CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
718.4 |
731.8 |
13.4 |
1.9% |
726.3 |
| High |
734.2 |
737.9 |
3.7 |
0.5% |
733.7 |
| Low |
718.1 |
728.6 |
10.5 |
1.5% |
711.1 |
| Close |
732.6 |
736.8 |
4.2 |
0.6% |
719.1 |
| Range |
16.1 |
9.3 |
-6.8 |
-42.2% |
22.6 |
| ATR |
14.8 |
14.5 |
-0.4 |
-2.7% |
0.0 |
| Volume |
179,263 |
177,256 |
-2,007 |
-1.1% |
956,336 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.3 |
758.9 |
741.9 |
|
| R3 |
753.0 |
749.6 |
739.4 |
|
| R2 |
743.7 |
743.7 |
738.5 |
|
| R1 |
740.3 |
740.3 |
737.7 |
742.0 |
| PP |
734.4 |
734.4 |
734.4 |
735.3 |
| S1 |
731.0 |
731.0 |
735.9 |
732.7 |
| S2 |
725.1 |
725.1 |
735.1 |
|
| S3 |
715.8 |
721.7 |
734.2 |
|
| S4 |
706.5 |
712.4 |
731.7 |
|
|
| 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 |
737.9 |
711.1 |
26.8 |
3.6% |
12.7 |
1.7% |
96% |
True |
False |
191,265 |
| 10 |
738.3 |
711.1 |
27.2 |
3.7% |
13.3 |
1.8% |
94% |
False |
False |
185,164 |
| 20 |
738.3 |
694.0 |
44.3 |
6.0% |
14.1 |
1.9% |
97% |
False |
False |
185,060 |
| 40 |
738.3 |
649.5 |
88.8 |
12.1% |
15.7 |
2.1% |
98% |
False |
False |
212,014 |
| 60 |
738.3 |
640.1 |
98.2 |
13.3% |
17.2 |
2.3% |
98% |
False |
False |
157,071 |
| 80 |
738.3 |
638.6 |
99.7 |
13.5% |
18.4 |
2.5% |
98% |
False |
False |
117,832 |
| 100 |
808.8 |
638.6 |
170.2 |
23.1% |
18.3 |
2.5% |
58% |
False |
False |
94,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777.4 |
|
2.618 |
762.2 |
|
1.618 |
752.9 |
|
1.000 |
747.2 |
|
0.618 |
743.6 |
|
HIGH |
737.9 |
|
0.618 |
734.3 |
|
0.500 |
733.3 |
|
0.382 |
732.2 |
|
LOW |
728.6 |
|
0.618 |
722.9 |
|
1.000 |
719.3 |
|
1.618 |
713.6 |
|
2.618 |
704.3 |
|
4.250 |
689.1 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
735.6 |
732.7 |
| PP |
734.4 |
728.6 |
| S1 |
733.3 |
724.5 |
|