CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
754.8 |
754.1 |
-0.7 |
-0.1% |
731.6 |
| High |
764.1 |
757.6 |
-6.5 |
-0.9% |
764.1 |
| Low |
746.0 |
736.7 |
-9.3 |
-1.2% |
730.5 |
| Close |
754.7 |
743.8 |
-10.9 |
-1.4% |
754.7 |
| Range |
18.1 |
20.9 |
2.8 |
15.5% |
33.6 |
| ATR |
17.8 |
18.0 |
0.2 |
1.3% |
0.0 |
| Volume |
220,842 |
193,119 |
-27,723 |
-12.6% |
1,236,638 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808.7 |
797.2 |
755.3 |
|
| R3 |
787.8 |
776.3 |
749.5 |
|
| R2 |
766.9 |
766.9 |
747.6 |
|
| R1 |
755.4 |
755.4 |
745.7 |
750.7 |
| PP |
746.0 |
746.0 |
746.0 |
743.7 |
| S1 |
734.5 |
734.5 |
741.9 |
729.8 |
| S2 |
725.1 |
725.1 |
740.0 |
|
| S3 |
704.2 |
713.6 |
738.1 |
|
| S4 |
683.3 |
692.7 |
732.3 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.6 |
836.2 |
773.2 |
|
| R3 |
817.0 |
802.6 |
763.9 |
|
| R2 |
783.4 |
783.4 |
760.9 |
|
| R1 |
769.0 |
769.0 |
757.8 |
776.2 |
| PP |
749.8 |
749.8 |
749.8 |
753.4 |
| S1 |
735.4 |
735.4 |
751.6 |
742.6 |
| S2 |
716.2 |
716.2 |
748.5 |
|
| S3 |
682.6 |
701.8 |
745.5 |
|
| S4 |
649.0 |
668.2 |
736.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
764.1 |
736.7 |
27.4 |
3.7% |
16.1 |
2.2% |
26% |
False |
True |
239,753 |
| 10 |
764.1 |
703.0 |
61.1 |
8.2% |
18.1 |
2.4% |
67% |
False |
False |
224,296 |
| 20 |
764.1 |
691.0 |
73.1 |
9.8% |
17.9 |
2.4% |
72% |
False |
False |
227,390 |
| 40 |
764.1 |
646.2 |
117.9 |
15.9% |
18.6 |
2.5% |
83% |
False |
False |
251,168 |
| 60 |
766.2 |
646.2 |
120.0 |
16.1% |
17.2 |
2.3% |
81% |
False |
False |
197,852 |
| 80 |
766.2 |
646.2 |
120.0 |
16.1% |
16.0 |
2.1% |
81% |
False |
False |
148,432 |
| 100 |
766.2 |
646.2 |
120.0 |
16.1% |
15.6 |
2.1% |
81% |
False |
False |
118,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.4 |
|
2.618 |
812.3 |
|
1.618 |
791.4 |
|
1.000 |
778.5 |
|
0.618 |
770.5 |
|
HIGH |
757.6 |
|
0.618 |
749.6 |
|
0.500 |
747.2 |
|
0.382 |
744.7 |
|
LOW |
736.7 |
|
0.618 |
723.8 |
|
1.000 |
715.8 |
|
1.618 |
702.9 |
|
2.618 |
682.0 |
|
4.250 |
647.9 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
747.2 |
750.4 |
| PP |
746.0 |
748.2 |
| S1 |
744.9 |
746.0 |
|