CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
723.7 |
730.4 |
6.7 |
0.9% |
720.9 |
| High |
732.3 |
733.7 |
1.4 |
0.2% |
738.3 |
| Low |
718.2 |
714.3 |
-3.9 |
-0.5% |
712.4 |
| Close |
730.0 |
717.8 |
-12.2 |
-1.7% |
727.6 |
| Range |
14.1 |
19.4 |
5.3 |
37.6% |
25.9 |
| ATR |
15.3 |
15.6 |
0.3 |
1.9% |
0.0 |
| Volume |
136,341 |
194,679 |
58,338 |
42.8% |
848,758 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.1 |
768.4 |
728.5 |
|
| R3 |
760.7 |
749.0 |
723.1 |
|
| R2 |
741.3 |
741.3 |
721.4 |
|
| R1 |
729.6 |
729.6 |
719.6 |
725.8 |
| PP |
721.9 |
721.9 |
721.9 |
720.0 |
| S1 |
710.2 |
710.2 |
716.0 |
706.4 |
| S2 |
702.5 |
702.5 |
714.2 |
|
| S3 |
683.1 |
690.8 |
712.5 |
|
| S4 |
663.7 |
671.4 |
707.1 |
|
|
| 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 |
713.7 |
24.6 |
3.4% |
14.6 |
2.0% |
17% |
False |
False |
187,178 |
| 10 |
738.3 |
698.0 |
40.3 |
5.6% |
15.1 |
2.1% |
49% |
False |
False |
180,744 |
| 20 |
738.3 |
682.9 |
55.4 |
7.7% |
14.9 |
2.1% |
63% |
False |
False |
184,298 |
| 40 |
738.3 |
640.1 |
98.2 |
13.7% |
17.5 |
2.4% |
79% |
False |
False |
215,406 |
| 60 |
738.3 |
640.1 |
98.2 |
13.7% |
17.5 |
2.4% |
79% |
False |
False |
144,379 |
| 80 |
738.3 |
638.6 |
99.7 |
13.9% |
18.9 |
2.6% |
79% |
False |
False |
108,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
816.2 |
|
2.618 |
784.5 |
|
1.618 |
765.1 |
|
1.000 |
753.1 |
|
0.618 |
745.7 |
|
HIGH |
733.7 |
|
0.618 |
726.3 |
|
0.500 |
724.0 |
|
0.382 |
721.7 |
|
LOW |
714.3 |
|
0.618 |
702.3 |
|
1.000 |
694.9 |
|
1.618 |
682.9 |
|
2.618 |
663.5 |
|
4.250 |
631.9 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
724.0 |
724.0 |
| PP |
721.9 |
721.9 |
| S1 |
719.9 |
719.9 |
|