CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
763.8 |
739.5 |
-24.3 |
-3.2% |
748.7 |
| High |
766.9 |
744.5 |
-22.4 |
-2.9% |
766.9 |
| Low |
739.7 |
728.4 |
-11.3 |
-1.5% |
731.1 |
| Close |
739.9 |
736.3 |
-3.6 |
-0.5% |
739.9 |
| Range |
27.2 |
16.1 |
-11.1 |
-40.8% |
35.8 |
| ATR |
15.5 |
15.6 |
0.0 |
0.3% |
0.0 |
| Volume |
265,129 |
294,018 |
28,889 |
10.9% |
1,180,670 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784.7 |
776.6 |
745.2 |
|
| R3 |
768.6 |
760.5 |
740.7 |
|
| R2 |
752.5 |
752.5 |
739.3 |
|
| R1 |
744.4 |
744.4 |
737.8 |
740.4 |
| PP |
736.4 |
736.4 |
736.4 |
734.4 |
| S1 |
728.3 |
728.3 |
734.8 |
724.3 |
| S2 |
720.3 |
720.3 |
733.3 |
|
| S3 |
704.2 |
712.2 |
731.9 |
|
| S4 |
688.1 |
696.1 |
727.4 |
|
|
| 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 |
728.4 |
38.5 |
5.2% |
19.8 |
2.7% |
21% |
False |
True |
264,108 |
| 10 |
766.9 |
721.0 |
45.9 |
6.2% |
16.2 |
2.2% |
33% |
False |
False |
229,658 |
| 20 |
766.9 |
718.1 |
48.8 |
6.6% |
14.7 |
2.0% |
37% |
False |
False |
216,728 |
| 40 |
766.9 |
682.9 |
84.0 |
11.4% |
14.2 |
1.9% |
64% |
False |
False |
200,701 |
| 60 |
766.9 |
640.1 |
126.8 |
17.2% |
16.1 |
2.2% |
76% |
False |
False |
221,127 |
| 80 |
766.9 |
640.1 |
126.8 |
17.2% |
16.6 |
2.2% |
76% |
False |
False |
167,530 |
| 100 |
766.9 |
638.6 |
128.3 |
17.4% |
17.9 |
2.4% |
76% |
False |
False |
134,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812.9 |
|
2.618 |
786.6 |
|
1.618 |
770.5 |
|
1.000 |
760.6 |
|
0.618 |
754.4 |
|
HIGH |
744.5 |
|
0.618 |
738.3 |
|
0.500 |
736.5 |
|
0.382 |
734.6 |
|
LOW |
728.4 |
|
0.618 |
718.5 |
|
1.000 |
712.3 |
|
1.618 |
702.4 |
|
2.618 |
686.3 |
|
4.250 |
660.0 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
736.5 |
747.7 |
| PP |
736.4 |
743.9 |
| S1 |
736.4 |
740.1 |
|