CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
738.8 |
742.8 |
4.0 |
0.5% |
723.3 |
| High |
750.5 |
764.7 |
14.2 |
1.9% |
751.5 |
| Low |
734.0 |
741.7 |
7.7 |
1.0% |
721.0 |
| Close |
742.9 |
764.3 |
21.4 |
2.9% |
748.7 |
| Range |
16.5 |
23.0 |
6.5 |
39.4% |
30.5 |
| ATR |
14.0 |
14.6 |
0.6 |
4.6% |
0.0 |
| Volume |
245,800 |
278,942 |
33,142 |
13.5% |
821,892 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.9 |
818.1 |
777.0 |
|
| R3 |
802.9 |
795.1 |
770.6 |
|
| R2 |
779.9 |
779.9 |
768.5 |
|
| R1 |
772.1 |
772.1 |
766.4 |
776.0 |
| PP |
756.9 |
756.9 |
756.9 |
758.9 |
| S1 |
749.1 |
749.1 |
762.2 |
753.0 |
| S2 |
733.9 |
733.9 |
760.1 |
|
| S3 |
710.9 |
726.1 |
758.0 |
|
| S4 |
687.9 |
703.1 |
751.7 |
|
|
| 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 |
764.7 |
731.1 |
33.6 |
4.4% |
15.7 |
2.1% |
99% |
True |
False |
230,296 |
| 10 |
764.7 |
718.2 |
46.5 |
6.1% |
14.3 |
1.9% |
99% |
True |
False |
223,931 |
| 20 |
764.7 |
711.1 |
53.6 |
7.0% |
13.5 |
1.8% |
99% |
True |
False |
209,028 |
| 40 |
764.7 |
682.9 |
81.8 |
10.7% |
14.2 |
1.9% |
100% |
True |
False |
196,663 |
| 60 |
764.7 |
640.1 |
124.6 |
16.3% |
16.1 |
2.1% |
100% |
True |
False |
213,280 |
| 80 |
764.7 |
640.1 |
124.6 |
16.3% |
16.5 |
2.2% |
100% |
True |
False |
160,541 |
| 100 |
764.7 |
638.6 |
126.1 |
16.5% |
17.8 |
2.3% |
100% |
True |
False |
128,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.5 |
|
2.618 |
824.9 |
|
1.618 |
801.9 |
|
1.000 |
787.7 |
|
0.618 |
778.9 |
|
HIGH |
764.7 |
|
0.618 |
755.9 |
|
0.500 |
753.2 |
|
0.382 |
750.5 |
|
LOW |
741.7 |
|
0.618 |
727.5 |
|
1.000 |
718.7 |
|
1.618 |
704.5 |
|
2.618 |
681.5 |
|
4.250 |
644.0 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
760.6 |
758.8 |
| PP |
756.9 |
753.4 |
| S1 |
753.2 |
747.9 |
|