CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
731.4 |
743.6 |
12.2 |
1.7% |
737.8 |
| High |
747.8 |
746.1 |
-1.7 |
-0.2% |
747.8 |
| Low |
727.3 |
736.1 |
8.8 |
1.2% |
715.5 |
| Close |
745.0 |
739.9 |
-5.1 |
-0.7% |
739.9 |
| Range |
20.5 |
10.0 |
-10.5 |
-51.2% |
32.3 |
| ATR |
17.4 |
16.9 |
-0.5 |
-3.0% |
0.0 |
| Volume |
167,866 |
178,661 |
10,795 |
6.4% |
828,653 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.7 |
765.3 |
745.4 |
|
| R3 |
760.7 |
755.3 |
742.7 |
|
| R2 |
750.7 |
750.7 |
741.7 |
|
| R1 |
745.3 |
745.3 |
740.8 |
743.0 |
| PP |
740.7 |
740.7 |
740.7 |
739.6 |
| S1 |
735.3 |
735.3 |
739.0 |
733.0 |
| S2 |
730.7 |
730.7 |
738.1 |
|
| S3 |
720.7 |
725.3 |
737.2 |
|
| S4 |
710.7 |
715.3 |
734.4 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.3 |
817.9 |
757.7 |
|
| R3 |
799.0 |
785.6 |
748.8 |
|
| R2 |
766.7 |
766.7 |
745.8 |
|
| R1 |
753.3 |
753.3 |
742.9 |
760.0 |
| PP |
734.4 |
734.4 |
734.4 |
737.8 |
| S1 |
721.0 |
721.0 |
736.9 |
727.7 |
| S2 |
702.1 |
702.1 |
734.0 |
|
| S3 |
669.8 |
688.7 |
731.0 |
|
| S4 |
637.5 |
656.4 |
722.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
747.8 |
715.5 |
32.3 |
4.4% |
16.0 |
2.2% |
76% |
False |
False |
165,730 |
| 10 |
757.6 |
715.5 |
42.1 |
5.7% |
16.4 |
2.2% |
58% |
False |
False |
181,276 |
| 20 |
764.1 |
699.4 |
64.7 |
8.7% |
17.2 |
2.3% |
63% |
False |
False |
204,797 |
| 40 |
764.1 |
646.2 |
117.9 |
15.9% |
18.6 |
2.5% |
79% |
False |
False |
232,921 |
| 60 |
766.2 |
646.2 |
120.0 |
16.2% |
17.5 |
2.4% |
78% |
False |
False |
224,729 |
| 80 |
766.2 |
646.2 |
120.0 |
16.2% |
16.4 |
2.2% |
78% |
False |
False |
168,661 |
| 100 |
766.2 |
646.2 |
120.0 |
16.2% |
15.8 |
2.1% |
78% |
False |
False |
135,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.6 |
|
2.618 |
772.3 |
|
1.618 |
762.3 |
|
1.000 |
756.1 |
|
0.618 |
752.3 |
|
HIGH |
746.1 |
|
0.618 |
742.3 |
|
0.500 |
741.1 |
|
0.382 |
739.9 |
|
LOW |
736.1 |
|
0.618 |
729.9 |
|
1.000 |
726.1 |
|
1.618 |
719.9 |
|
2.618 |
709.9 |
|
4.250 |
693.6 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.1 |
737.9 |
| PP |
740.7 |
735.9 |
| S1 |
740.3 |
733.9 |
|