CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
713.1 |
720.9 |
7.8 |
1.1% |
717.9 |
| High |
724.6 |
729.0 |
4.4 |
0.6% |
724.6 |
| Low |
709.6 |
717.5 |
7.9 |
1.1% |
696.5 |
| Close |
720.2 |
725.7 |
5.5 |
0.8% |
720.2 |
| Range |
15.0 |
11.5 |
-3.5 |
-23.3% |
28.1 |
| ATR |
16.7 |
16.3 |
-0.4 |
-2.2% |
0.0 |
| Volume |
234,324 |
169,025 |
-65,299 |
-27.9% |
974,100 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
758.6 |
753.6 |
732.0 |
|
| R3 |
747.1 |
742.1 |
728.9 |
|
| R2 |
735.6 |
735.6 |
727.8 |
|
| R1 |
730.6 |
730.6 |
726.8 |
733.1 |
| PP |
724.1 |
724.1 |
724.1 |
725.3 |
| S1 |
719.1 |
719.1 |
724.6 |
721.6 |
| S2 |
712.6 |
712.6 |
723.6 |
|
| S3 |
701.1 |
707.6 |
722.5 |
|
| S4 |
689.6 |
696.1 |
719.4 |
|
|
| 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 |
729.0 |
696.5 |
32.5 |
4.5% |
16.5 |
2.3% |
90% |
True |
False |
188,394 |
| 10 |
729.0 |
684.1 |
44.9 |
6.2% |
14.5 |
2.0% |
93% |
True |
False |
186,437 |
| 20 |
729.0 |
682.9 |
46.1 |
6.4% |
15.1 |
2.1% |
93% |
True |
False |
191,559 |
| 40 |
729.0 |
640.1 |
88.9 |
12.3% |
18.5 |
2.6% |
96% |
True |
False |
185,734 |
| 60 |
733.4 |
640.1 |
93.3 |
12.9% |
17.8 |
2.5% |
92% |
False |
False |
123,882 |
| 80 |
756.3 |
638.6 |
117.7 |
16.2% |
19.6 |
2.7% |
74% |
False |
False |
92,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777.9 |
|
2.618 |
759.1 |
|
1.618 |
747.6 |
|
1.000 |
740.5 |
|
0.618 |
736.1 |
|
HIGH |
729.0 |
|
0.618 |
724.6 |
|
0.500 |
723.3 |
|
0.382 |
721.9 |
|
LOW |
717.5 |
|
0.618 |
710.4 |
|
1.000 |
706.0 |
|
1.618 |
698.9 |
|
2.618 |
687.4 |
|
4.250 |
668.6 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
724.9 |
721.6 |
| PP |
724.1 |
717.6 |
| S1 |
723.3 |
713.5 |
|