CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
711.4 |
717.9 |
6.5 |
0.9% |
689.0 |
| High |
724.9 |
720.6 |
-4.3 |
-0.6% |
724.9 |
| Low |
710.5 |
714.0 |
3.5 |
0.5% |
682.9 |
| Close |
717.7 |
716.8 |
-0.9 |
-0.1% |
717.7 |
| Range |
14.4 |
6.6 |
-7.8 |
-54.2% |
42.0 |
| ATR |
17.1 |
16.3 |
-0.7 |
-4.4% |
0.0 |
| Volume |
174,316 |
201,153 |
26,837 |
15.4% |
914,274 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736.9 |
733.5 |
720.4 |
|
| R3 |
730.3 |
726.9 |
718.6 |
|
| R2 |
723.7 |
723.7 |
718.0 |
|
| R1 |
720.3 |
720.3 |
717.4 |
718.7 |
| PP |
717.1 |
717.1 |
717.1 |
716.4 |
| S1 |
713.7 |
713.7 |
716.2 |
712.1 |
| S2 |
710.5 |
710.5 |
715.6 |
|
| S3 |
703.9 |
707.1 |
715.0 |
|
| S4 |
697.3 |
700.5 |
713.2 |
|
|
| 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 |
684.1 |
40.8 |
5.7% |
12.4 |
1.7% |
80% |
False |
False |
184,480 |
| 10 |
724.9 |
682.9 |
42.0 |
5.9% |
14.5 |
2.0% |
81% |
False |
False |
182,866 |
| 20 |
724.9 |
679.9 |
45.0 |
6.3% |
14.2 |
2.0% |
82% |
False |
False |
195,744 |
| 40 |
725.2 |
640.1 |
85.1 |
11.9% |
18.3 |
2.6% |
90% |
False |
False |
162,216 |
| 60 |
733.4 |
640.1 |
93.3 |
13.0% |
18.5 |
2.6% |
82% |
False |
False |
108,188 |
| 80 |
805.1 |
638.6 |
166.5 |
23.2% |
19.5 |
2.7% |
47% |
False |
False |
81,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
748.7 |
|
2.618 |
737.9 |
|
1.618 |
731.3 |
|
1.000 |
727.2 |
|
0.618 |
724.7 |
|
HIGH |
720.6 |
|
0.618 |
718.1 |
|
0.500 |
717.3 |
|
0.382 |
716.5 |
|
LOW |
714.0 |
|
0.618 |
709.9 |
|
1.000 |
707.4 |
|
1.618 |
703.3 |
|
2.618 |
696.7 |
|
4.250 |
686.0 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
717.3 |
715.9 |
| PP |
717.1 |
715.0 |
| S1 |
717.0 |
714.1 |
|