CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
729.2 |
731.7 |
2.5 |
0.3% |
740.4 |
| High |
736.9 |
732.9 |
-4.0 |
-0.5% |
748.5 |
| Low |
727.0 |
718.2 |
-8.8 |
-1.2% |
718.2 |
| Close |
732.0 |
723.1 |
-8.9 |
-1.2% |
723.1 |
| Range |
9.9 |
14.7 |
4.8 |
48.5% |
30.3 |
| ATR |
14.0 |
14.1 |
0.0 |
0.4% |
0.0 |
| Volume |
286,043 |
215,836 |
-70,207 |
-24.5% |
1,131,460 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768.8 |
760.7 |
731.2 |
|
| R3 |
754.1 |
746.0 |
727.1 |
|
| R2 |
739.4 |
739.4 |
725.8 |
|
| R1 |
731.3 |
731.3 |
724.4 |
728.0 |
| PP |
724.7 |
724.7 |
724.7 |
723.1 |
| S1 |
716.6 |
716.6 |
721.8 |
713.3 |
| S2 |
710.0 |
710.0 |
720.4 |
|
| S3 |
695.3 |
701.9 |
719.1 |
|
| S4 |
680.6 |
687.2 |
715.0 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.8 |
802.3 |
739.8 |
|
| R3 |
790.5 |
772.0 |
731.4 |
|
| R2 |
760.2 |
760.2 |
728.7 |
|
| R1 |
741.7 |
741.7 |
725.9 |
735.8 |
| PP |
729.9 |
729.9 |
729.9 |
727.0 |
| S1 |
711.4 |
711.4 |
720.3 |
705.5 |
| S2 |
699.6 |
699.6 |
717.5 |
|
| S3 |
669.3 |
681.1 |
714.8 |
|
| S4 |
639.0 |
650.8 |
706.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
748.5 |
718.2 |
30.3 |
4.2% |
13.9 |
1.9% |
16% |
False |
True |
226,292 |
| 10 |
748.5 |
718.1 |
30.4 |
4.2% |
13.2 |
1.8% |
16% |
False |
False |
203,799 |
| 20 |
748.5 |
711.1 |
37.4 |
5.2% |
13.2 |
1.8% |
32% |
False |
False |
192,154 |
| 40 |
748.5 |
679.9 |
68.6 |
9.5% |
14.2 |
2.0% |
63% |
False |
False |
192,028 |
| 60 |
748.5 |
640.1 |
108.4 |
15.0% |
16.9 |
2.3% |
77% |
False |
False |
185,063 |
| 80 |
748.5 |
640.1 |
108.4 |
15.0% |
16.8 |
2.3% |
77% |
False |
False |
138,838 |
| 100 |
766.0 |
638.6 |
127.4 |
17.6% |
18.3 |
2.5% |
66% |
False |
False |
111,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
795.4 |
|
2.618 |
771.4 |
|
1.618 |
756.7 |
|
1.000 |
747.6 |
|
0.618 |
742.0 |
|
HIGH |
732.9 |
|
0.618 |
727.3 |
|
0.500 |
725.6 |
|
0.382 |
723.8 |
|
LOW |
718.2 |
|
0.618 |
709.1 |
|
1.000 |
703.5 |
|
1.618 |
694.4 |
|
2.618 |
679.7 |
|
4.250 |
655.7 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
725.6 |
730.8 |
| PP |
724.7 |
728.2 |
| S1 |
723.9 |
725.7 |
|