CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
718.6 |
716.1 |
-2.5 |
-0.3% |
717.9 |
| High |
728.4 |
730.2 |
1.8 |
0.2% |
724.6 |
| Low |
712.4 |
713.7 |
1.3 |
0.2% |
696.5 |
| Close |
717.5 |
729.4 |
11.9 |
1.7% |
720.2 |
| Range |
16.0 |
16.5 |
0.5 |
3.1% |
28.1 |
| ATR |
16.0 |
16.0 |
0.0 |
0.2% |
0.0 |
| Volume |
154,108 |
198,526 |
44,418 |
28.8% |
974,100 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773.9 |
768.2 |
738.5 |
|
| R3 |
757.4 |
751.7 |
733.9 |
|
| R2 |
740.9 |
740.9 |
732.4 |
|
| R1 |
735.2 |
735.2 |
730.9 |
738.1 |
| PP |
724.4 |
724.4 |
724.4 |
725.9 |
| S1 |
718.7 |
718.7 |
727.9 |
721.6 |
| S2 |
707.9 |
707.9 |
726.4 |
|
| S3 |
691.4 |
702.2 |
724.9 |
|
| S4 |
674.9 |
685.7 |
720.3 |
|
|
| 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 |
730.2 |
709.6 |
20.6 |
2.8% |
14.2 |
1.9% |
96% |
True |
False |
179,384 |
| 10 |
730.2 |
696.5 |
33.7 |
4.6% |
14.8 |
2.0% |
98% |
True |
False |
181,101 |
| 20 |
730.2 |
682.9 |
47.3 |
6.5% |
14.8 |
2.0% |
98% |
True |
False |
182,658 |
| 40 |
730.2 |
640.1 |
90.1 |
12.4% |
18.5 |
2.5% |
99% |
True |
False |
197,809 |
| 60 |
730.2 |
640.1 |
90.1 |
12.4% |
17.7 |
2.4% |
99% |
True |
False |
132,095 |
| 80 |
733.4 |
638.6 |
94.8 |
13.0% |
19.1 |
2.6% |
96% |
False |
False |
99,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
800.3 |
|
2.618 |
773.4 |
|
1.618 |
756.9 |
|
1.000 |
746.7 |
|
0.618 |
740.4 |
|
HIGH |
730.2 |
|
0.618 |
723.9 |
|
0.500 |
722.0 |
|
0.382 |
720.0 |
|
LOW |
713.7 |
|
0.618 |
703.5 |
|
1.000 |
697.2 |
|
1.618 |
687.0 |
|
2.618 |
670.5 |
|
4.250 |
643.6 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
726.9 |
726.7 |
| PP |
724.4 |
724.0 |
| S1 |
722.0 |
721.3 |
|