CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
739.5 |
735.9 |
-3.6 |
-0.5% |
748.7 |
| High |
744.5 |
738.1 |
-6.4 |
-0.9% |
766.9 |
| Low |
728.4 |
727.2 |
-1.2 |
-0.2% |
731.1 |
| Close |
736.3 |
730.3 |
-6.0 |
-0.8% |
739.9 |
| Range |
16.1 |
10.9 |
-5.2 |
-32.3% |
35.8 |
| ATR |
15.6 |
15.2 |
-0.3 |
-2.1% |
0.0 |
| Volume |
294,018 |
264,039 |
-29,979 |
-10.2% |
1,180,670 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764.6 |
758.3 |
736.3 |
|
| R3 |
753.7 |
747.4 |
733.3 |
|
| R2 |
742.8 |
742.8 |
732.3 |
|
| R1 |
736.5 |
736.5 |
731.3 |
734.2 |
| PP |
731.9 |
731.9 |
731.9 |
730.7 |
| S1 |
725.6 |
725.6 |
729.3 |
723.3 |
| S2 |
721.0 |
721.0 |
728.3 |
|
| S3 |
710.1 |
714.7 |
727.3 |
|
| S4 |
699.2 |
703.8 |
724.3 |
|
|
| 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 |
727.2 |
39.7 |
5.4% |
18.7 |
2.6% |
8% |
False |
True |
269,585 |
| 10 |
766.9 |
727.2 |
39.7 |
5.4% |
15.8 |
2.2% |
8% |
False |
True |
236,926 |
| 20 |
766.9 |
718.2 |
48.7 |
6.7% |
14.4 |
2.0% |
25% |
False |
False |
220,967 |
| 40 |
766.9 |
684.1 |
82.8 |
11.3% |
14.2 |
1.9% |
56% |
False |
False |
202,476 |
| 60 |
766.9 |
640.1 |
126.8 |
17.4% |
15.7 |
2.1% |
71% |
False |
False |
219,374 |
| 80 |
766.9 |
640.1 |
126.8 |
17.4% |
16.5 |
2.3% |
71% |
False |
False |
170,830 |
| 100 |
766.9 |
638.6 |
128.3 |
17.6% |
17.7 |
2.4% |
71% |
False |
False |
136,688 |
| 120 |
808.8 |
638.6 |
170.2 |
23.3% |
17.7 |
2.4% |
54% |
False |
False |
113,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784.4 |
|
2.618 |
766.6 |
|
1.618 |
755.7 |
|
1.000 |
749.0 |
|
0.618 |
744.8 |
|
HIGH |
738.1 |
|
0.618 |
733.9 |
|
0.500 |
732.7 |
|
0.382 |
731.4 |
|
LOW |
727.2 |
|
0.618 |
720.5 |
|
1.000 |
716.3 |
|
1.618 |
709.6 |
|
2.618 |
698.7 |
|
4.250 |
680.9 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
732.7 |
747.1 |
| PP |
731.9 |
741.5 |
| S1 |
731.1 |
735.9 |
|