CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
738.4 |
737.7 |
-0.7 |
-0.1% |
739.5 |
| High |
744.4 |
739.0 |
-5.4 |
-0.7% |
744.5 |
| Low |
736.3 |
725.6 |
-10.7 |
-1.5% |
716.9 |
| Close |
737.8 |
731.7 |
-6.1 |
-0.8% |
734.0 |
| Range |
8.1 |
13.4 |
5.3 |
65.4% |
27.6 |
| ATR |
14.6 |
14.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
121,046 |
136,757 |
15,711 |
13.0% |
1,306,460 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.3 |
765.4 |
739.1 |
|
| R3 |
758.9 |
752.0 |
735.4 |
|
| R2 |
745.5 |
745.5 |
734.2 |
|
| R1 |
738.6 |
738.6 |
732.9 |
735.4 |
| PP |
732.1 |
732.1 |
732.1 |
730.5 |
| S1 |
725.2 |
725.2 |
730.5 |
722.0 |
| S2 |
718.7 |
718.7 |
729.2 |
|
| S3 |
705.3 |
711.8 |
728.0 |
|
| S4 |
691.9 |
698.4 |
724.3 |
|
|
| 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 |
3.8% |
12.9 |
1.8% |
54% |
False |
False |
175,338 |
| 10 |
766.9 |
716.9 |
50.0 |
6.8% |
15.8 |
2.2% |
30% |
False |
False |
222,862 |
| 20 |
766.9 |
716.9 |
50.0 |
6.8% |
14.9 |
2.0% |
30% |
False |
False |
220,391 |
| 40 |
766.9 |
698.0 |
68.9 |
9.4% |
14.2 |
1.9% |
49% |
False |
False |
204,242 |
| 60 |
766.9 |
679.9 |
87.0 |
11.9% |
14.3 |
2.0% |
60% |
False |
False |
199,974 |
| 80 |
766.9 |
640.1 |
126.8 |
17.3% |
16.4 |
2.2% |
72% |
False |
False |
184,895 |
| 100 |
766.9 |
640.1 |
126.8 |
17.3% |
16.7 |
2.3% |
72% |
False |
False |
147,944 |
| 120 |
794.8 |
638.6 |
156.2 |
21.3% |
17.7 |
2.4% |
60% |
False |
False |
123,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796.0 |
|
2.618 |
774.1 |
|
1.618 |
760.7 |
|
1.000 |
752.4 |
|
0.618 |
747.3 |
|
HIGH |
739.0 |
|
0.618 |
733.9 |
|
0.500 |
732.3 |
|
0.382 |
730.7 |
|
LOW |
725.6 |
|
0.618 |
717.3 |
|
1.000 |
712.2 |
|
1.618 |
703.9 |
|
2.618 |
690.5 |
|
4.250 |
668.7 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
732.3 |
735.0 |
| PP |
732.1 |
733.9 |
| S1 |
731.9 |
732.8 |
|