CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
748.7 |
741.2 |
-7.5 |
-1.0% |
723.3 |
| High |
749.0 |
747.2 |
-1.8 |
-0.2% |
751.5 |
| Low |
732.5 |
731.1 |
-1.4 |
-0.2% |
721.0 |
| Close |
741.0 |
739.3 |
-1.7 |
-0.2% |
748.7 |
| Range |
16.5 |
16.1 |
-0.4 |
-2.4% |
30.5 |
| ATR |
13.6 |
13.8 |
0.2 |
1.3% |
0.0 |
| Volume |
154,146 |
236,653 |
82,507 |
53.5% |
821,892 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787.5 |
779.5 |
748.2 |
|
| R3 |
771.4 |
763.4 |
743.7 |
|
| R2 |
755.3 |
755.3 |
742.3 |
|
| R1 |
747.3 |
747.3 |
740.8 |
743.3 |
| PP |
739.2 |
739.2 |
739.2 |
737.2 |
| S1 |
731.2 |
731.2 |
737.8 |
727.2 |
| S2 |
723.1 |
723.1 |
736.3 |
|
| S3 |
707.0 |
715.1 |
734.9 |
|
| S4 |
690.9 |
699.0 |
730.4 |
|
|
| 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 |
730.1 |
21.4 |
2.9% |
12.9 |
1.7% |
43% |
False |
False |
204,267 |
| 10 |
751.5 |
718.2 |
33.3 |
4.5% |
13.5 |
1.8% |
63% |
False |
False |
214,277 |
| 20 |
751.5 |
711.1 |
40.4 |
5.5% |
13.2 |
1.8% |
70% |
False |
False |
199,341 |
| 40 |
751.5 |
682.9 |
68.6 |
9.3% |
14.0 |
1.9% |
82% |
False |
False |
191,434 |
| 60 |
751.5 |
640.1 |
111.4 |
15.1% |
16.4 |
2.2% |
89% |
False |
False |
204,849 |
| 80 |
751.5 |
640.1 |
111.4 |
15.1% |
16.4 |
2.2% |
89% |
False |
False |
153,983 |
| 100 |
751.5 |
638.6 |
112.9 |
15.3% |
17.7 |
2.4% |
89% |
False |
False |
123,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815.6 |
|
2.618 |
789.3 |
|
1.618 |
773.2 |
|
1.000 |
763.3 |
|
0.618 |
757.1 |
|
HIGH |
747.2 |
|
0.618 |
741.0 |
|
0.500 |
739.2 |
|
0.382 |
737.3 |
|
LOW |
731.1 |
|
0.618 |
721.2 |
|
1.000 |
715.0 |
|
1.618 |
705.1 |
|
2.618 |
689.0 |
|
4.250 |
662.7 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
739.3 |
740.1 |
| PP |
739.2 |
739.8 |
| S1 |
739.2 |
739.6 |
|