CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
717.4 |
715.4 |
-2.0 |
-0.3% |
726.3 |
| High |
720.7 |
722.2 |
1.5 |
0.2% |
733.7 |
| Low |
713.0 |
711.1 |
-1.9 |
-0.3% |
711.1 |
| Close |
715.9 |
719.1 |
3.2 |
0.4% |
719.1 |
| Range |
7.7 |
11.1 |
3.4 |
44.2% |
22.6 |
| ATR |
15.0 |
14.8 |
-0.3 |
-1.9% |
0.0 |
| Volume |
207,564 |
197,566 |
-9,998 |
-4.8% |
956,336 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.8 |
746.0 |
725.2 |
|
| R3 |
739.7 |
734.9 |
722.2 |
|
| R2 |
728.6 |
728.6 |
721.1 |
|
| R1 |
723.8 |
723.8 |
720.1 |
726.2 |
| PP |
717.5 |
717.5 |
717.5 |
718.7 |
| S1 |
712.7 |
712.7 |
718.1 |
715.1 |
| S2 |
706.4 |
706.4 |
717.1 |
|
| S3 |
695.3 |
701.6 |
716.0 |
|
| S4 |
684.2 |
690.5 |
713.0 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.1 |
776.7 |
731.5 |
|
| R3 |
766.5 |
754.1 |
725.3 |
|
| R2 |
743.9 |
743.9 |
723.2 |
|
| R1 |
731.5 |
731.5 |
721.2 |
726.4 |
| PP |
721.3 |
721.3 |
721.3 |
718.8 |
| S1 |
708.9 |
708.9 |
717.0 |
703.8 |
| S2 |
698.7 |
698.7 |
715.0 |
|
| S3 |
676.1 |
686.3 |
712.9 |
|
| S4 |
653.5 |
663.7 |
706.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
733.7 |
711.1 |
22.6 |
3.1% |
12.1 |
1.7% |
35% |
False |
True |
191,267 |
| 10 |
738.3 |
711.1 |
27.2 |
3.8% |
13.1 |
1.8% |
29% |
False |
True |
180,509 |
| 20 |
738.3 |
682.9 |
55.4 |
7.7% |
13.8 |
1.9% |
65% |
False |
False |
184,673 |
| 40 |
738.3 |
640.1 |
98.2 |
13.7% |
16.8 |
2.3% |
80% |
False |
False |
223,326 |
| 60 |
738.3 |
640.1 |
98.2 |
13.7% |
17.2 |
2.4% |
80% |
False |
False |
151,130 |
| 80 |
738.3 |
638.6 |
99.7 |
13.9% |
18.7 |
2.6% |
81% |
False |
False |
113,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
769.4 |
|
2.618 |
751.3 |
|
1.618 |
740.2 |
|
1.000 |
733.3 |
|
0.618 |
729.1 |
|
HIGH |
722.2 |
|
0.618 |
718.0 |
|
0.500 |
716.7 |
|
0.382 |
715.3 |
|
LOW |
711.1 |
|
0.618 |
704.2 |
|
1.000 |
700.0 |
|
1.618 |
693.1 |
|
2.618 |
682.0 |
|
4.250 |
663.9 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
718.3 |
722.4 |
| PP |
717.5 |
721.3 |
| S1 |
716.7 |
720.2 |
|