CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
716.1 |
729.0 |
12.9 |
1.8% |
720.9 |
| High |
730.2 |
738.3 |
8.1 |
1.1% |
738.3 |
| Low |
713.7 |
723.7 |
10.0 |
1.4% |
712.4 |
| Close |
729.4 |
727.6 |
-1.8 |
-0.2% |
727.6 |
| Range |
16.5 |
14.6 |
-1.9 |
-11.5% |
25.9 |
| ATR |
16.0 |
15.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
198,526 |
186,160 |
-12,366 |
-6.2% |
848,758 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773.7 |
765.2 |
735.6 |
|
| R3 |
759.1 |
750.6 |
731.6 |
|
| R2 |
744.5 |
744.5 |
730.3 |
|
| R1 |
736.0 |
736.0 |
728.9 |
733.0 |
| PP |
729.9 |
729.9 |
729.9 |
728.3 |
| S1 |
721.4 |
721.4 |
726.3 |
718.4 |
| S2 |
715.3 |
715.3 |
724.9 |
|
| S3 |
700.7 |
706.8 |
723.6 |
|
| S4 |
686.1 |
692.2 |
719.6 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803.8 |
791.6 |
741.8 |
|
| R3 |
777.9 |
765.7 |
734.7 |
|
| R2 |
752.0 |
752.0 |
732.3 |
|
| R1 |
739.8 |
739.8 |
730.0 |
745.9 |
| PP |
726.1 |
726.1 |
726.1 |
729.2 |
| S1 |
713.9 |
713.9 |
725.2 |
720.0 |
| S2 |
700.2 |
700.2 |
722.9 |
|
| S3 |
674.3 |
688.0 |
720.5 |
|
| S4 |
648.4 |
662.1 |
713.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.3 |
712.4 |
25.9 |
3.6% |
14.1 |
1.9% |
59% |
True |
False |
169,751 |
| 10 |
738.3 |
696.5 |
41.8 |
5.7% |
14.8 |
2.0% |
74% |
True |
False |
182,285 |
| 20 |
738.3 |
682.9 |
55.4 |
7.6% |
14.9 |
2.0% |
81% |
True |
False |
182,930 |
| 40 |
738.3 |
640.1 |
98.2 |
13.5% |
18.2 |
2.5% |
89% |
True |
False |
202,282 |
| 60 |
738.3 |
640.1 |
98.2 |
13.5% |
17.6 |
2.4% |
89% |
True |
False |
135,196 |
| 80 |
738.3 |
638.6 |
99.7 |
13.7% |
19.0 |
2.6% |
89% |
True |
False |
101,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
800.4 |
|
2.618 |
776.5 |
|
1.618 |
761.9 |
|
1.000 |
752.9 |
|
0.618 |
747.3 |
|
HIGH |
738.3 |
|
0.618 |
732.7 |
|
0.500 |
731.0 |
|
0.382 |
729.3 |
|
LOW |
723.7 |
|
0.618 |
714.7 |
|
1.000 |
709.1 |
|
1.618 |
700.1 |
|
2.618 |
685.5 |
|
4.250 |
661.7 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.0 |
726.9 |
| PP |
729.9 |
726.1 |
| S1 |
728.7 |
725.4 |
|