CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
717.2 |
706.8 |
-10.4 |
-1.5% |
733.5 |
| High |
719.5 |
721.1 |
1.6 |
0.2% |
744.5 |
| Low |
706.0 |
705.9 |
-0.1 |
0.0% |
718.4 |
| Close |
706.6 |
714.3 |
7.7 |
1.1% |
725.7 |
| Range |
13.5 |
15.2 |
1.7 |
12.6% |
26.1 |
| ATR |
14.2 |
14.3 |
0.1 |
0.5% |
0.0 |
| Volume |
196,679 |
257,412 |
60,733 |
30.9% |
1,460,550 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759.4 |
752.0 |
722.7 |
|
| R3 |
744.2 |
736.8 |
718.5 |
|
| R2 |
729.0 |
729.0 |
717.1 |
|
| R1 |
721.6 |
721.6 |
715.7 |
725.3 |
| PP |
713.8 |
713.8 |
713.8 |
715.6 |
| S1 |
706.4 |
706.4 |
712.9 |
710.1 |
| S2 |
698.6 |
698.6 |
711.5 |
|
| S3 |
683.4 |
691.2 |
710.1 |
|
| S4 |
668.2 |
676.0 |
705.9 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807.8 |
792.9 |
740.1 |
|
| R3 |
781.7 |
766.8 |
732.9 |
|
| R2 |
755.6 |
755.6 |
730.5 |
|
| R1 |
740.7 |
740.7 |
728.1 |
735.1 |
| PP |
729.5 |
729.5 |
729.5 |
726.8 |
| S1 |
714.6 |
714.6 |
723.3 |
709.0 |
| S2 |
703.4 |
703.4 |
720.9 |
|
| S3 |
677.3 |
688.5 |
718.5 |
|
| S4 |
651.2 |
662.4 |
711.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.4 |
705.9 |
32.5 |
4.5% |
14.8 |
2.1% |
26% |
False |
True |
276,449 |
| 10 |
744.5 |
705.9 |
38.6 |
5.4% |
13.9 |
1.9% |
22% |
False |
True |
253,118 |
| 20 |
766.2 |
705.9 |
60.3 |
8.4% |
14.9 |
2.1% |
14% |
False |
True |
128,320 |
| 40 |
766.2 |
705.9 |
60.3 |
8.4% |
13.7 |
1.9% |
14% |
False |
True |
64,251 |
| 60 |
766.2 |
683.4 |
82.8 |
11.6% |
13.5 |
1.9% |
37% |
False |
False |
42,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785.7 |
|
2.618 |
760.9 |
|
1.618 |
745.7 |
|
1.000 |
736.3 |
|
0.618 |
730.5 |
|
HIGH |
721.1 |
|
0.618 |
715.3 |
|
0.500 |
713.5 |
|
0.382 |
711.7 |
|
LOW |
705.9 |
|
0.618 |
696.5 |
|
1.000 |
690.7 |
|
1.618 |
681.3 |
|
2.618 |
666.1 |
|
4.250 |
641.3 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
714.0 |
718.7 |
| PP |
713.8 |
717.2 |
| S1 |
713.5 |
715.8 |
|