CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
726.3 |
723.7 |
-2.6 |
-0.4% |
720.9 |
| High |
728.5 |
732.3 |
3.8 |
0.5% |
738.3 |
| Low |
720.1 |
718.2 |
-1.9 |
-0.3% |
712.4 |
| Close |
723.9 |
730.0 |
6.1 |
0.8% |
727.6 |
| Range |
8.4 |
14.1 |
5.7 |
67.9% |
25.9 |
| ATR |
15.4 |
15.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
220,186 |
136,341 |
-83,845 |
-38.1% |
848,758 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.1 |
763.7 |
737.8 |
|
| R3 |
755.0 |
749.6 |
733.9 |
|
| R2 |
740.9 |
740.9 |
732.6 |
|
| R1 |
735.5 |
735.5 |
731.3 |
738.2 |
| PP |
726.8 |
726.8 |
726.8 |
728.2 |
| S1 |
721.4 |
721.4 |
728.7 |
724.1 |
| S2 |
712.7 |
712.7 |
727.4 |
|
| S3 |
698.6 |
707.3 |
726.1 |
|
| S4 |
684.5 |
693.2 |
722.2 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803.8 |
791.6 |
741.8 |
|
| R3 |
777.9 |
765.7 |
734.7 |
|
| R2 |
752.0 |
752.0 |
732.3 |
|
| R1 |
739.8 |
739.8 |
730.0 |
745.9 |
| PP |
726.1 |
726.1 |
726.1 |
729.2 |
| S1 |
713.9 |
713.9 |
725.2 |
720.0 |
| S2 |
700.2 |
700.2 |
722.9 |
|
| S3 |
674.3 |
688.0 |
720.5 |
|
| S4 |
648.4 |
662.1 |
713.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.3 |
712.4 |
25.9 |
3.5% |
13.9 |
1.9% |
68% |
False |
False |
179,064 |
| 10 |
738.3 |
698.0 |
40.3 |
5.5% |
14.3 |
2.0% |
79% |
False |
False |
184,478 |
| 20 |
738.3 |
682.9 |
55.4 |
7.6% |
15.0 |
2.1% |
85% |
False |
False |
182,375 |
| 40 |
738.3 |
640.1 |
98.2 |
13.5% |
17.7 |
2.4% |
92% |
False |
False |
210,835 |
| 60 |
738.3 |
640.1 |
98.2 |
13.5% |
17.4 |
2.4% |
92% |
False |
False |
141,135 |
| 80 |
738.3 |
638.6 |
99.7 |
13.7% |
18.8 |
2.6% |
92% |
False |
False |
105,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.2 |
|
2.618 |
769.2 |
|
1.618 |
755.1 |
|
1.000 |
746.4 |
|
0.618 |
741.0 |
|
HIGH |
732.3 |
|
0.618 |
726.9 |
|
0.500 |
725.3 |
|
0.382 |
723.6 |
|
LOW |
718.2 |
|
0.618 |
709.5 |
|
1.000 |
704.1 |
|
1.618 |
695.4 |
|
2.618 |
681.3 |
|
4.250 |
658.3 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
728.4 |
729.4 |
| PP |
726.8 |
728.8 |
| S1 |
725.3 |
728.3 |
|