CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
737.7 |
731.3 |
-6.4 |
-0.9% |
739.5 |
| High |
739.0 |
738.4 |
-0.6 |
-0.1% |
744.5 |
| Low |
725.6 |
727.7 |
2.1 |
0.3% |
716.9 |
| Close |
731.7 |
737.5 |
5.8 |
0.8% |
734.0 |
| Range |
13.4 |
10.7 |
-2.7 |
-20.1% |
27.6 |
| ATR |
14.5 |
14.2 |
-0.3 |
-1.9% |
0.0 |
| Volume |
136,757 |
114,568 |
-22,189 |
-16.2% |
1,306,460 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.6 |
762.8 |
743.4 |
|
| R3 |
755.9 |
752.1 |
740.4 |
|
| R2 |
745.2 |
745.2 |
739.5 |
|
| R1 |
741.4 |
741.4 |
738.5 |
743.3 |
| PP |
734.5 |
734.5 |
734.5 |
735.5 |
| S1 |
730.7 |
730.7 |
736.5 |
732.6 |
| S2 |
723.8 |
723.8 |
735.5 |
|
| S3 |
713.1 |
720.0 |
734.6 |
|
| S4 |
702.4 |
709.3 |
731.6 |
|
|
| 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 |
744.4 |
718.2 |
26.2 |
3.6% |
12.1 |
1.6% |
74% |
False |
False |
142,455 |
| 10 |
766.9 |
716.9 |
50.0 |
6.8% |
14.5 |
2.0% |
41% |
False |
False |
206,425 |
| 20 |
766.9 |
716.9 |
50.0 |
6.8% |
14.4 |
2.0% |
41% |
False |
False |
215,178 |
| 40 |
766.9 |
698.0 |
68.9 |
9.3% |
14.1 |
1.9% |
57% |
False |
False |
201,306 |
| 60 |
766.9 |
679.9 |
87.0 |
11.8% |
14.3 |
1.9% |
66% |
False |
False |
198,259 |
| 80 |
766.9 |
640.1 |
126.8 |
17.2% |
16.3 |
2.2% |
77% |
False |
False |
186,325 |
| 100 |
766.9 |
640.1 |
126.8 |
17.2% |
16.7 |
2.3% |
77% |
False |
False |
149,089 |
| 120 |
780.7 |
638.6 |
142.1 |
19.3% |
17.7 |
2.4% |
70% |
False |
False |
124,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
783.9 |
|
2.618 |
766.4 |
|
1.618 |
755.7 |
|
1.000 |
749.1 |
|
0.618 |
745.0 |
|
HIGH |
738.4 |
|
0.618 |
734.3 |
|
0.500 |
733.1 |
|
0.382 |
731.8 |
|
LOW |
727.7 |
|
0.618 |
721.1 |
|
1.000 |
717.0 |
|
1.618 |
710.4 |
|
2.618 |
699.7 |
|
4.250 |
682.2 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
736.0 |
736.7 |
| PP |
734.5 |
735.8 |
| S1 |
733.1 |
735.0 |
|