CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
738.2 |
729.2 |
-9.0 |
-1.2% |
718.4 |
| High |
743.4 |
736.9 |
-6.5 |
-0.9% |
746.4 |
| Low |
723.1 |
727.0 |
3.9 |
0.5% |
718.1 |
| Close |
729.4 |
732.0 |
2.6 |
0.4% |
740.9 |
| Range |
20.3 |
9.9 |
-10.4 |
-51.2% |
28.3 |
| ATR |
14.3 |
14.0 |
-0.3 |
-2.2% |
0.0 |
| Volume |
218,834 |
286,043 |
67,209 |
30.7% |
906,538 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761.7 |
756.7 |
737.4 |
|
| R3 |
751.8 |
746.8 |
734.7 |
|
| R2 |
741.9 |
741.9 |
733.8 |
|
| R1 |
736.9 |
736.9 |
732.9 |
739.4 |
| PP |
732.0 |
732.0 |
732.0 |
733.2 |
| S1 |
727.0 |
727.0 |
731.1 |
729.5 |
| S2 |
722.1 |
722.1 |
730.2 |
|
| S3 |
712.2 |
717.1 |
729.3 |
|
| S4 |
702.3 |
707.2 |
726.6 |
|
|
| 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% |
13.8 |
1.9% |
35% |
False |
False |
218,018 |
| 10 |
748.5 |
711.1 |
37.4 |
5.1% |
12.8 |
1.8% |
56% |
False |
False |
201,972 |
| 20 |
748.5 |
709.6 |
38.9 |
5.3% |
13.2 |
1.8% |
58% |
False |
False |
193,079 |
| 40 |
748.5 |
679.9 |
68.6 |
9.4% |
14.2 |
1.9% |
76% |
False |
False |
192,003 |
| 60 |
748.5 |
640.1 |
108.4 |
14.8% |
16.9 |
2.3% |
85% |
False |
False |
181,469 |
| 80 |
748.5 |
640.1 |
108.4 |
14.8% |
17.0 |
2.3% |
85% |
False |
False |
136,141 |
| 100 |
768.5 |
638.6 |
129.9 |
17.7% |
18.3 |
2.5% |
72% |
False |
False |
108,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779.0 |
|
2.618 |
762.8 |
|
1.618 |
752.9 |
|
1.000 |
746.8 |
|
0.618 |
743.0 |
|
HIGH |
736.9 |
|
0.618 |
733.1 |
|
0.500 |
732.0 |
|
0.382 |
730.8 |
|
LOW |
727.0 |
|
0.618 |
720.9 |
|
1.000 |
717.1 |
|
1.618 |
711.0 |
|
2.618 |
701.1 |
|
4.250 |
684.9 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
732.0 |
733.3 |
| PP |
732.0 |
732.8 |
| S1 |
732.0 |
732.4 |
|