CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
731.8 |
736.6 |
4.8 |
0.7% |
726.3 |
| High |
737.9 |
745.0 |
7.1 |
1.0% |
733.7 |
| Low |
728.6 |
734.0 |
5.4 |
0.7% |
711.1 |
| Close |
736.8 |
735.2 |
-1.6 |
-0.2% |
719.1 |
| Range |
9.3 |
11.0 |
1.7 |
18.3% |
22.6 |
| ATR |
14.5 |
14.2 |
-0.2 |
-1.7% |
0.0 |
| Volume |
177,256 |
191,674 |
14,418 |
8.1% |
956,336 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771.1 |
764.1 |
741.3 |
|
| R3 |
760.1 |
753.1 |
738.2 |
|
| R2 |
749.1 |
749.1 |
737.2 |
|
| R1 |
742.1 |
742.1 |
736.2 |
740.1 |
| PP |
738.1 |
738.1 |
738.1 |
737.1 |
| S1 |
731.1 |
731.1 |
734.2 |
729.1 |
| S2 |
727.1 |
727.1 |
733.2 |
|
| S3 |
716.1 |
720.1 |
732.2 |
|
| S4 |
705.1 |
709.1 |
729.2 |
|
|
| 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 |
745.0 |
711.1 |
33.9 |
4.6% |
11.0 |
1.5% |
71% |
True |
False |
190,664 |
| 10 |
745.0 |
711.1 |
33.9 |
4.6% |
12.8 |
1.7% |
71% |
True |
False |
188,921 |
| 20 |
745.0 |
696.5 |
48.5 |
6.6% |
13.6 |
1.8% |
80% |
True |
False |
186,149 |
| 40 |
745.0 |
657.5 |
87.5 |
11.9% |
15.1 |
2.1% |
89% |
True |
False |
204,778 |
| 60 |
745.0 |
640.1 |
104.9 |
14.3% |
17.2 |
2.3% |
91% |
True |
False |
160,263 |
| 80 |
745.0 |
640.1 |
104.9 |
14.3% |
17.9 |
2.4% |
91% |
True |
False |
120,226 |
| 100 |
808.8 |
638.6 |
170.2 |
23.2% |
18.2 |
2.5% |
57% |
False |
False |
96,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791.8 |
|
2.618 |
773.8 |
|
1.618 |
762.8 |
|
1.000 |
756.0 |
|
0.618 |
751.8 |
|
HIGH |
745.0 |
|
0.618 |
740.8 |
|
0.500 |
739.5 |
|
0.382 |
738.2 |
|
LOW |
734.0 |
|
0.618 |
727.2 |
|
1.000 |
723.0 |
|
1.618 |
716.2 |
|
2.618 |
705.2 |
|
4.250 |
687.3 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
739.5 |
734.0 |
| PP |
738.1 |
732.8 |
| S1 |
736.6 |
731.6 |
|