CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
754.1 |
743.6 |
-10.5 |
-1.4% |
731.6 |
| High |
757.6 |
744.3 |
-13.3 |
-1.8% |
764.1 |
| Low |
736.7 |
725.6 |
-11.1 |
-1.5% |
730.5 |
| Close |
743.8 |
730.3 |
-13.5 |
-1.8% |
754.7 |
| Range |
20.9 |
18.7 |
-2.2 |
-10.5% |
33.6 |
| ATR |
18.0 |
18.0 |
0.1 |
0.3% |
0.0 |
| Volume |
193,119 |
187,949 |
-5,170 |
-2.7% |
1,236,638 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.5 |
778.6 |
740.6 |
|
| R3 |
770.8 |
759.9 |
735.4 |
|
| R2 |
752.1 |
752.1 |
733.7 |
|
| R1 |
741.2 |
741.2 |
732.0 |
737.3 |
| PP |
733.4 |
733.4 |
733.4 |
731.5 |
| S1 |
722.5 |
722.5 |
728.6 |
718.6 |
| S2 |
714.7 |
714.7 |
726.9 |
|
| S3 |
696.0 |
703.8 |
725.2 |
|
| S4 |
677.3 |
685.1 |
720.0 |
|
|
| 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 |
725.6 |
38.5 |
5.3% |
17.6 |
2.4% |
12% |
False |
True |
213,597 |
| 10 |
764.1 |
710.9 |
53.2 |
7.3% |
18.1 |
2.5% |
36% |
False |
False |
222,527 |
| 20 |
764.1 |
693.5 |
70.6 |
9.7% |
17.4 |
2.4% |
52% |
False |
False |
227,542 |
| 40 |
764.1 |
646.2 |
117.9 |
16.1% |
18.7 |
2.6% |
71% |
False |
False |
248,659 |
| 60 |
766.2 |
646.2 |
120.0 |
16.4% |
17.3 |
2.4% |
70% |
False |
False |
200,984 |
| 80 |
766.2 |
646.2 |
120.0 |
16.4% |
16.1 |
2.2% |
70% |
False |
False |
150,780 |
| 100 |
766.2 |
646.2 |
120.0 |
16.4% |
15.7 |
2.1% |
70% |
False |
False |
120,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
823.8 |
|
2.618 |
793.3 |
|
1.618 |
774.6 |
|
1.000 |
763.0 |
|
0.618 |
755.9 |
|
HIGH |
744.3 |
|
0.618 |
737.2 |
|
0.500 |
735.0 |
|
0.382 |
732.7 |
|
LOW |
725.6 |
|
0.618 |
714.0 |
|
1.000 |
706.9 |
|
1.618 |
695.3 |
|
2.618 |
676.6 |
|
4.250 |
646.1 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
735.0 |
744.9 |
| PP |
733.4 |
740.0 |
| S1 |
731.9 |
735.2 |
|