CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
721.5 |
733.9 |
12.4 |
1.7% |
739.5 |
| High |
734.8 |
741.7 |
6.9 |
0.9% |
744.5 |
| Low |
718.2 |
730.0 |
11.8 |
1.6% |
716.9 |
| Close |
734.0 |
738.7 |
4.7 |
0.6% |
734.0 |
| Range |
16.6 |
11.7 |
-4.9 |
-29.5% |
27.6 |
| ATR |
15.3 |
15.1 |
-0.3 |
-1.7% |
0.0 |
| Volume |
219,613 |
120,293 |
-99,320 |
-45.2% |
1,306,460 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771.9 |
767.0 |
745.1 |
|
| R3 |
760.2 |
755.3 |
741.9 |
|
| R2 |
748.5 |
748.5 |
740.8 |
|
| R1 |
743.6 |
743.6 |
739.8 |
746.1 |
| PP |
736.8 |
736.8 |
736.8 |
738.0 |
| S1 |
731.9 |
731.9 |
737.6 |
734.4 |
| S2 |
725.1 |
725.1 |
736.6 |
|
| S3 |
713.4 |
720.2 |
735.5 |
|
| S4 |
701.7 |
708.5 |
732.3 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814.6 |
801.9 |
749.2 |
|
| R3 |
787.0 |
774.3 |
741.6 |
|
| R2 |
759.4 |
759.4 |
739.1 |
|
| R1 |
746.7 |
746.7 |
736.5 |
739.3 |
| PP |
731.8 |
731.8 |
731.8 |
728.1 |
| S1 |
719.1 |
719.1 |
731.5 |
711.7 |
| S2 |
704.2 |
704.2 |
728.9 |
|
| S3 |
676.6 |
691.5 |
726.4 |
|
| S4 |
649.0 |
663.9 |
718.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
741.7 |
716.9 |
24.8 |
3.4% |
14.0 |
1.9% |
88% |
True |
False |
226,547 |
| 10 |
766.9 |
716.9 |
50.0 |
6.8% |
16.9 |
2.3% |
44% |
False |
False |
245,327 |
| 20 |
766.9 |
716.9 |
50.0 |
6.8% |
15.0 |
2.0% |
44% |
False |
False |
228,038 |
| 40 |
766.9 |
696.5 |
70.4 |
9.5% |
14.3 |
1.9% |
60% |
False |
False |
206,162 |
| 60 |
766.9 |
675.5 |
91.4 |
12.4% |
14.7 |
2.0% |
69% |
False |
False |
203,922 |
| 80 |
766.9 |
640.1 |
126.8 |
17.2% |
16.4 |
2.2% |
78% |
False |
False |
181,677 |
| 100 |
766.9 |
640.1 |
126.8 |
17.2% |
17.0 |
2.3% |
78% |
False |
False |
145,367 |
| 120 |
808.8 |
638.6 |
170.2 |
23.0% |
17.8 |
2.4% |
59% |
False |
False |
121,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791.4 |
|
2.618 |
772.3 |
|
1.618 |
760.6 |
|
1.000 |
753.4 |
|
0.618 |
748.9 |
|
HIGH |
741.7 |
|
0.618 |
737.2 |
|
0.500 |
735.9 |
|
0.382 |
734.5 |
|
LOW |
730.0 |
|
0.618 |
722.8 |
|
1.000 |
718.3 |
|
1.618 |
711.1 |
|
2.618 |
699.4 |
|
4.250 |
680.3 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.8 |
735.6 |
| PP |
736.8 |
732.4 |
| S1 |
735.9 |
729.3 |
|