CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
685.0 |
685.0 |
0.0 |
0.0% |
675.9 |
| High |
694.4 |
710.2 |
15.8 |
2.3% |
706.2 |
| Low |
679.9 |
683.6 |
3.7 |
0.5% |
675.5 |
| Close |
690.0 |
709.7 |
19.7 |
2.9% |
684.1 |
| Range |
14.5 |
26.6 |
12.1 |
83.4% |
30.7 |
| ATR |
20.4 |
20.9 |
0.4 |
2.2% |
0.0 |
| Volume |
175,858 |
203,776 |
27,918 |
15.9% |
1,124,921 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.0 |
771.9 |
724.3 |
|
| R3 |
754.4 |
745.3 |
717.0 |
|
| R2 |
727.8 |
727.8 |
714.6 |
|
| R1 |
718.7 |
718.7 |
712.1 |
723.3 |
| PP |
701.2 |
701.2 |
701.2 |
703.4 |
| S1 |
692.1 |
692.1 |
707.3 |
696.7 |
| S2 |
674.6 |
674.6 |
704.8 |
|
| S3 |
648.0 |
665.5 |
702.4 |
|
| S4 |
621.4 |
638.9 |
695.1 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.7 |
763.1 |
701.0 |
|
| R3 |
750.0 |
732.4 |
692.5 |
|
| R2 |
719.3 |
719.3 |
689.7 |
|
| R1 |
701.7 |
701.7 |
686.9 |
710.5 |
| PP |
688.6 |
688.6 |
688.6 |
693.0 |
| S1 |
671.0 |
671.0 |
681.3 |
679.8 |
| S2 |
657.9 |
657.9 |
678.5 |
|
| S3 |
627.2 |
640.3 |
675.7 |
|
| S4 |
596.5 |
609.6 |
667.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
710.2 |
679.9 |
30.3 |
4.3% |
16.0 |
2.3% |
98% |
True |
False |
201,971 |
| 10 |
710.2 |
649.5 |
60.7 |
8.6% |
20.7 |
2.9% |
99% |
True |
False |
286,055 |
| 20 |
710.2 |
640.1 |
70.1 |
9.9% |
22.6 |
3.2% |
99% |
True |
False |
190,067 |
| 40 |
725.4 |
640.1 |
85.3 |
12.0% |
19.6 |
2.8% |
82% |
False |
False |
95,131 |
| 60 |
741.1 |
638.6 |
102.5 |
14.4% |
21.0 |
3.0% |
69% |
False |
False |
63,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
823.3 |
|
2.618 |
779.8 |
|
1.618 |
753.2 |
|
1.000 |
736.8 |
|
0.618 |
726.6 |
|
HIGH |
710.2 |
|
0.618 |
700.0 |
|
0.500 |
696.9 |
|
0.382 |
693.8 |
|
LOW |
683.6 |
|
0.618 |
667.2 |
|
1.000 |
657.0 |
|
1.618 |
640.6 |
|
2.618 |
614.0 |
|
4.250 |
570.6 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
705.4 |
704.8 |
| PP |
701.2 |
699.9 |
| S1 |
696.9 |
695.1 |
|