CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
731.7 |
723.3 |
-8.4 |
-1.1% |
740.4 |
| High |
732.9 |
735.3 |
2.4 |
0.3% |
748.5 |
| Low |
718.2 |
721.0 |
2.8 |
0.4% |
718.2 |
| Close |
723.1 |
733.7 |
10.6 |
1.5% |
723.1 |
| Range |
14.7 |
14.3 |
-0.4 |
-2.7% |
30.3 |
| ATR |
14.1 |
14.1 |
0.0 |
0.1% |
0.0 |
| Volume |
215,836 |
191,353 |
-24,483 |
-11.3% |
1,131,460 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.9 |
767.6 |
741.6 |
|
| R3 |
758.6 |
753.3 |
737.6 |
|
| R2 |
744.3 |
744.3 |
736.3 |
|
| R1 |
739.0 |
739.0 |
735.0 |
741.7 |
| PP |
730.0 |
730.0 |
730.0 |
731.3 |
| S1 |
724.7 |
724.7 |
732.4 |
727.4 |
| S2 |
715.7 |
715.7 |
731.1 |
|
| S3 |
701.4 |
710.4 |
729.8 |
|
| S4 |
687.1 |
696.1 |
725.8 |
|
|
| 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 |
743.4 |
718.2 |
25.2 |
3.4% |
14.1 |
1.9% |
62% |
False |
False |
224,287 |
| 10 |
748.5 |
718.2 |
30.3 |
4.1% |
13.0 |
1.8% |
51% |
False |
False |
205,008 |
| 20 |
748.5 |
711.1 |
37.4 |
5.1% |
13.3 |
1.8% |
60% |
False |
False |
193,271 |
| 40 |
748.5 |
682.9 |
65.6 |
8.9% |
14.2 |
1.9% |
77% |
False |
False |
192,415 |
| 60 |
748.5 |
640.1 |
108.4 |
14.8% |
16.8 |
2.3% |
86% |
False |
False |
188,246 |
| 80 |
748.5 |
640.1 |
108.4 |
14.8% |
16.7 |
2.3% |
86% |
False |
False |
141,229 |
| 100 |
756.3 |
638.6 |
117.7 |
16.0% |
18.3 |
2.5% |
81% |
False |
False |
113,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796.1 |
|
2.618 |
772.7 |
|
1.618 |
758.4 |
|
1.000 |
749.6 |
|
0.618 |
744.1 |
|
HIGH |
735.3 |
|
0.618 |
729.8 |
|
0.500 |
728.2 |
|
0.382 |
726.5 |
|
LOW |
721.0 |
|
0.618 |
712.2 |
|
1.000 |
706.7 |
|
1.618 |
697.9 |
|
2.618 |
683.6 |
|
4.250 |
660.2 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.9 |
731.7 |
| PP |
730.0 |
729.6 |
| S1 |
728.2 |
727.6 |
|