CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
742.9 |
740.4 |
-2.5 |
-0.3% |
718.4 |
| High |
746.4 |
748.5 |
2.1 |
0.3% |
746.4 |
| Low |
731.9 |
735.5 |
3.6 |
0.5% |
718.1 |
| Close |
740.9 |
740.9 |
0.0 |
0.0% |
740.9 |
| Range |
14.5 |
13.0 |
-1.5 |
-10.3% |
28.3 |
| ATR |
14.1 |
14.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
174,466 |
201,378 |
26,912 |
15.4% |
906,538 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.6 |
773.8 |
748.1 |
|
| R3 |
767.6 |
760.8 |
744.5 |
|
| R2 |
754.6 |
754.6 |
743.3 |
|
| R1 |
747.8 |
747.8 |
742.1 |
751.2 |
| PP |
741.6 |
741.6 |
741.6 |
743.4 |
| S1 |
734.8 |
734.8 |
739.7 |
738.2 |
| S2 |
728.6 |
728.6 |
738.5 |
|
| S3 |
715.6 |
721.8 |
737.3 |
|
| S4 |
702.6 |
708.8 |
733.8 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.0 |
808.8 |
756.5 |
|
| R3 |
791.7 |
780.5 |
748.7 |
|
| R2 |
763.4 |
763.4 |
746.1 |
|
| R1 |
752.2 |
752.2 |
743.5 |
757.8 |
| PP |
735.1 |
735.1 |
735.1 |
738.0 |
| S1 |
723.9 |
723.9 |
738.3 |
729.5 |
| S2 |
706.8 |
706.8 |
735.7 |
|
| S3 |
678.5 |
695.6 |
733.1 |
|
| S4 |
650.2 |
667.3 |
725.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
748.5 |
728.6 |
19.9 |
2.7% |
11.9 |
1.6% |
62% |
True |
False |
185,730 |
| 10 |
748.5 |
711.1 |
37.4 |
5.0% |
12.8 |
1.7% |
80% |
True |
False |
184,406 |
| 20 |
748.5 |
696.5 |
52.0 |
7.0% |
13.9 |
1.9% |
85% |
True |
False |
184,297 |
| 40 |
748.5 |
679.9 |
68.6 |
9.3% |
14.0 |
1.9% |
89% |
True |
False |
190,021 |
| 60 |
748.5 |
640.1 |
108.4 |
14.6% |
16.8 |
2.3% |
93% |
True |
False |
169,577 |
| 80 |
748.5 |
640.1 |
108.4 |
14.6% |
17.3 |
2.3% |
93% |
True |
False |
127,215 |
| 100 |
805.1 |
638.6 |
166.5 |
22.5% |
18.4 |
2.5% |
61% |
False |
False |
101,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.8 |
|
2.618 |
782.5 |
|
1.618 |
769.5 |
|
1.000 |
761.5 |
|
0.618 |
756.5 |
|
HIGH |
748.5 |
|
0.618 |
743.5 |
|
0.500 |
742.0 |
|
0.382 |
740.5 |
|
LOW |
735.5 |
|
0.618 |
727.5 |
|
1.000 |
722.5 |
|
1.618 |
714.5 |
|
2.618 |
701.5 |
|
4.250 |
680.3 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
742.0 |
740.7 |
| PP |
741.6 |
740.4 |
| S1 |
741.3 |
740.2 |
|