CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
714.8 |
711.4 |
-3.4 |
-0.5% |
689.0 |
| High |
715.0 |
724.9 |
9.9 |
1.4% |
724.9 |
| Low |
703.3 |
710.5 |
7.2 |
1.0% |
682.9 |
| Close |
709.9 |
717.7 |
7.8 |
1.1% |
717.7 |
| Range |
11.7 |
14.4 |
2.7 |
23.1% |
42.0 |
| ATR |
17.3 |
17.1 |
-0.2 |
-0.9% |
0.0 |
| Volume |
221,292 |
174,316 |
-46,976 |
-21.2% |
914,274 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.9 |
753.7 |
725.6 |
|
| R3 |
746.5 |
739.3 |
721.7 |
|
| R2 |
732.1 |
732.1 |
720.3 |
|
| R1 |
724.9 |
724.9 |
719.0 |
728.5 |
| PP |
717.7 |
717.7 |
717.7 |
719.5 |
| S1 |
710.5 |
710.5 |
716.4 |
714.1 |
| S2 |
703.3 |
703.3 |
715.1 |
|
| S3 |
688.9 |
696.1 |
713.7 |
|
| S4 |
674.5 |
681.7 |
709.8 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.5 |
818.1 |
740.8 |
|
| R3 |
792.5 |
776.1 |
729.3 |
|
| R2 |
750.5 |
750.5 |
725.4 |
|
| R1 |
734.1 |
734.1 |
721.6 |
742.3 |
| PP |
708.5 |
708.5 |
708.5 |
712.6 |
| S1 |
692.1 |
692.1 |
713.9 |
700.3 |
| S2 |
666.5 |
666.5 |
710.0 |
|
| S3 |
624.5 |
650.1 |
706.2 |
|
| S4 |
582.5 |
608.1 |
694.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724.9 |
682.9 |
42.0 |
5.9% |
13.4 |
1.9% |
83% |
True |
False |
182,854 |
| 10 |
724.9 |
682.9 |
42.0 |
5.9% |
14.9 |
2.1% |
83% |
True |
False |
183,575 |
| 20 |
724.9 |
675.5 |
49.4 |
6.9% |
15.3 |
2.1% |
85% |
True |
False |
199,442 |
| 40 |
725.2 |
640.1 |
85.1 |
11.9% |
18.5 |
2.6% |
91% |
False |
False |
157,193 |
| 60 |
733.4 |
640.1 |
93.3 |
13.0% |
18.7 |
2.6% |
83% |
False |
False |
104,837 |
| 80 |
808.8 |
638.6 |
170.2 |
23.7% |
19.6 |
2.7% |
46% |
False |
False |
78,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
786.1 |
|
2.618 |
762.6 |
|
1.618 |
748.2 |
|
1.000 |
739.3 |
|
0.618 |
733.8 |
|
HIGH |
724.9 |
|
0.618 |
719.4 |
|
0.500 |
717.7 |
|
0.382 |
716.0 |
|
LOW |
710.5 |
|
0.618 |
701.6 |
|
1.000 |
696.1 |
|
1.618 |
687.2 |
|
2.618 |
672.8 |
|
4.250 |
649.3 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
717.7 |
715.0 |
| PP |
717.7 |
712.2 |
| S1 |
717.7 |
709.5 |
|