |
711.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
735.4 |
699.4 |
36.0 |
4.9% |
18.5 |
2.5% |
89% |
True |
False |
209,308 |
| 10 |
735.4 |
693.5 |
41.9 |
5.7% |
17.3 |
2.4% |
91% |
True |
False |
212,087 |
| 20 |
735.4 |
646.2 |
89.2 |
12.2% |
18.7 |
2.6% |
96% |
True |
False |
245,960 |
| 40 |
744.5 |
646.2 |
98.3 |
13.4% |
17.9 |
2.4% |
87% |
False |
False |
258,947 |
| 60 |
766.2 |
646.2 |
120.0 |
16.4% |
16.8 |
2.3% |
71% |
False |
False |
174,039 |
| 80 |
766.2 |
646.2 |
120.0 |
16.4% |
15.7 |
2.1% |
71% |
False |
False |
130,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.3 |
|
2.618 |
798.8 |
|
1.618 |
774.6 |
|
1.000 |
759.6 |
|
0.618 |
750.4 |
|
HIGH |
735.4 |
|
0.618 |
726.2 |
|
0.500 |
723.3 |
|
0.382 |
720.4 |
|
LOW |
711.2 |
|
0.618 |
696.2 |
|
1.000 |
687.0 |
|
1.618 |
672.0 |
|
2.618 |
647.8 |
|
4.250 |
608.4 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
728.8 |
728.8 |
| PP |
726.1 |
726.0 |
| S1 |
723.3 |
723.2 |
|