CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
738.3 |
744.7 |
6.4 |
0.9% |
723.3 |
| High |
751.5 |
748.9 |
-2.6 |
-0.3% |
751.5 |
| Low |
735.3 |
742.3 |
7.0 |
1.0% |
721.0 |
| Close |
744.9 |
748.7 |
3.8 |
0.5% |
748.7 |
| Range |
16.2 |
6.6 |
-9.6 |
-59.3% |
30.5 |
| ATR |
13.9 |
13.4 |
-0.5 |
-3.8% |
0.0 |
| Volume |
189,403 |
235,940 |
46,537 |
24.6% |
821,892 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.4 |
764.2 |
752.3 |
|
| R3 |
759.8 |
757.6 |
750.5 |
|
| R2 |
753.2 |
753.2 |
749.9 |
|
| R1 |
751.0 |
751.0 |
749.3 |
752.1 |
| PP |
746.6 |
746.6 |
746.6 |
747.2 |
| S1 |
744.4 |
744.4 |
748.1 |
745.5 |
| S2 |
740.0 |
740.0 |
747.5 |
|
| S3 |
733.4 |
737.8 |
746.9 |
|
| S4 |
726.8 |
731.2 |
745.1 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.9 |
820.8 |
765.5 |
|
| R3 |
801.4 |
790.3 |
757.1 |
|
| R2 |
770.9 |
770.9 |
754.3 |
|
| R1 |
759.8 |
759.8 |
751.5 |
765.4 |
| PP |
740.4 |
740.4 |
740.4 |
743.2 |
| S1 |
729.3 |
729.3 |
745.9 |
734.9 |
| S2 |
709.9 |
709.9 |
743.1 |
|
| S3 |
679.4 |
698.8 |
740.3 |
|
| S4 |
648.9 |
668.3 |
731.9 |
|
|
| 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 |
4.4% |
12.2 |
1.6% |
92% |
False |
False |
207,545 |
| 10 |
751.5 |
718.2 |
33.3 |
4.4% |
13.0 |
1.7% |
92% |
False |
False |
212,781 |
| 20 |
751.5 |
711.1 |
40.4 |
5.4% |
12.7 |
1.7% |
93% |
False |
False |
200,119 |
| 40 |
751.5 |
682.9 |
68.6 |
9.2% |
13.7 |
1.8% |
96% |
False |
False |
191,389 |
| 60 |
751.5 |
640.1 |
111.4 |
14.9% |
16.6 |
2.2% |
97% |
False |
False |
198,579 |
| 80 |
751.5 |
640.1 |
111.4 |
14.9% |
16.4 |
2.2% |
97% |
False |
False |
149,101 |
| 100 |
751.5 |
638.6 |
112.9 |
15.1% |
17.8 |
2.4% |
98% |
False |
False |
119,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777.0 |
|
2.618 |
766.2 |
|
1.618 |
759.6 |
|
1.000 |
755.5 |
|
0.618 |
753.0 |
|
HIGH |
748.9 |
|
0.618 |
746.4 |
|
0.500 |
745.6 |
|
0.382 |
744.8 |
|
LOW |
742.3 |
|
0.618 |
738.2 |
|
1.000 |
735.7 |
|
1.618 |
731.6 |
|
2.618 |
725.0 |
|
4.250 |
714.3 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
747.7 |
746.1 |
| PP |
746.6 |
743.4 |
| S1 |
745.6 |
740.8 |
|