CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
741.2 |
738.8 |
-2.4 |
-0.3% |
723.3 |
| High |
747.2 |
750.5 |
3.3 |
0.4% |
751.5 |
| Low |
731.1 |
734.0 |
2.9 |
0.4% |
721.0 |
| Close |
739.3 |
742.9 |
3.6 |
0.5% |
748.7 |
| Range |
16.1 |
16.5 |
0.4 |
2.5% |
30.5 |
| ATR |
13.8 |
14.0 |
0.2 |
1.4% |
0.0 |
| Volume |
236,653 |
245,800 |
9,147 |
3.9% |
821,892 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.0 |
783.9 |
752.0 |
|
| R3 |
775.5 |
767.4 |
747.4 |
|
| R2 |
759.0 |
759.0 |
745.9 |
|
| R1 |
750.9 |
750.9 |
744.4 |
755.0 |
| PP |
742.5 |
742.5 |
742.5 |
744.5 |
| S1 |
734.4 |
734.4 |
741.4 |
738.5 |
| S2 |
726.0 |
726.0 |
739.9 |
|
| S3 |
709.5 |
717.9 |
738.4 |
|
| S4 |
693.0 |
701.4 |
733.8 |
|
|
| 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 |
731.1 |
20.4 |
2.7% |
14.4 |
1.9% |
58% |
False |
False |
212,388 |
| 10 |
751.5 |
718.2 |
33.3 |
4.5% |
14.0 |
1.9% |
74% |
False |
False |
217,920 |
| 20 |
751.5 |
711.1 |
40.4 |
5.4% |
13.3 |
1.8% |
79% |
False |
False |
204,814 |
| 40 |
751.5 |
682.9 |
68.6 |
9.2% |
14.1 |
1.9% |
87% |
False |
False |
193,595 |
| 60 |
751.5 |
640.1 |
111.4 |
15.0% |
16.2 |
2.2% |
92% |
False |
False |
208,828 |
| 80 |
751.5 |
640.1 |
111.4 |
15.0% |
16.4 |
2.2% |
92% |
False |
False |
157,055 |
| 100 |
751.5 |
638.6 |
112.9 |
15.2% |
17.7 |
2.4% |
92% |
False |
False |
125,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820.6 |
|
2.618 |
793.7 |
|
1.618 |
777.2 |
|
1.000 |
767.0 |
|
0.618 |
760.7 |
|
HIGH |
750.5 |
|
0.618 |
744.2 |
|
0.500 |
742.3 |
|
0.382 |
740.3 |
|
LOW |
734.0 |
|
0.618 |
723.8 |
|
1.000 |
717.5 |
|
1.618 |
707.3 |
|
2.618 |
690.8 |
|
4.250 |
663.9 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
742.7 |
742.2 |
| PP |
742.5 |
741.5 |
| S1 |
742.3 |
740.8 |
|