CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
715.4 |
718.4 |
3.0 |
0.4% |
726.3 |
| High |
722.2 |
734.2 |
12.0 |
1.7% |
733.7 |
| Low |
711.1 |
718.1 |
7.0 |
1.0% |
711.1 |
| Close |
719.1 |
732.6 |
13.5 |
1.9% |
719.1 |
| Range |
11.1 |
16.1 |
5.0 |
45.0% |
22.6 |
| ATR |
14.8 |
14.8 |
0.1 |
0.7% |
0.0 |
| Volume |
197,566 |
179,263 |
-18,303 |
-9.3% |
956,336 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.6 |
770.7 |
741.5 |
|
| R3 |
760.5 |
754.6 |
737.0 |
|
| R2 |
744.4 |
744.4 |
735.6 |
|
| R1 |
738.5 |
738.5 |
734.1 |
741.5 |
| PP |
728.3 |
728.3 |
728.3 |
729.8 |
| S1 |
722.4 |
722.4 |
731.1 |
725.4 |
| S2 |
712.2 |
712.2 |
729.6 |
|
| S3 |
696.1 |
706.3 |
728.2 |
|
| S4 |
680.0 |
690.2 |
723.7 |
|
|
| 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 |
734.2 |
711.1 |
23.1 |
3.2% |
13.7 |
1.9% |
93% |
True |
False |
183,082 |
| 10 |
738.3 |
711.1 |
27.2 |
3.7% |
13.6 |
1.9% |
79% |
False |
False |
181,533 |
| 20 |
738.3 |
684.1 |
54.2 |
7.4% |
14.0 |
1.9% |
89% |
False |
False |
183,985 |
| 40 |
738.3 |
640.1 |
98.2 |
13.4% |
16.3 |
2.2% |
94% |
False |
False |
218,577 |
| 60 |
738.3 |
640.1 |
98.2 |
13.4% |
17.2 |
2.4% |
94% |
False |
False |
154,117 |
| 80 |
738.3 |
638.6 |
99.7 |
13.6% |
18.5 |
2.5% |
94% |
False |
False |
115,618 |
| 100 |
808.8 |
638.6 |
170.2 |
23.2% |
18.3 |
2.5% |
55% |
False |
False |
92,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.6 |
|
2.618 |
776.3 |
|
1.618 |
760.2 |
|
1.000 |
750.3 |
|
0.618 |
744.1 |
|
HIGH |
734.2 |
|
0.618 |
728.0 |
|
0.500 |
726.2 |
|
0.382 |
724.3 |
|
LOW |
718.1 |
|
0.618 |
708.2 |
|
1.000 |
702.0 |
|
1.618 |
692.1 |
|
2.618 |
676.0 |
|
4.250 |
649.7 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
730.5 |
729.3 |
| PP |
728.3 |
726.0 |
| S1 |
726.2 |
722.7 |
|