CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
721.2 |
733.5 |
12.3 |
1.7% |
739.4 |
| High |
734.7 |
741.7 |
7.0 |
1.0% |
744.1 |
| Low |
718.5 |
730.0 |
11.5 |
1.6% |
716.7 |
| Close |
733.9 |
738.6 |
4.7 |
0.6% |
733.9 |
| Range |
16.2 |
11.7 |
-4.5 |
-27.8% |
27.4 |
| ATR |
14.7 |
14.5 |
-0.2 |
-1.5% |
0.0 |
| Volume |
280,340 |
253,905 |
-26,435 |
-9.4% |
355,440 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771.9 |
766.9 |
745.0 |
|
| R3 |
760.2 |
755.2 |
741.8 |
|
| R2 |
748.5 |
748.5 |
740.7 |
|
| R1 |
743.5 |
743.5 |
739.7 |
746.0 |
| PP |
736.8 |
736.8 |
736.8 |
738.0 |
| S1 |
731.8 |
731.8 |
737.5 |
734.3 |
| S2 |
725.1 |
725.1 |
736.5 |
|
| S3 |
713.4 |
720.1 |
735.4 |
|
| S4 |
701.7 |
708.4 |
732.2 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.8 |
801.2 |
749.0 |
|
| R3 |
786.4 |
773.8 |
741.4 |
|
| R2 |
759.0 |
759.0 |
738.9 |
|
| R1 |
746.4 |
746.4 |
736.4 |
739.0 |
| PP |
731.6 |
731.6 |
731.6 |
727.9 |
| S1 |
719.0 |
719.0 |
731.4 |
711.6 |
| S2 |
704.2 |
704.2 |
728.9 |
|
| S3 |
676.8 |
691.6 |
726.4 |
|
| S4 |
649.4 |
664.2 |
718.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
741.7 |
716.7 |
25.0 |
3.4% |
13.8 |
1.9% |
88% |
True |
False |
121,374 |
| 10 |
766.2 |
716.7 |
49.5 |
6.7% |
16.5 |
2.2% |
44% |
False |
False |
61,606 |
| 20 |
766.2 |
716.7 |
49.5 |
6.7% |
14.6 |
2.0% |
44% |
False |
False |
30,921 |
| 40 |
766.2 |
696.9 |
69.3 |
9.4% |
13.7 |
1.9% |
60% |
False |
False |
15,547 |
| 60 |
766.2 |
680.8 |
85.4 |
11.6% |
13.5 |
1.8% |
68% |
False |
False |
10,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791.4 |
|
2.618 |
772.3 |
|
1.618 |
760.6 |
|
1.000 |
753.4 |
|
0.618 |
748.9 |
|
HIGH |
741.7 |
|
0.618 |
737.2 |
|
0.500 |
735.9 |
|
0.382 |
734.5 |
|
LOW |
730.0 |
|
0.618 |
722.8 |
|
1.000 |
718.3 |
|
1.618 |
711.1 |
|
2.618 |
699.4 |
|
4.250 |
680.3 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.7 |
735.5 |
| PP |
736.8 |
732.3 |
| S1 |
735.9 |
729.2 |
|