CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
730.3 |
719.3 |
-11.0 |
-1.5% |
748.7 |
| High |
734.0 |
731.4 |
-2.6 |
-0.4% |
766.9 |
| Low |
717.9 |
716.9 |
-1.0 |
-0.1% |
731.1 |
| Close |
718.1 |
721.8 |
3.7 |
0.5% |
739.9 |
| Range |
16.1 |
14.5 |
-1.6 |
-9.9% |
35.8 |
| ATR |
15.3 |
15.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
249,807 |
278,983 |
29,176 |
11.7% |
1,180,670 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.9 |
758.8 |
729.8 |
|
| R3 |
752.4 |
744.3 |
725.8 |
|
| R2 |
737.9 |
737.9 |
724.5 |
|
| R1 |
729.8 |
729.8 |
723.1 |
733.9 |
| PP |
723.4 |
723.4 |
723.4 |
725.4 |
| S1 |
715.3 |
715.3 |
720.5 |
719.4 |
| S2 |
708.9 |
708.9 |
719.1 |
|
| S3 |
694.4 |
700.8 |
717.8 |
|
| S4 |
679.9 |
686.3 |
713.8 |
|
|
| 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 |
716.9 |
50.0 |
6.9% |
17.0 |
2.3% |
10% |
False |
True |
270,395 |
| 10 |
766.9 |
716.9 |
50.0 |
6.9% |
16.4 |
2.3% |
10% |
False |
True |
250,345 |
| 20 |
766.9 |
716.9 |
50.0 |
6.9% |
14.9 |
2.1% |
10% |
False |
True |
228,960 |
| 40 |
766.9 |
696.5 |
70.4 |
9.8% |
14.3 |
2.0% |
36% |
False |
False |
207,555 |
| 60 |
766.9 |
657.5 |
109.4 |
15.2% |
15.1 |
2.1% |
59% |
False |
False |
212,839 |
| 80 |
766.9 |
640.1 |
126.8 |
17.6% |
16.6 |
2.3% |
64% |
False |
False |
177,437 |
| 100 |
766.9 |
640.1 |
126.8 |
17.6% |
17.3 |
2.4% |
64% |
False |
False |
141,973 |
| 120 |
808.8 |
638.6 |
170.2 |
23.6% |
17.7 |
2.5% |
49% |
False |
False |
118,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.0 |
|
2.618 |
769.4 |
|
1.618 |
754.9 |
|
1.000 |
745.9 |
|
0.618 |
740.4 |
|
HIGH |
731.4 |
|
0.618 |
725.9 |
|
0.500 |
724.2 |
|
0.382 |
722.4 |
|
LOW |
716.9 |
|
0.618 |
707.9 |
|
1.000 |
702.4 |
|
1.618 |
693.4 |
|
2.618 |
678.9 |
|
4.250 |
655.3 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
724.2 |
727.5 |
| PP |
723.4 |
725.6 |
| S1 |
722.6 |
723.7 |
|