CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
706.4 |
705.5 |
-0.9 |
-0.1% |
689.0 |
| High |
711.9 |
721.6 |
9.7 |
1.4% |
724.9 |
| Low |
700.5 |
698.0 |
-2.5 |
-0.4% |
682.9 |
| Close |
705.7 |
713.3 |
7.6 |
1.1% |
717.7 |
| Range |
11.4 |
23.6 |
12.2 |
107.0% |
42.0 |
| ATR |
16.3 |
16.8 |
0.5 |
3.2% |
0.0 |
| Volume |
232,023 |
173,157 |
-58,866 |
-25.4% |
914,274 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.8 |
771.1 |
726.3 |
|
| R3 |
758.2 |
747.5 |
719.8 |
|
| R2 |
734.6 |
734.6 |
717.6 |
|
| R1 |
723.9 |
723.9 |
715.5 |
729.3 |
| PP |
711.0 |
711.0 |
711.0 |
713.6 |
| S1 |
700.3 |
700.3 |
711.1 |
705.7 |
| S2 |
687.4 |
687.4 |
709.0 |
|
| S3 |
663.8 |
676.7 |
706.8 |
|
| S4 |
640.2 |
653.1 |
700.3 |
|
|
| 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% |
15.4 |
2.2% |
59% |
False |
False |
182,818 |
| 10 |
724.9 |
682.9 |
42.0 |
5.9% |
15.5 |
2.2% |
72% |
False |
False |
184,401 |
| 20 |
724.9 |
679.9 |
45.0 |
6.3% |
15.3 |
2.1% |
74% |
False |
False |
190,928 |
| 40 |
724.9 |
640.1 |
84.8 |
11.9% |
18.8 |
2.6% |
86% |
False |
False |
175,665 |
| 60 |
733.4 |
640.1 |
93.3 |
13.1% |
18.3 |
2.6% |
78% |
False |
False |
117,162 |
| 80 |
768.5 |
638.6 |
129.9 |
18.2% |
19.6 |
2.7% |
58% |
False |
False |
87,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
821.9 |
|
2.618 |
783.4 |
|
1.618 |
759.8 |
|
1.000 |
745.2 |
|
0.618 |
736.2 |
|
HIGH |
721.6 |
|
0.618 |
712.6 |
|
0.500 |
709.8 |
|
0.382 |
707.0 |
|
LOW |
698.0 |
|
0.618 |
683.4 |
|
1.000 |
674.4 |
|
1.618 |
659.8 |
|
2.618 |
636.2 |
|
4.250 |
597.7 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
712.1 |
711.9 |
| PP |
711.0 |
710.5 |
| S1 |
709.8 |
709.1 |
|