CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
696.0 |
714.8 |
18.8 |
2.7% |
713.3 |
| High |
714.9 |
715.0 |
0.1 |
0.0% |
720.6 |
| Low |
694.0 |
703.3 |
9.3 |
1.3% |
685.5 |
| Close |
713.9 |
709.9 |
-4.0 |
-0.6% |
688.4 |
| Range |
20.9 |
11.7 |
-9.2 |
-44.0% |
35.1 |
| ATR |
17.7 |
17.3 |
-0.4 |
-2.4% |
0.0 |
| Volume |
169,884 |
221,292 |
51,408 |
30.3% |
921,485 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.5 |
738.9 |
716.3 |
|
| R3 |
732.8 |
727.2 |
713.1 |
|
| R2 |
721.1 |
721.1 |
712.0 |
|
| R1 |
715.5 |
715.5 |
711.0 |
712.5 |
| PP |
709.4 |
709.4 |
709.4 |
707.9 |
| S1 |
703.8 |
703.8 |
708.8 |
700.8 |
| S2 |
697.7 |
697.7 |
707.8 |
|
| S3 |
686.0 |
692.1 |
706.7 |
|
| S4 |
674.3 |
680.4 |
703.5 |
|
|
| 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 |
715.0 |
682.9 |
32.1 |
4.5% |
15.6 |
2.2% |
84% |
True |
False |
185,984 |
| 10 |
721.0 |
682.9 |
38.1 |
5.4% |
14.7 |
2.1% |
71% |
False |
False |
184,216 |
| 20 |
721.0 |
657.5 |
63.5 |
8.9% |
15.8 |
2.2% |
83% |
False |
False |
210,648 |
| 40 |
725.2 |
640.1 |
85.1 |
12.0% |
18.8 |
2.6% |
82% |
False |
False |
152,845 |
| 60 |
733.4 |
640.1 |
93.3 |
13.1% |
18.8 |
2.6% |
75% |
False |
False |
101,936 |
| 80 |
808.8 |
638.6 |
170.2 |
24.0% |
19.5 |
2.7% |
42% |
False |
False |
76,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
764.7 |
|
2.618 |
745.6 |
|
1.618 |
733.9 |
|
1.000 |
726.7 |
|
0.618 |
722.2 |
|
HIGH |
715.0 |
|
0.618 |
710.5 |
|
0.500 |
709.2 |
|
0.382 |
707.8 |
|
LOW |
703.3 |
|
0.618 |
696.1 |
|
1.000 |
691.6 |
|
1.618 |
684.4 |
|
2.618 |
672.7 |
|
4.250 |
653.6 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
709.7 |
706.5 |
| PP |
709.4 |
703.0 |
| S1 |
709.2 |
699.6 |
|