CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
740.4 |
740.1 |
-0.3 |
0.0% |
718.4 |
| High |
748.5 |
740.2 |
-8.3 |
-1.1% |
746.4 |
| Low |
735.5 |
728.8 |
-6.7 |
-0.9% |
718.1 |
| Close |
740.9 |
738.3 |
-2.6 |
-0.4% |
740.9 |
| Range |
13.0 |
11.4 |
-1.6 |
-12.3% |
28.3 |
| ATR |
14.0 |
13.9 |
-0.1 |
-1.0% |
0.0 |
| Volume |
201,378 |
209,369 |
7,991 |
4.0% |
906,538 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.0 |
765.5 |
744.6 |
|
| R3 |
758.6 |
754.1 |
741.4 |
|
| R2 |
747.2 |
747.2 |
740.4 |
|
| R1 |
742.7 |
742.7 |
739.3 |
739.3 |
| PP |
735.8 |
735.8 |
735.8 |
734.0 |
| S1 |
731.3 |
731.3 |
737.3 |
727.9 |
| S2 |
724.4 |
724.4 |
736.2 |
|
| S3 |
713.0 |
719.9 |
735.2 |
|
| S4 |
701.6 |
708.5 |
732.0 |
|
|
| 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 |
728.8 |
19.7 |
2.7% |
12.3 |
1.7% |
48% |
False |
True |
192,153 |
| 10 |
748.5 |
711.1 |
37.4 |
5.1% |
12.5 |
1.7% |
73% |
False |
False |
191,709 |
| 20 |
748.5 |
698.0 |
50.5 |
6.8% |
13.4 |
1.8% |
80% |
False |
False |
188,094 |
| 40 |
748.5 |
679.9 |
68.6 |
9.3% |
14.0 |
1.9% |
85% |
False |
False |
189,765 |
| 60 |
748.5 |
640.1 |
108.4 |
14.7% |
17.0 |
2.3% |
91% |
False |
False |
173,063 |
| 80 |
748.5 |
640.1 |
108.4 |
14.7% |
17.1 |
2.3% |
91% |
False |
False |
129,832 |
| 100 |
794.8 |
638.6 |
156.2 |
21.2% |
18.3 |
2.5% |
64% |
False |
False |
103,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.7 |
|
2.618 |
770.0 |
|
1.618 |
758.6 |
|
1.000 |
751.6 |
|
0.618 |
747.2 |
|
HIGH |
740.2 |
|
0.618 |
735.8 |
|
0.500 |
734.5 |
|
0.382 |
733.2 |
|
LOW |
728.8 |
|
0.618 |
721.8 |
|
1.000 |
717.4 |
|
1.618 |
710.4 |
|
2.618 |
699.0 |
|
4.250 |
680.4 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.0 |
738.7 |
| PP |
735.8 |
738.5 |
| S1 |
734.5 |
738.4 |
|