CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
736.6 |
735.0 |
-1.6 |
-0.2% |
726.3 |
| High |
745.0 |
744.0 |
-1.0 |
-0.1% |
733.7 |
| Low |
734.0 |
732.2 |
-1.8 |
-0.2% |
711.1 |
| Close |
735.2 |
742.8 |
7.6 |
1.0% |
719.1 |
| Range |
11.0 |
11.8 |
0.8 |
7.3% |
22.6 |
| ATR |
14.2 |
14.0 |
-0.2 |
-1.2% |
0.0 |
| Volume |
191,674 |
183,879 |
-7,795 |
-4.1% |
956,336 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.1 |
770.7 |
749.3 |
|
| R3 |
763.3 |
758.9 |
746.0 |
|
| R2 |
751.5 |
751.5 |
745.0 |
|
| R1 |
747.1 |
747.1 |
743.9 |
749.3 |
| PP |
739.7 |
739.7 |
739.7 |
740.8 |
| S1 |
735.3 |
735.3 |
741.7 |
737.5 |
| S2 |
727.9 |
727.9 |
740.6 |
|
| S3 |
716.1 |
723.5 |
739.6 |
|
| S4 |
704.3 |
711.7 |
736.3 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.1 |
776.7 |
731.5 |
|
| R3 |
766.5 |
754.1 |
725.3 |
|
| R2 |
743.9 |
743.9 |
723.2 |
|
| R1 |
731.5 |
731.5 |
721.2 |
726.4 |
| PP |
721.3 |
721.3 |
721.3 |
718.8 |
| S1 |
708.9 |
708.9 |
717.0 |
703.8 |
| S2 |
698.7 |
698.7 |
715.0 |
|
| S3 |
676.1 |
686.3 |
712.9 |
|
| S4 |
653.5 |
663.7 |
706.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745.0 |
711.1 |
33.9 |
4.6% |
11.9 |
1.6% |
94% |
False |
False |
185,927 |
| 10 |
745.0 |
711.1 |
33.9 |
4.6% |
12.4 |
1.7% |
94% |
False |
False |
187,456 |
| 20 |
745.0 |
696.5 |
48.5 |
6.5% |
13.6 |
1.8% |
95% |
False |
False |
184,279 |
| 40 |
745.0 |
657.5 |
87.5 |
11.8% |
14.7 |
2.0% |
97% |
False |
False |
197,464 |
| 60 |
745.0 |
640.1 |
104.9 |
14.1% |
17.1 |
2.3% |
98% |
False |
False |
163,323 |
| 80 |
745.0 |
640.1 |
104.9 |
14.1% |
17.5 |
2.4% |
98% |
False |
False |
122,521 |
| 100 |
808.8 |
638.6 |
170.2 |
22.9% |
18.3 |
2.5% |
61% |
False |
False |
98,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794.2 |
|
2.618 |
774.9 |
|
1.618 |
763.1 |
|
1.000 |
755.8 |
|
0.618 |
751.3 |
|
HIGH |
744.0 |
|
0.618 |
739.5 |
|
0.500 |
738.1 |
|
0.382 |
736.7 |
|
LOW |
732.2 |
|
0.618 |
724.9 |
|
1.000 |
720.4 |
|
1.618 |
713.1 |
|
2.618 |
701.3 |
|
4.250 |
682.1 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.2 |
740.8 |
| PP |
739.7 |
738.8 |
| S1 |
738.1 |
736.8 |
|