CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
725.8 |
718.6 |
-7.2 |
-1.0% |
717.9 |
| High |
726.3 |
728.4 |
2.1 |
0.3% |
724.6 |
| Low |
714.4 |
712.4 |
-2.0 |
-0.3% |
696.5 |
| Close |
719.4 |
717.5 |
-1.9 |
-0.3% |
720.2 |
| Range |
11.9 |
16.0 |
4.1 |
34.5% |
28.1 |
| ATR |
16.0 |
16.0 |
0.0 |
0.0% |
0.0 |
| Volume |
140,939 |
154,108 |
13,169 |
9.3% |
974,100 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.4 |
758.5 |
726.3 |
|
| R3 |
751.4 |
742.5 |
721.9 |
|
| R2 |
735.4 |
735.4 |
720.4 |
|
| R1 |
726.5 |
726.5 |
719.0 |
723.0 |
| PP |
719.4 |
719.4 |
719.4 |
717.7 |
| S1 |
710.5 |
710.5 |
716.0 |
707.0 |
| S2 |
703.4 |
703.4 |
714.6 |
|
| S3 |
687.4 |
694.5 |
713.1 |
|
| S4 |
671.4 |
678.5 |
708.7 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.1 |
787.2 |
735.7 |
|
| R3 |
770.0 |
759.1 |
727.9 |
|
| R2 |
741.9 |
741.9 |
725.4 |
|
| R1 |
731.0 |
731.0 |
722.8 |
736.5 |
| PP |
713.8 |
713.8 |
713.8 |
716.5 |
| S1 |
702.9 |
702.9 |
717.6 |
708.4 |
| S2 |
685.7 |
685.7 |
715.0 |
|
| S3 |
657.6 |
674.8 |
712.5 |
|
| S4 |
629.5 |
646.7 |
704.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729.0 |
698.0 |
31.0 |
4.3% |
15.6 |
2.2% |
63% |
False |
False |
174,310 |
| 10 |
729.0 |
696.5 |
32.5 |
4.5% |
14.3 |
2.0% |
65% |
False |
False |
183,378 |
| 20 |
729.0 |
682.9 |
46.1 |
6.4% |
14.5 |
2.0% |
75% |
False |
False |
183,706 |
| 40 |
729.0 |
640.1 |
88.9 |
12.4% |
18.4 |
2.6% |
87% |
False |
False |
193,071 |
| 60 |
729.0 |
640.1 |
88.9 |
12.4% |
17.7 |
2.5% |
87% |
False |
False |
128,794 |
| 80 |
741.1 |
638.6 |
102.5 |
14.3% |
19.3 |
2.7% |
77% |
False |
False |
96,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796.4 |
|
2.618 |
770.3 |
|
1.618 |
754.3 |
|
1.000 |
744.4 |
|
0.618 |
738.3 |
|
HIGH |
728.4 |
|
0.618 |
722.3 |
|
0.500 |
720.4 |
|
0.382 |
718.5 |
|
LOW |
712.4 |
|
0.618 |
702.5 |
|
1.000 |
696.4 |
|
1.618 |
686.5 |
|
2.618 |
670.5 |
|
4.250 |
644.4 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
720.4 |
720.7 |
| PP |
719.4 |
719.6 |
| S1 |
718.5 |
718.6 |
|