CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
733.8 |
738.3 |
4.5 |
0.6% |
740.4 |
| High |
739.3 |
751.5 |
12.2 |
1.7% |
748.5 |
| Low |
730.1 |
735.3 |
5.2 |
0.7% |
718.2 |
| Close |
738.5 |
744.9 |
6.4 |
0.9% |
723.1 |
| Range |
9.2 |
16.2 |
7.0 |
76.1% |
30.3 |
| ATR |
13.7 |
13.9 |
0.2 |
1.3% |
0.0 |
| Volume |
205,196 |
189,403 |
-15,793 |
-7.7% |
1,131,460 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.5 |
784.9 |
753.8 |
|
| R3 |
776.3 |
768.7 |
749.4 |
|
| R2 |
760.1 |
760.1 |
747.9 |
|
| R1 |
752.5 |
752.5 |
746.4 |
756.3 |
| PP |
743.9 |
743.9 |
743.9 |
745.8 |
| S1 |
736.3 |
736.3 |
743.4 |
740.1 |
| S2 |
727.7 |
727.7 |
741.9 |
|
| S3 |
711.5 |
720.1 |
740.4 |
|
| S4 |
695.3 |
703.9 |
736.0 |
|
|
| 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 |
751.5 |
718.2 |
33.3 |
4.5% |
12.9 |
1.7% |
80% |
True |
False |
217,566 |
| 10 |
751.5 |
718.2 |
33.3 |
4.5% |
13.5 |
1.8% |
80% |
True |
False |
207,575 |
| 20 |
751.5 |
711.1 |
40.4 |
5.4% |
13.2 |
1.8% |
84% |
True |
False |
198,248 |
| 40 |
751.5 |
682.9 |
68.6 |
9.2% |
13.8 |
1.9% |
90% |
True |
False |
190,977 |
| 60 |
751.5 |
640.1 |
111.4 |
15.0% |
16.7 |
2.2% |
94% |
True |
False |
194,797 |
| 80 |
751.5 |
640.1 |
111.4 |
15.0% |
16.6 |
2.2% |
94% |
True |
False |
146,158 |
| 100 |
751.5 |
638.6 |
112.9 |
15.2% |
18.1 |
2.4% |
94% |
True |
False |
116,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820.4 |
|
2.618 |
793.9 |
|
1.618 |
777.7 |
|
1.000 |
767.7 |
|
0.618 |
761.5 |
|
HIGH |
751.5 |
|
0.618 |
745.3 |
|
0.500 |
743.4 |
|
0.382 |
741.5 |
|
LOW |
735.3 |
|
0.618 |
725.3 |
|
1.000 |
719.1 |
|
1.618 |
709.1 |
|
2.618 |
692.9 |
|
4.250 |
666.5 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
744.4 |
742.0 |
| PP |
743.9 |
739.1 |
| S1 |
743.4 |
736.3 |
|