CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
735.0 |
742.9 |
7.9 |
1.1% |
718.4 |
| High |
744.0 |
746.4 |
2.4 |
0.3% |
746.4 |
| Low |
732.2 |
731.9 |
-0.3 |
0.0% |
718.1 |
| Close |
742.8 |
740.9 |
-1.9 |
-0.3% |
740.9 |
| Range |
11.8 |
14.5 |
2.7 |
22.9% |
28.3 |
| ATR |
14.0 |
14.1 |
0.0 |
0.2% |
0.0 |
| Volume |
183,879 |
174,466 |
-9,413 |
-5.1% |
906,538 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783.2 |
776.6 |
748.9 |
|
| R3 |
768.7 |
762.1 |
744.9 |
|
| R2 |
754.2 |
754.2 |
743.6 |
|
| R1 |
747.6 |
747.6 |
742.2 |
743.7 |
| PP |
739.7 |
739.7 |
739.7 |
737.8 |
| S1 |
733.1 |
733.1 |
739.6 |
729.2 |
| S2 |
725.2 |
725.2 |
738.2 |
|
| S3 |
710.7 |
718.6 |
736.9 |
|
| S4 |
696.2 |
704.1 |
732.9 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.0 |
808.8 |
756.5 |
|
| R3 |
791.7 |
780.5 |
748.7 |
|
| R2 |
763.4 |
763.4 |
746.1 |
|
| R1 |
752.2 |
752.2 |
743.5 |
757.8 |
| PP |
735.1 |
735.1 |
735.1 |
738.0 |
| S1 |
723.9 |
723.9 |
738.3 |
729.5 |
| S2 |
706.8 |
706.8 |
735.7 |
|
| S3 |
678.5 |
695.6 |
733.1 |
|
| S4 |
650.2 |
667.3 |
725.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
746.4 |
718.1 |
28.3 |
3.8% |
12.5 |
1.7% |
81% |
True |
False |
181,307 |
| 10 |
746.4 |
711.1 |
35.3 |
4.8% |
12.3 |
1.7% |
84% |
True |
False |
186,287 |
| 20 |
746.4 |
696.5 |
49.9 |
6.7% |
13.6 |
1.8% |
89% |
True |
False |
184,286 |
| 40 |
746.4 |
675.5 |
70.9 |
9.6% |
14.5 |
2.0% |
92% |
True |
False |
191,864 |
| 60 |
746.4 |
640.1 |
106.3 |
14.3% |
16.9 |
2.3% |
95% |
True |
False |
166,224 |
| 80 |
746.4 |
640.1 |
106.3 |
14.3% |
17.4 |
2.4% |
95% |
True |
False |
124,699 |
| 100 |
808.8 |
638.6 |
170.2 |
23.0% |
18.4 |
2.5% |
60% |
False |
False |
99,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
808.0 |
|
2.618 |
784.4 |
|
1.618 |
769.9 |
|
1.000 |
760.9 |
|
0.618 |
755.4 |
|
HIGH |
746.4 |
|
0.618 |
740.9 |
|
0.500 |
739.2 |
|
0.382 |
737.4 |
|
LOW |
731.9 |
|
0.618 |
722.9 |
|
1.000 |
717.4 |
|
1.618 |
708.4 |
|
2.618 |
693.9 |
|
4.250 |
670.3 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
740.3 |
740.3 |
| PP |
739.7 |
739.7 |
| S1 |
739.2 |
739.2 |
|