CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
733.9 |
738.4 |
4.5 |
0.6% |
739.5 |
| High |
741.7 |
744.4 |
2.7 |
0.4% |
744.5 |
| Low |
730.0 |
736.3 |
6.3 |
0.9% |
716.9 |
| Close |
738.7 |
737.8 |
-0.9 |
-0.1% |
734.0 |
| Range |
11.7 |
8.1 |
-3.6 |
-30.8% |
27.6 |
| ATR |
15.1 |
14.6 |
-0.5 |
-3.3% |
0.0 |
| Volume |
120,293 |
121,046 |
753 |
0.6% |
1,306,460 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.8 |
758.9 |
742.3 |
|
| R3 |
755.7 |
750.8 |
740.0 |
|
| R2 |
747.6 |
747.6 |
739.3 |
|
| R1 |
742.7 |
742.7 |
738.5 |
741.1 |
| PP |
739.5 |
739.5 |
739.5 |
738.7 |
| S1 |
734.6 |
734.6 |
737.1 |
733.0 |
| S2 |
731.4 |
731.4 |
736.3 |
|
| S3 |
723.3 |
726.5 |
735.6 |
|
| S4 |
715.2 |
718.4 |
733.3 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814.6 |
801.9 |
749.2 |
|
| R3 |
787.0 |
774.3 |
741.6 |
|
| R2 |
759.4 |
759.4 |
739.1 |
|
| R1 |
746.7 |
746.7 |
736.5 |
739.3 |
| PP |
731.8 |
731.8 |
731.8 |
728.1 |
| S1 |
719.1 |
719.1 |
731.5 |
711.7 |
| S2 |
704.2 |
704.2 |
728.9 |
|
| S3 |
676.6 |
691.5 |
726.4 |
|
| S4 |
649.0 |
663.9 |
718.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
744.4 |
716.9 |
27.5 |
3.7% |
13.4 |
1.8% |
76% |
True |
False |
197,948 |
| 10 |
766.9 |
716.9 |
50.0 |
6.8% |
16.1 |
2.2% |
42% |
False |
False |
233,767 |
| 20 |
766.9 |
716.9 |
50.0 |
6.8% |
14.8 |
2.0% |
42% |
False |
False |
224,022 |
| 40 |
766.9 |
696.5 |
70.4 |
9.5% |
14.3 |
1.9% |
59% |
False |
False |
204,160 |
| 60 |
766.9 |
679.9 |
87.0 |
11.8% |
14.3 |
1.9% |
67% |
False |
False |
201,354 |
| 80 |
766.9 |
640.1 |
126.8 |
17.2% |
16.3 |
2.2% |
77% |
False |
False |
183,188 |
| 100 |
766.9 |
640.1 |
126.8 |
17.2% |
16.8 |
2.3% |
77% |
False |
False |
146,577 |
| 120 |
805.1 |
638.6 |
166.5 |
22.6% |
17.8 |
2.4% |
60% |
False |
False |
122,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778.8 |
|
2.618 |
765.6 |
|
1.618 |
757.5 |
|
1.000 |
752.5 |
|
0.618 |
749.4 |
|
HIGH |
744.4 |
|
0.618 |
741.3 |
|
0.500 |
740.4 |
|
0.382 |
739.4 |
|
LOW |
736.3 |
|
0.618 |
731.3 |
|
1.000 |
728.2 |
|
1.618 |
723.2 |
|
2.618 |
715.1 |
|
4.250 |
701.9 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
740.4 |
735.6 |
| PP |
739.5 |
733.5 |
| S1 |
738.7 |
731.3 |
|