CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
748.3 |
746.6 |
-1.7 |
-0.2% |
716.9 |
| High |
753.1 |
751.1 |
-2.0 |
-0.3% |
735.4 |
| Low |
742.0 |
736.7 |
-5.3 |
-0.7% |
699.4 |
| Close |
747.0 |
747.2 |
0.2 |
0.0% |
731.6 |
| Range |
11.1 |
14.4 |
3.3 |
29.7% |
36.0 |
| ATR |
18.2 |
17.9 |
-0.3 |
-1.5% |
0.0 |
| Volume |
318,731 |
224,223 |
-94,508 |
-29.7% |
1,046,541 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.2 |
782.1 |
755.1 |
|
| R3 |
773.8 |
767.7 |
751.2 |
|
| R2 |
759.4 |
759.4 |
749.8 |
|
| R1 |
753.3 |
753.3 |
748.5 |
756.4 |
| PP |
745.0 |
745.0 |
745.0 |
746.5 |
| S1 |
738.9 |
738.9 |
745.9 |
742.0 |
| S2 |
730.6 |
730.6 |
744.6 |
|
| S3 |
716.2 |
724.5 |
743.2 |
|
| S4 |
701.8 |
710.1 |
739.3 |
|
|
| 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 |
757.8 |
710.9 |
46.9 |
6.3% |
18.4 |
2.5% |
77% |
False |
False |
232,502 |
| 10 |
757.8 |
699.4 |
58.4 |
7.8% |
17.3 |
2.3% |
82% |
False |
False |
226,720 |
| 20 |
757.8 |
682.3 |
75.5 |
10.1% |
17.2 |
2.3% |
86% |
False |
False |
234,873 |
| 40 |
757.8 |
646.2 |
111.6 |
14.9% |
18.3 |
2.5% |
91% |
False |
False |
257,908 |
| 60 |
766.2 |
646.2 |
120.0 |
16.1% |
17.0 |
2.3% |
84% |
False |
False |
186,931 |
| 80 |
766.2 |
646.2 |
120.0 |
16.1% |
15.9 |
2.1% |
84% |
False |
False |
140,243 |
| 100 |
766.2 |
646.2 |
120.0 |
16.1% |
15.4 |
2.1% |
84% |
False |
False |
112,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812.3 |
|
2.618 |
788.8 |
|
1.618 |
774.4 |
|
1.000 |
765.5 |
|
0.618 |
760.0 |
|
HIGH |
751.1 |
|
0.618 |
745.6 |
|
0.500 |
743.9 |
|
0.382 |
742.2 |
|
LOW |
736.7 |
|
0.618 |
727.8 |
|
1.000 |
722.3 |
|
1.618 |
713.4 |
|
2.618 |
699.0 |
|
4.250 |
675.5 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
746.1 |
746.2 |
| PP |
745.0 |
745.2 |
| S1 |
743.9 |
744.2 |
|