CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
711.1 |
713.7 |
2.6 |
0.4% |
685.0 |
| High |
714.9 |
716.8 |
1.9 |
0.3% |
721.0 |
| Low |
705.8 |
696.1 |
-9.7 |
-1.4% |
679.9 |
| Close |
713.7 |
700.4 |
-13.3 |
-1.9% |
713.9 |
| Range |
9.1 |
20.7 |
11.6 |
127.5% |
41.1 |
| ATR |
17.8 |
18.0 |
0.2 |
1.1% |
0.0 |
| Volume |
159,388 |
156,227 |
-3,161 |
-2.0% |
1,028,170 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.5 |
754.2 |
711.8 |
|
| R3 |
745.8 |
733.5 |
706.1 |
|
| R2 |
725.1 |
725.1 |
704.2 |
|
| R1 |
712.8 |
712.8 |
702.3 |
708.6 |
| PP |
704.4 |
704.4 |
704.4 |
702.4 |
| S1 |
692.1 |
692.1 |
698.5 |
687.9 |
| S2 |
683.7 |
683.7 |
696.6 |
|
| S3 |
663.0 |
671.4 |
694.7 |
|
| S4 |
642.3 |
650.7 |
689.0 |
|
|
| 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 |
696.1 |
24.9 |
3.6% |
13.0 |
1.9% |
17% |
False |
True |
184,809 |
| 10 |
721.0 |
679.9 |
41.1 |
5.9% |
14.8 |
2.1% |
50% |
False |
False |
196,478 |
| 20 |
721.0 |
640.1 |
80.9 |
11.6% |
20.0 |
2.9% |
75% |
False |
False |
246,515 |
| 40 |
725.4 |
640.1 |
85.3 |
12.2% |
18.8 |
2.7% |
71% |
False |
False |
124,420 |
| 60 |
733.4 |
638.6 |
94.8 |
13.5% |
20.2 |
2.9% |
65% |
False |
False |
82,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804.8 |
|
2.618 |
771.0 |
|
1.618 |
750.3 |
|
1.000 |
737.5 |
|
0.618 |
729.6 |
|
HIGH |
716.8 |
|
0.618 |
708.9 |
|
0.500 |
706.5 |
|
0.382 |
704.0 |
|
LOW |
696.1 |
|
0.618 |
683.3 |
|
1.000 |
675.4 |
|
1.618 |
662.6 |
|
2.618 |
641.9 |
|
4.250 |
608.1 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.5 |
708.4 |
| PP |
704.4 |
705.7 |
| S1 |
702.4 |
703.1 |
|