CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
730.4 |
717.4 |
-13.0 |
-1.8% |
720.9 |
| High |
733.7 |
720.7 |
-13.0 |
-1.8% |
738.3 |
| Low |
714.3 |
713.0 |
-1.3 |
-0.2% |
712.4 |
| Close |
717.8 |
715.9 |
-1.9 |
-0.3% |
727.6 |
| Range |
19.4 |
7.7 |
-11.7 |
-60.3% |
25.9 |
| ATR |
15.6 |
15.0 |
-0.6 |
-3.6% |
0.0 |
| Volume |
194,679 |
207,564 |
12,885 |
6.6% |
848,758 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739.6 |
735.5 |
720.1 |
|
| R3 |
731.9 |
727.8 |
718.0 |
|
| R2 |
724.2 |
724.2 |
717.3 |
|
| R1 |
720.1 |
720.1 |
716.6 |
718.3 |
| PP |
716.5 |
716.5 |
716.5 |
715.7 |
| S1 |
712.4 |
712.4 |
715.2 |
710.6 |
| S2 |
708.8 |
708.8 |
714.5 |
|
| S3 |
701.1 |
704.7 |
713.8 |
|
| S4 |
693.4 |
697.0 |
711.7 |
|
|
| 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 |
713.0 |
25.3 |
3.5% |
12.8 |
1.8% |
11% |
False |
True |
188,986 |
| 10 |
738.3 |
709.6 |
28.7 |
4.0% |
13.5 |
1.9% |
22% |
False |
False |
184,185 |
| 20 |
738.3 |
682.9 |
55.4 |
7.7% |
14.5 |
2.0% |
60% |
False |
False |
184,293 |
| 40 |
738.3 |
640.1 |
98.2 |
13.7% |
17.3 |
2.4% |
77% |
False |
False |
219,752 |
| 60 |
738.3 |
640.1 |
98.2 |
13.7% |
17.4 |
2.4% |
77% |
False |
False |
147,838 |
| 80 |
738.3 |
638.6 |
99.7 |
13.9% |
18.8 |
2.6% |
78% |
False |
False |
110,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753.4 |
|
2.618 |
740.9 |
|
1.618 |
733.2 |
|
1.000 |
728.4 |
|
0.618 |
725.5 |
|
HIGH |
720.7 |
|
0.618 |
717.8 |
|
0.500 |
716.9 |
|
0.382 |
715.9 |
|
LOW |
713.0 |
|
0.618 |
708.2 |
|
1.000 |
705.3 |
|
1.618 |
700.5 |
|
2.618 |
692.8 |
|
4.250 |
680.3 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
716.9 |
723.4 |
| PP |
716.5 |
720.9 |
| S1 |
716.2 |
718.4 |
|