CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
714.7 |
681.7 |
-33.0 |
-4.6% |
727.7 |
| High |
721.1 |
722.3 |
1.2 |
0.2% |
745.9 |
| Low |
675.0 |
673.2 |
-1.8 |
-0.3% |
699.8 |
| Close |
681.0 |
717.5 |
36.5 |
5.4% |
724.3 |
| Range |
46.1 |
49.1 |
3.0 |
6.5% |
46.1 |
| ATR |
23.6 |
25.5 |
1.8 |
7.7% |
0.0 |
| Volume |
123,806 |
77,146 |
-46,660 |
-37.7% |
1,216,205 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.6 |
833.7 |
744.5 |
|
| R3 |
802.5 |
784.6 |
731.0 |
|
| R2 |
753.4 |
753.4 |
726.5 |
|
| R1 |
735.5 |
735.5 |
722.0 |
744.5 |
| PP |
704.3 |
704.3 |
704.3 |
708.8 |
| S1 |
686.4 |
686.4 |
713.0 |
695.4 |
| S2 |
655.2 |
655.2 |
708.5 |
|
| S3 |
606.1 |
637.3 |
704.0 |
|
| S4 |
557.0 |
588.2 |
690.5 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.6 |
839.1 |
749.7 |
|
| R3 |
815.5 |
793.0 |
737.0 |
|
| R2 |
769.4 |
769.4 |
732.8 |
|
| R1 |
746.9 |
746.9 |
728.5 |
735.1 |
| PP |
723.3 |
723.3 |
723.3 |
717.5 |
| S1 |
700.8 |
700.8 |
720.1 |
689.0 |
| S2 |
677.2 |
677.2 |
715.8 |
|
| S3 |
631.1 |
654.7 |
711.6 |
|
| S4 |
585.0 |
608.6 |
698.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
725.4 |
673.2 |
52.2 |
7.3% |
35.3 |
4.9% |
85% |
False |
True |
119,831 |
| 10 |
745.9 |
673.2 |
72.7 |
10.1% |
29.2 |
4.1% |
61% |
False |
True |
187,373 |
| 20 |
755.9 |
673.2 |
82.7 |
11.5% |
23.5 |
3.3% |
54% |
False |
True |
183,781 |
| 40 |
764.1 |
673.2 |
90.9 |
12.7% |
20.5 |
2.9% |
49% |
False |
True |
204,079 |
| 60 |
764.1 |
646.2 |
117.9 |
16.4% |
20.3 |
2.8% |
60% |
False |
False |
227,502 |
| 80 |
766.2 |
646.2 |
120.0 |
16.7% |
18.9 |
2.6% |
59% |
False |
False |
199,491 |
| 100 |
766.2 |
646.2 |
120.0 |
16.7% |
17.6 |
2.5% |
59% |
False |
False |
159,628 |
| 120 |
766.2 |
646.2 |
120.0 |
16.7% |
16.9 |
2.4% |
59% |
False |
False |
133,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
931.0 |
|
2.618 |
850.8 |
|
1.618 |
801.7 |
|
1.000 |
771.4 |
|
0.618 |
752.6 |
|
HIGH |
722.3 |
|
0.618 |
703.5 |
|
0.500 |
697.8 |
|
0.382 |
692.0 |
|
LOW |
673.2 |
|
0.618 |
642.9 |
|
1.000 |
624.1 |
|
1.618 |
593.8 |
|
2.618 |
544.7 |
|
4.250 |
464.5 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
710.9 |
710.9 |
| PP |
704.3 |
704.3 |
| S1 |
697.8 |
697.8 |
|