CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
716.5 |
706.4 |
-10.1 |
-1.4% |
689.0 |
| High |
717.5 |
711.9 |
-5.6 |
-0.8% |
724.9 |
| Low |
696.5 |
700.5 |
4.0 |
0.6% |
682.9 |
| Close |
706.4 |
705.7 |
-0.7 |
-0.1% |
717.7 |
| Range |
21.0 |
11.4 |
-9.6 |
-45.7% |
42.0 |
| ATR |
16.7 |
16.3 |
-0.4 |
-2.3% |
0.0 |
| Volume |
133,443 |
232,023 |
98,580 |
73.9% |
914,274 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740.2 |
734.4 |
712.0 |
|
| R3 |
728.8 |
723.0 |
708.8 |
|
| R2 |
717.4 |
717.4 |
707.8 |
|
| R1 |
711.6 |
711.6 |
706.7 |
708.8 |
| PP |
706.0 |
706.0 |
706.0 |
704.7 |
| S1 |
700.2 |
700.2 |
704.7 |
697.4 |
| S2 |
694.6 |
694.6 |
703.6 |
|
| S3 |
683.2 |
688.8 |
702.6 |
|
| S4 |
671.8 |
677.4 |
699.4 |
|
|
| 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 |
696.5 |
28.4 |
4.0% |
13.0 |
1.8% |
32% |
False |
False |
192,445 |
| 10 |
724.9 |
682.9 |
42.0 |
6.0% |
14.8 |
2.1% |
54% |
False |
False |
187,852 |
| 20 |
724.9 |
679.9 |
45.0 |
6.4% |
14.8 |
2.1% |
57% |
False |
False |
192,165 |
| 40 |
725.2 |
640.1 |
85.1 |
12.1% |
18.6 |
2.6% |
77% |
False |
False |
171,344 |
| 60 |
733.4 |
640.1 |
93.3 |
13.2% |
18.4 |
2.6% |
70% |
False |
False |
114,277 |
| 80 |
780.7 |
638.6 |
142.1 |
20.1% |
19.5 |
2.8% |
47% |
False |
False |
85,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760.4 |
|
2.618 |
741.7 |
|
1.618 |
730.3 |
|
1.000 |
723.3 |
|
0.618 |
718.9 |
|
HIGH |
711.9 |
|
0.618 |
707.5 |
|
0.500 |
706.2 |
|
0.382 |
704.9 |
|
LOW |
700.5 |
|
0.618 |
693.5 |
|
1.000 |
689.1 |
|
1.618 |
682.1 |
|
2.618 |
670.7 |
|
4.250 |
652.1 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.2 |
708.6 |
| PP |
706.0 |
707.6 |
| S1 |
705.9 |
706.7 |
|