CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
735.9 |
730.3 |
-5.6 |
-0.8% |
748.7 |
| High |
738.1 |
734.0 |
-4.1 |
-0.6% |
766.9 |
| Low |
727.2 |
717.9 |
-9.3 |
-1.3% |
731.1 |
| Close |
730.3 |
718.1 |
-12.2 |
-1.7% |
739.9 |
| Range |
10.9 |
16.1 |
5.2 |
47.7% |
35.8 |
| ATR |
15.2 |
15.3 |
0.1 |
0.4% |
0.0 |
| Volume |
264,039 |
249,807 |
-14,232 |
-5.4% |
1,180,670 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771.6 |
761.0 |
727.0 |
|
| R3 |
755.5 |
744.9 |
722.5 |
|
| R2 |
739.4 |
739.4 |
721.1 |
|
| R1 |
728.8 |
728.8 |
719.6 |
726.1 |
| PP |
723.3 |
723.3 |
723.3 |
722.0 |
| S1 |
712.7 |
712.7 |
716.6 |
710.0 |
| S2 |
707.2 |
707.2 |
715.1 |
|
| S3 |
691.1 |
696.6 |
713.7 |
|
| S4 |
675.0 |
680.5 |
709.2 |
|
|
| 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 |
717.9 |
49.0 |
6.8% |
18.7 |
2.6% |
0% |
False |
True |
270,387 |
| 10 |
766.9 |
717.9 |
49.0 |
6.8% |
16.5 |
2.3% |
0% |
False |
True |
241,387 |
| 20 |
766.9 |
717.9 |
49.0 |
6.8% |
14.8 |
2.1% |
0% |
False |
True |
224,595 |
| 40 |
766.9 |
694.0 |
72.9 |
10.2% |
14.4 |
2.0% |
33% |
False |
False |
204,827 |
| 60 |
766.9 |
649.5 |
117.4 |
16.3% |
15.4 |
2.1% |
58% |
False |
False |
216,207 |
| 80 |
766.9 |
640.1 |
126.8 |
17.7% |
16.6 |
2.3% |
62% |
False |
False |
173,952 |
| 100 |
766.9 |
638.6 |
128.3 |
17.9% |
17.6 |
2.5% |
62% |
False |
False |
139,185 |
| 120 |
808.8 |
638.6 |
170.2 |
23.7% |
17.7 |
2.5% |
47% |
False |
False |
115,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.4 |
|
2.618 |
776.1 |
|
1.618 |
760.0 |
|
1.000 |
750.1 |
|
0.618 |
743.9 |
|
HIGH |
734.0 |
|
0.618 |
727.8 |
|
0.500 |
726.0 |
|
0.382 |
724.1 |
|
LOW |
717.9 |
|
0.618 |
708.0 |
|
1.000 |
701.8 |
|
1.618 |
691.9 |
|
2.618 |
675.8 |
|
4.250 |
649.5 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
726.0 |
731.2 |
| PP |
723.3 |
726.8 |
| S1 |
720.7 |
722.5 |
|