CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
734.0 |
709.7 |
-24.3 |
-3.3% |
738.2 |
| High |
740.5 |
723.0 |
-17.5 |
-2.4% |
755.9 |
| Low |
706.7 |
705.3 |
-1.4 |
-0.2% |
702.2 |
| Close |
709.3 |
716.8 |
7.5 |
1.1% |
718.5 |
| Range |
33.8 |
17.7 |
-16.1 |
-47.6% |
53.7 |
| ATR |
19.9 |
19.8 |
-0.2 |
-0.8% |
0.0 |
| Volume |
288,856 |
253,663 |
-35,193 |
-12.2% |
827,562 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768.1 |
760.2 |
726.5 |
|
| R3 |
750.4 |
742.5 |
721.7 |
|
| R2 |
732.7 |
732.7 |
720.0 |
|
| R1 |
724.8 |
724.8 |
718.4 |
728.8 |
| PP |
715.0 |
715.0 |
715.0 |
717.0 |
| S1 |
707.1 |
707.1 |
715.2 |
711.1 |
| S2 |
697.3 |
697.3 |
713.6 |
|
| S3 |
679.6 |
689.4 |
711.9 |
|
| S4 |
661.9 |
671.7 |
707.1 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.6 |
856.3 |
748.0 |
|
| R3 |
832.9 |
802.6 |
733.3 |
|
| R2 |
779.2 |
779.2 |
728.3 |
|
| R1 |
748.9 |
748.9 |
723.4 |
737.2 |
| PP |
725.5 |
725.5 |
725.5 |
719.7 |
| S1 |
695.2 |
695.2 |
713.6 |
683.5 |
| S2 |
671.8 |
671.8 |
708.7 |
|
| S3 |
618.1 |
641.5 |
703.7 |
|
| S4 |
564.4 |
587.8 |
689.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745.9 |
702.2 |
43.7 |
6.1% |
24.6 |
3.4% |
33% |
False |
False |
250,912 |
| 10 |
755.9 |
702.2 |
53.7 |
7.5% |
21.0 |
2.9% |
27% |
False |
False |
211,995 |
| 20 |
764.1 |
702.2 |
61.9 |
8.6% |
18.8 |
2.6% |
24% |
False |
False |
205,918 |
| 40 |
764.1 |
656.0 |
108.1 |
15.1% |
18.4 |
2.6% |
56% |
False |
False |
223,972 |
| 60 |
764.1 |
646.2 |
117.9 |
16.4% |
18.4 |
2.6% |
60% |
False |
False |
241,528 |
| 80 |
766.2 |
646.2 |
120.0 |
16.7% |
17.4 |
2.4% |
59% |
False |
False |
188,876 |
| 100 |
766.2 |
646.2 |
120.0 |
16.7% |
16.5 |
2.3% |
59% |
False |
False |
151,136 |
| 120 |
766.2 |
646.2 |
120.0 |
16.7% |
15.9 |
2.2% |
59% |
False |
False |
126,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.2 |
|
2.618 |
769.3 |
|
1.618 |
751.6 |
|
1.000 |
740.7 |
|
0.618 |
733.9 |
|
HIGH |
723.0 |
|
0.618 |
716.2 |
|
0.500 |
714.2 |
|
0.382 |
712.1 |
|
LOW |
705.3 |
|
0.618 |
694.4 |
|
1.000 |
687.6 |
|
1.618 |
676.7 |
|
2.618 |
659.0 |
|
4.250 |
630.1 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
715.9 |
725.6 |
| PP |
715.0 |
722.7 |
| S1 |
714.2 |
719.7 |
|