CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
740.1 |
738.2 |
-1.9 |
-0.3% |
718.4 |
| High |
740.2 |
743.4 |
3.2 |
0.4% |
746.4 |
| Low |
728.8 |
723.1 |
-5.7 |
-0.8% |
718.1 |
| Close |
738.3 |
729.4 |
-8.9 |
-1.2% |
740.9 |
| Range |
11.4 |
20.3 |
8.9 |
78.1% |
28.3 |
| ATR |
13.9 |
14.3 |
0.5 |
3.3% |
0.0 |
| Volume |
209,369 |
218,834 |
9,465 |
4.5% |
906,538 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.9 |
781.4 |
740.6 |
|
| R3 |
772.6 |
761.1 |
735.0 |
|
| R2 |
752.3 |
752.3 |
733.1 |
|
| R1 |
740.8 |
740.8 |
731.3 |
736.4 |
| PP |
732.0 |
732.0 |
732.0 |
729.8 |
| S1 |
720.5 |
720.5 |
727.5 |
716.1 |
| S2 |
711.7 |
711.7 |
725.7 |
|
| S3 |
691.4 |
700.2 |
723.8 |
|
| S4 |
671.1 |
679.9 |
718.2 |
|
|
| 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 |
748.5 |
723.1 |
25.4 |
3.5% |
14.2 |
1.9% |
25% |
False |
True |
197,585 |
| 10 |
748.5 |
711.1 |
37.4 |
5.1% |
12.6 |
1.7% |
49% |
False |
False |
194,124 |
| 20 |
748.5 |
698.0 |
50.5 |
6.9% |
13.9 |
1.9% |
62% |
False |
False |
187,434 |
| 40 |
748.5 |
679.9 |
68.6 |
9.4% |
14.3 |
2.0% |
72% |
False |
False |
189,800 |
| 60 |
748.5 |
640.1 |
108.4 |
14.9% |
17.0 |
2.3% |
82% |
False |
False |
176,707 |
| 80 |
748.5 |
640.1 |
108.4 |
14.9% |
17.2 |
2.4% |
82% |
False |
False |
132,567 |
| 100 |
780.7 |
638.6 |
142.1 |
19.5% |
18.3 |
2.5% |
64% |
False |
False |
106,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829.7 |
|
2.618 |
796.5 |
|
1.618 |
776.2 |
|
1.000 |
763.7 |
|
0.618 |
755.9 |
|
HIGH |
743.4 |
|
0.618 |
735.6 |
|
0.500 |
733.3 |
|
0.382 |
730.9 |
|
LOW |
723.1 |
|
0.618 |
710.6 |
|
1.000 |
702.8 |
|
1.618 |
690.3 |
|
2.618 |
670.0 |
|
4.250 |
636.8 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
733.3 |
735.8 |
| PP |
732.0 |
733.7 |
| S1 |
730.7 |
731.5 |
|