CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
742.8 |
763.8 |
21.0 |
2.8% |
748.7 |
| High |
764.7 |
766.9 |
2.2 |
0.3% |
766.9 |
| Low |
741.7 |
739.7 |
-2.0 |
-0.3% |
731.1 |
| Close |
764.3 |
739.9 |
-24.4 |
-3.2% |
739.9 |
| Range |
23.0 |
27.2 |
4.2 |
18.3% |
35.8 |
| ATR |
14.6 |
15.5 |
0.9 |
6.1% |
0.0 |
| Volume |
278,942 |
265,129 |
-13,813 |
-5.0% |
1,180,670 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.4 |
812.4 |
754.9 |
|
| R3 |
803.2 |
785.2 |
747.4 |
|
| R2 |
776.0 |
776.0 |
744.9 |
|
| R1 |
758.0 |
758.0 |
742.4 |
753.4 |
| PP |
748.8 |
748.8 |
748.8 |
746.6 |
| S1 |
730.8 |
730.8 |
737.4 |
726.2 |
| S2 |
721.6 |
721.6 |
734.9 |
|
| S3 |
694.4 |
703.6 |
732.4 |
|
| S4 |
667.2 |
676.4 |
724.9 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.4 |
832.4 |
759.6 |
|
| R3 |
817.6 |
796.6 |
749.7 |
|
| R2 |
781.8 |
781.8 |
746.5 |
|
| R1 |
760.8 |
760.8 |
743.2 |
753.4 |
| PP |
746.0 |
746.0 |
746.0 |
742.3 |
| S1 |
725.0 |
725.0 |
736.6 |
717.6 |
| S2 |
710.2 |
710.2 |
733.3 |
|
| S3 |
674.4 |
689.2 |
730.1 |
|
| S4 |
638.6 |
653.4 |
720.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
766.9 |
731.1 |
35.8 |
4.8% |
19.9 |
2.7% |
25% |
True |
False |
236,134 |
| 10 |
766.9 |
718.2 |
48.7 |
6.6% |
16.0 |
2.2% |
45% |
True |
False |
221,839 |
| 20 |
766.9 |
711.1 |
55.8 |
7.5% |
14.4 |
2.0% |
52% |
True |
False |
211,906 |
| 40 |
766.9 |
682.9 |
84.0 |
11.4% |
14.5 |
2.0% |
68% |
True |
False |
198,099 |
| 60 |
766.9 |
640.1 |
126.8 |
17.1% |
16.3 |
2.2% |
79% |
True |
False |
217,137 |
| 80 |
766.9 |
640.1 |
126.8 |
17.1% |
16.6 |
2.2% |
79% |
True |
False |
163,855 |
| 100 |
766.9 |
638.6 |
128.3 |
17.3% |
17.9 |
2.4% |
79% |
True |
False |
131,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.5 |
|
2.618 |
838.1 |
|
1.618 |
810.9 |
|
1.000 |
794.1 |
|
0.618 |
783.7 |
|
HIGH |
766.9 |
|
0.618 |
756.5 |
|
0.500 |
753.3 |
|
0.382 |
750.1 |
|
LOW |
739.7 |
|
0.618 |
722.9 |
|
1.000 |
712.5 |
|
1.618 |
695.7 |
|
2.618 |
668.5 |
|
4.250 |
624.1 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
753.3 |
750.5 |
| PP |
748.8 |
746.9 |
| S1 |
744.4 |
743.4 |
|