CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
705.5 |
713.1 |
7.6 |
1.1% |
717.9 |
| High |
721.6 |
724.6 |
3.0 |
0.4% |
724.6 |
| Low |
698.0 |
709.6 |
11.6 |
1.7% |
696.5 |
| Close |
713.3 |
720.2 |
6.9 |
1.0% |
720.2 |
| Range |
23.6 |
15.0 |
-8.6 |
-36.4% |
28.1 |
| ATR |
16.8 |
16.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
173,157 |
234,324 |
61,167 |
35.3% |
974,100 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.1 |
756.7 |
728.5 |
|
| R3 |
748.1 |
741.7 |
724.3 |
|
| R2 |
733.1 |
733.1 |
723.0 |
|
| R1 |
726.7 |
726.7 |
721.6 |
729.9 |
| PP |
718.1 |
718.1 |
718.1 |
719.8 |
| S1 |
711.7 |
711.7 |
718.8 |
714.9 |
| S2 |
703.1 |
703.1 |
717.5 |
|
| S3 |
688.1 |
696.7 |
716.1 |
|
| S4 |
673.1 |
681.7 |
712.0 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.1 |
787.2 |
735.7 |
|
| R3 |
770.0 |
759.1 |
727.9 |
|
| R2 |
741.9 |
741.9 |
725.4 |
|
| R1 |
731.0 |
731.0 |
722.8 |
736.5 |
| PP |
713.8 |
713.8 |
713.8 |
716.5 |
| S1 |
702.9 |
702.9 |
717.6 |
708.4 |
| S2 |
685.7 |
685.7 |
715.0 |
|
| S3 |
657.6 |
674.8 |
712.5 |
|
| S4 |
629.5 |
646.7 |
704.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724.6 |
696.5 |
28.1 |
3.9% |
15.5 |
2.2% |
84% |
True |
False |
194,820 |
| 10 |
724.9 |
682.9 |
42.0 |
5.8% |
14.5 |
2.0% |
89% |
False |
False |
188,837 |
| 20 |
724.9 |
679.9 |
45.0 |
6.2% |
15.2 |
2.1% |
90% |
False |
False |
191,901 |
| 40 |
724.9 |
640.1 |
84.8 |
11.8% |
18.8 |
2.6% |
94% |
False |
False |
181,518 |
| 60 |
733.4 |
640.1 |
93.3 |
13.0% |
18.0 |
2.5% |
86% |
False |
False |
121,066 |
| 80 |
766.0 |
638.6 |
127.4 |
17.7% |
19.6 |
2.7% |
64% |
False |
False |
90,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.4 |
|
2.618 |
763.9 |
|
1.618 |
748.9 |
|
1.000 |
739.6 |
|
0.618 |
733.9 |
|
HIGH |
724.6 |
|
0.618 |
718.9 |
|
0.500 |
717.1 |
|
0.382 |
715.3 |
|
LOW |
709.6 |
|
0.618 |
700.3 |
|
1.000 |
694.6 |
|
1.618 |
685.3 |
|
2.618 |
670.3 |
|
4.250 |
645.9 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
719.2 |
717.2 |
| PP |
718.1 |
714.3 |
| S1 |
717.1 |
711.3 |
|