CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
739.0 |
741.6 |
2.6 |
0.4% |
737.8 |
| High |
748.2 |
743.5 |
-4.7 |
-0.6% |
747.8 |
| Low |
733.6 |
715.4 |
-18.2 |
-2.5% |
715.5 |
| Close |
741.9 |
719.7 |
-22.2 |
-3.0% |
739.9 |
| Range |
14.6 |
28.1 |
13.5 |
92.5% |
32.3 |
| ATR |
17.3 |
18.1 |
0.8 |
4.5% |
0.0 |
| Volume |
216,592 |
230,884 |
14,292 |
6.6% |
828,653 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.5 |
793.2 |
735.2 |
|
| R3 |
782.4 |
765.1 |
727.4 |
|
| R2 |
754.3 |
754.3 |
724.9 |
|
| R1 |
737.0 |
737.0 |
722.3 |
731.6 |
| PP |
726.2 |
726.2 |
726.2 |
723.5 |
| S1 |
708.9 |
708.9 |
717.1 |
703.5 |
| S2 |
698.1 |
698.1 |
714.5 |
|
| S3 |
670.0 |
680.8 |
712.0 |
|
| S4 |
641.9 |
652.7 |
704.2 |
|
|
| 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 |
715.4 |
40.5 |
5.6% |
19.7 |
2.7% |
11% |
False |
True |
188,306 |
| 10 |
755.9 |
715.4 |
40.5 |
5.6% |
17.7 |
2.5% |
11% |
False |
True |
180,189 |
| 20 |
764.1 |
710.9 |
53.2 |
7.4% |
17.9 |
2.5% |
17% |
False |
False |
201,648 |
| 40 |
764.1 |
646.2 |
117.9 |
16.4% |
18.3 |
2.5% |
62% |
False |
False |
228,612 |
| 60 |
764.1 |
646.2 |
117.9 |
16.4% |
17.8 |
2.5% |
62% |
False |
False |
234,504 |
| 80 |
766.2 |
646.2 |
120.0 |
16.7% |
16.8 |
2.3% |
61% |
False |
False |
176,091 |
| 100 |
766.2 |
646.2 |
120.0 |
16.7% |
16.1 |
2.2% |
61% |
False |
False |
140,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.9 |
|
2.618 |
817.1 |
|
1.618 |
789.0 |
|
1.000 |
771.6 |
|
0.618 |
760.9 |
|
HIGH |
743.5 |
|
0.618 |
732.8 |
|
0.500 |
729.5 |
|
0.382 |
726.1 |
|
LOW |
715.4 |
|
0.618 |
698.0 |
|
1.000 |
687.3 |
|
1.618 |
669.9 |
|
2.618 |
641.8 |
|
4.250 |
596.0 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
729.5 |
735.7 |
| PP |
726.2 |
730.3 |
| S1 |
723.0 |
725.0 |
|