CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
715.1 |
713.3 |
-1.8 |
-0.3% |
685.0 |
| High |
721.0 |
720.6 |
-0.4 |
-0.1% |
721.0 |
| Low |
708.4 |
709.8 |
1.4 |
0.2% |
679.9 |
| Close |
713.9 |
711.4 |
-2.5 |
-0.4% |
713.9 |
| Range |
12.6 |
10.8 |
-1.8 |
-14.3% |
41.1 |
| ATR |
19.1 |
18.5 |
-0.6 |
-3.1% |
0.0 |
| Volume |
180,720 |
208,243 |
27,523 |
15.2% |
1,028,170 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746.3 |
739.7 |
717.3 |
|
| R3 |
735.5 |
728.9 |
714.4 |
|
| R2 |
724.7 |
724.7 |
713.4 |
|
| R1 |
718.1 |
718.1 |
712.4 |
716.0 |
| PP |
713.9 |
713.9 |
713.9 |
712.9 |
| S1 |
707.3 |
707.3 |
710.4 |
705.2 |
| S2 |
703.1 |
703.1 |
709.4 |
|
| S3 |
692.3 |
696.5 |
708.4 |
|
| S4 |
681.5 |
685.7 |
705.5 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.2 |
812.2 |
736.5 |
|
| R3 |
787.1 |
771.1 |
725.2 |
|
| R2 |
746.0 |
746.0 |
721.4 |
|
| R1 |
730.0 |
730.0 |
717.7 |
738.0 |
| PP |
704.9 |
704.9 |
704.9 |
709.0 |
| S1 |
688.9 |
688.9 |
710.1 |
696.9 |
| S2 |
663.8 |
663.8 |
706.4 |
|
| S3 |
622.7 |
647.8 |
702.6 |
|
| S4 |
581.6 |
606.7 |
691.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
721.0 |
683.6 |
37.4 |
5.3% |
14.7 |
2.1% |
74% |
False |
False |
212,111 |
| 10 |
721.0 |
679.9 |
41.1 |
5.8% |
13.9 |
1.9% |
77% |
False |
False |
208,622 |
| 20 |
721.0 |
640.1 |
80.9 |
11.4% |
21.2 |
3.0% |
88% |
False |
False |
231,679 |
| 40 |
725.4 |
640.1 |
85.3 |
12.0% |
18.8 |
2.6% |
84% |
False |
False |
116,531 |
| 60 |
733.4 |
638.6 |
94.8 |
13.3% |
20.2 |
2.8% |
77% |
False |
False |
77,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766.5 |
|
2.618 |
748.9 |
|
1.618 |
738.1 |
|
1.000 |
731.4 |
|
0.618 |
727.3 |
|
HIGH |
720.6 |
|
0.618 |
716.5 |
|
0.500 |
715.2 |
|
0.382 |
713.9 |
|
LOW |
709.8 |
|
0.618 |
703.1 |
|
1.000 |
699.0 |
|
1.618 |
692.3 |
|
2.618 |
681.5 |
|
4.250 |
663.9 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
715.2 |
713.2 |
| PP |
713.9 |
712.6 |
| S1 |
712.7 |
712.0 |
|