CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
744.7 |
748.7 |
4.0 |
0.5% |
723.3 |
| High |
748.9 |
749.0 |
0.1 |
0.0% |
751.5 |
| Low |
742.3 |
732.5 |
-9.8 |
-1.3% |
721.0 |
| Close |
748.7 |
741.0 |
-7.7 |
-1.0% |
748.7 |
| Range |
6.6 |
16.5 |
9.9 |
150.0% |
30.5 |
| ATR |
13.4 |
13.6 |
0.2 |
1.7% |
0.0 |
| Volume |
235,940 |
154,146 |
-81,794 |
-34.7% |
821,892 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.3 |
782.2 |
750.1 |
|
| R3 |
773.8 |
765.7 |
745.5 |
|
| R2 |
757.3 |
757.3 |
744.0 |
|
| R1 |
749.2 |
749.2 |
742.5 |
745.0 |
| PP |
740.8 |
740.8 |
740.8 |
738.8 |
| S1 |
732.7 |
732.7 |
739.5 |
728.5 |
| S2 |
724.3 |
724.3 |
738.0 |
|
| S3 |
707.8 |
716.2 |
736.5 |
|
| S4 |
691.3 |
699.7 |
731.9 |
|
|
| 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 |
721.0 |
30.5 |
4.1% |
12.6 |
1.7% |
66% |
False |
False |
195,207 |
| 10 |
751.5 |
718.2 |
33.3 |
4.5% |
13.2 |
1.8% |
68% |
False |
False |
210,749 |
| 20 |
751.5 |
711.1 |
40.4 |
5.5% |
12.8 |
1.7% |
74% |
False |
False |
198,518 |
| 40 |
751.5 |
682.9 |
68.6 |
9.3% |
13.8 |
1.9% |
85% |
False |
False |
190,724 |
| 60 |
751.5 |
640.1 |
111.4 |
15.0% |
16.4 |
2.2% |
91% |
False |
False |
201,027 |
| 80 |
751.5 |
640.1 |
111.4 |
15.0% |
16.4 |
2.2% |
91% |
False |
False |
151,026 |
| 100 |
751.5 |
638.6 |
112.9 |
15.2% |
17.8 |
2.4% |
91% |
False |
False |
120,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
819.1 |
|
2.618 |
792.2 |
|
1.618 |
775.7 |
|
1.000 |
765.5 |
|
0.618 |
759.2 |
|
HIGH |
749.0 |
|
0.618 |
742.7 |
|
0.500 |
740.8 |
|
0.382 |
738.8 |
|
LOW |
732.5 |
|
0.618 |
722.3 |
|
1.000 |
716.0 |
|
1.618 |
705.8 |
|
2.618 |
689.3 |
|
4.250 |
662.4 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
740.9 |
742.0 |
| PP |
740.8 |
741.7 |
| S1 |
740.8 |
741.3 |
|