CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
687.0 |
696.0 |
9.0 |
1.3% |
713.3 |
| High |
692.7 |
714.9 |
22.2 |
3.2% |
720.6 |
| Low |
684.1 |
694.0 |
9.9 |
1.4% |
685.5 |
| Close |
691.9 |
713.9 |
22.0 |
3.2% |
688.4 |
| Range |
8.6 |
20.9 |
12.3 |
143.0% |
35.1 |
| ATR |
17.3 |
17.7 |
0.4 |
2.4% |
0.0 |
| Volume |
155,757 |
169,884 |
14,127 |
9.1% |
921,485 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.3 |
763.0 |
725.4 |
|
| R3 |
749.4 |
742.1 |
719.6 |
|
| R2 |
728.5 |
728.5 |
717.7 |
|
| R1 |
721.2 |
721.2 |
715.8 |
724.9 |
| PP |
707.6 |
707.6 |
707.6 |
709.4 |
| S1 |
700.3 |
700.3 |
712.0 |
704.0 |
| S2 |
686.7 |
686.7 |
710.1 |
|
| S3 |
665.8 |
679.4 |
708.2 |
|
| S4 |
644.9 |
658.5 |
702.4 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803.5 |
781.0 |
707.7 |
|
| R3 |
768.4 |
745.9 |
698.1 |
|
| R2 |
733.3 |
733.3 |
694.8 |
|
| R1 |
710.8 |
710.8 |
691.6 |
704.5 |
| PP |
698.2 |
698.2 |
698.2 |
695.0 |
| S1 |
675.7 |
675.7 |
685.2 |
669.4 |
| S2 |
663.1 |
663.1 |
682.0 |
|
| S3 |
628.0 |
640.6 |
678.7 |
|
| S4 |
592.9 |
605.5 |
669.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
714.9 |
682.9 |
32.0 |
4.5% |
16.5 |
2.3% |
97% |
True |
False |
183,258 |
| 10 |
721.0 |
682.9 |
38.1 |
5.3% |
14.7 |
2.1% |
81% |
False |
False |
184,034 |
| 20 |
721.0 |
657.5 |
63.5 |
8.9% |
16.7 |
2.3% |
89% |
False |
False |
223,408 |
| 40 |
725.2 |
640.1 |
85.1 |
11.9% |
18.9 |
2.7% |
87% |
False |
False |
147,320 |
| 60 |
733.4 |
640.1 |
93.3 |
13.1% |
19.4 |
2.7% |
79% |
False |
False |
98,252 |
| 80 |
808.8 |
638.6 |
170.2 |
23.8% |
19.4 |
2.7% |
44% |
False |
False |
73,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.7 |
|
2.618 |
769.6 |
|
1.618 |
748.7 |
|
1.000 |
735.8 |
|
0.618 |
727.8 |
|
HIGH |
714.9 |
|
0.618 |
706.9 |
|
0.500 |
704.5 |
|
0.382 |
702.0 |
|
LOW |
694.0 |
|
0.618 |
681.1 |
|
1.000 |
673.1 |
|
1.618 |
660.2 |
|
2.618 |
639.3 |
|
4.250 |
605.2 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
710.8 |
708.9 |
| PP |
707.6 |
703.9 |
| S1 |
704.5 |
698.9 |
|