CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
746.1 |
741.3 |
-4.8 |
-0.6% |
727.8 |
| High |
746.8 |
746.8 |
0.0 |
0.0% |
751.1 |
| Low |
732.4 |
731.1 |
-1.3 |
-0.2% |
718.3 |
| Close |
740.8 |
739.2 |
-1.6 |
-0.2% |
748.4 |
| Range |
14.4 |
15.7 |
1.3 |
9.0% |
32.8 |
| ATR |
12.8 |
13.0 |
0.2 |
1.7% |
0.0 |
| Volume |
518 |
1,466 |
948 |
183.0% |
1,174 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.1 |
778.4 |
747.8 |
|
| R3 |
770.4 |
762.7 |
743.5 |
|
| R2 |
754.7 |
754.7 |
742.1 |
|
| R1 |
747.0 |
747.0 |
740.6 |
743.0 |
| PP |
739.0 |
739.0 |
739.0 |
737.1 |
| S1 |
731.3 |
731.3 |
737.8 |
727.3 |
| S2 |
723.3 |
723.3 |
736.3 |
|
| S3 |
707.6 |
715.6 |
734.9 |
|
| S4 |
691.9 |
699.9 |
730.6 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.7 |
825.8 |
766.4 |
|
| R3 |
804.9 |
793.0 |
757.4 |
|
| R2 |
772.1 |
772.1 |
754.4 |
|
| R1 |
760.2 |
760.2 |
751.4 |
766.2 |
| PP |
739.3 |
739.3 |
739.3 |
742.2 |
| S1 |
727.4 |
727.4 |
745.4 |
733.4 |
| S2 |
706.5 |
706.5 |
742.4 |
|
| S3 |
673.7 |
694.6 |
739.4 |
|
| S4 |
640.9 |
661.8 |
730.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
813.5 |
|
2.618 |
787.9 |
|
1.618 |
772.2 |
|
1.000 |
762.5 |
|
0.618 |
756.5 |
|
HIGH |
746.8 |
|
0.618 |
740.8 |
|
0.500 |
739.0 |
|
0.382 |
737.1 |
|
LOW |
731.1 |
|
0.618 |
721.4 |
|
1.000 |
715.4 |
|
1.618 |
705.7 |
|
2.618 |
690.0 |
|
4.250 |
664.4 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
739.1 |
739.8 |
| PP |
739.0 |
739.6 |
| S1 |
739.0 |
739.4 |
|