CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
738.2 |
739.0 |
0.8 |
0.1% |
737.8 |
| High |
755.9 |
748.2 |
-7.7 |
-1.0% |
747.8 |
| Low |
730.6 |
733.6 |
3.0 |
0.4% |
715.5 |
| Close |
738.8 |
741.9 |
3.1 |
0.4% |
739.9 |
| Range |
25.3 |
14.6 |
-10.7 |
-42.3% |
32.3 |
| ATR |
17.5 |
17.3 |
-0.2 |
-1.2% |
0.0 |
| Volume |
147,529 |
216,592 |
69,063 |
46.8% |
828,653 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
785.0 |
778.1 |
749.9 |
|
| R3 |
770.4 |
763.5 |
745.9 |
|
| R2 |
755.8 |
755.8 |
744.6 |
|
| R1 |
748.9 |
748.9 |
743.2 |
752.4 |
| PP |
741.2 |
741.2 |
741.2 |
743.0 |
| S1 |
734.3 |
734.3 |
740.6 |
737.8 |
| S2 |
726.6 |
726.6 |
739.2 |
|
| S3 |
712.0 |
719.7 |
737.9 |
|
| S4 |
697.4 |
705.1 |
733.9 |
|
|
| 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 |
755.9 |
720.0 |
35.9 |
4.8% |
17.3 |
2.3% |
61% |
False |
False |
173,079 |
| 10 |
755.9 |
715.5 |
40.4 |
5.4% |
16.5 |
2.2% |
65% |
False |
False |
179,582 |
| 20 |
764.1 |
710.9 |
53.2 |
7.2% |
17.3 |
2.3% |
58% |
False |
False |
201,054 |
| 40 |
764.1 |
646.2 |
117.9 |
15.9% |
18.2 |
2.4% |
81% |
False |
False |
230,105 |
| 60 |
764.1 |
646.2 |
117.9 |
15.9% |
17.5 |
2.4% |
81% |
False |
False |
230,733 |
| 80 |
766.2 |
646.2 |
120.0 |
16.2% |
16.6 |
2.2% |
80% |
False |
False |
173,207 |
| 100 |
766.2 |
646.2 |
120.0 |
16.2% |
15.9 |
2.1% |
80% |
False |
False |
138,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.3 |
|
2.618 |
786.4 |
|
1.618 |
771.8 |
|
1.000 |
762.8 |
|
0.618 |
757.2 |
|
HIGH |
748.2 |
|
0.618 |
742.6 |
|
0.500 |
740.9 |
|
0.382 |
739.2 |
|
LOW |
733.6 |
|
0.618 |
724.6 |
|
1.000 |
719.0 |
|
1.618 |
710.0 |
|
2.618 |
695.4 |
|
4.250 |
671.6 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.6 |
743.3 |
| PP |
741.2 |
742.8 |
| S1 |
740.9 |
742.4 |
|