CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
723.3 |
733.8 |
10.5 |
1.5% |
740.4 |
| High |
735.3 |
739.3 |
4.0 |
0.5% |
748.5 |
| Low |
721.0 |
730.1 |
9.1 |
1.3% |
718.2 |
| Close |
733.7 |
738.5 |
4.8 |
0.7% |
723.1 |
| Range |
14.3 |
9.2 |
-5.1 |
-35.7% |
30.3 |
| ATR |
14.1 |
13.7 |
-0.3 |
-2.5% |
0.0 |
| Volume |
191,353 |
205,196 |
13,843 |
7.2% |
1,131,460 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.6 |
760.2 |
743.6 |
|
| R3 |
754.4 |
751.0 |
741.0 |
|
| R2 |
745.2 |
745.2 |
740.2 |
|
| R1 |
741.8 |
741.8 |
739.3 |
743.5 |
| PP |
736.0 |
736.0 |
736.0 |
736.8 |
| S1 |
732.6 |
732.6 |
737.7 |
734.3 |
| S2 |
726.8 |
726.8 |
736.8 |
|
| S3 |
717.6 |
723.4 |
736.0 |
|
| S4 |
708.4 |
714.2 |
733.4 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.8 |
802.3 |
739.8 |
|
| R3 |
790.5 |
772.0 |
731.4 |
|
| R2 |
760.2 |
760.2 |
728.7 |
|
| R1 |
741.7 |
741.7 |
725.9 |
735.8 |
| PP |
729.9 |
729.9 |
729.9 |
727.0 |
| S1 |
711.4 |
711.4 |
720.3 |
705.5 |
| S2 |
699.6 |
699.6 |
717.5 |
|
| S3 |
669.3 |
681.1 |
714.8 |
|
| S4 |
639.0 |
650.8 |
706.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
743.4 |
718.2 |
25.2 |
3.4% |
13.7 |
1.9% |
81% |
False |
False |
223,452 |
| 10 |
748.5 |
718.2 |
30.3 |
4.1% |
13.0 |
1.8% |
67% |
False |
False |
207,802 |
| 20 |
748.5 |
711.1 |
37.4 |
5.1% |
13.2 |
1.8% |
73% |
False |
False |
196,483 |
| 40 |
748.5 |
682.9 |
65.6 |
8.9% |
13.7 |
1.9% |
85% |
False |
False |
192,450 |
| 60 |
748.5 |
640.1 |
108.4 |
14.7% |
16.7 |
2.3% |
91% |
False |
False |
191,656 |
| 80 |
748.5 |
640.1 |
108.4 |
14.7% |
16.6 |
2.3% |
91% |
False |
False |
143,791 |
| 100 |
748.5 |
638.6 |
109.9 |
14.9% |
18.1 |
2.5% |
91% |
False |
False |
115,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778.4 |
|
2.618 |
763.4 |
|
1.618 |
754.2 |
|
1.000 |
748.5 |
|
0.618 |
745.0 |
|
HIGH |
739.3 |
|
0.618 |
735.8 |
|
0.500 |
734.7 |
|
0.382 |
733.6 |
|
LOW |
730.1 |
|
0.618 |
724.4 |
|
1.000 |
720.9 |
|
1.618 |
715.2 |
|
2.618 |
706.0 |
|
4.250 |
691.0 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.2 |
735.3 |
| PP |
736.0 |
732.0 |
| S1 |
734.7 |
728.8 |
|