CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
741.3 |
739.3 |
-2.0 |
-0.3% |
727.8 |
| High |
746.8 |
750.1 |
3.3 |
0.4% |
751.1 |
| Low |
731.1 |
734.1 |
3.0 |
0.4% |
718.3 |
| Close |
739.2 |
742.7 |
3.5 |
0.5% |
748.4 |
| Range |
15.7 |
16.0 |
0.3 |
1.9% |
32.8 |
| ATR |
13.0 |
13.2 |
0.2 |
1.7% |
0.0 |
| Volume |
1,466 |
2,690 |
1,224 |
83.5% |
1,174 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.3 |
782.5 |
751.5 |
|
| R3 |
774.3 |
766.5 |
747.1 |
|
| R2 |
758.3 |
758.3 |
745.6 |
|
| R1 |
750.5 |
750.5 |
744.2 |
754.4 |
| PP |
742.3 |
742.3 |
742.3 |
744.3 |
| S1 |
734.5 |
734.5 |
741.2 |
738.4 |
| S2 |
726.3 |
726.3 |
739.8 |
|
| S3 |
710.3 |
718.5 |
738.3 |
|
| S4 |
694.3 |
702.5 |
733.9 |
|
|
| 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 |
818.1 |
|
2.618 |
792.0 |
|
1.618 |
776.0 |
|
1.000 |
766.1 |
|
0.618 |
760.0 |
|
HIGH |
750.1 |
|
0.618 |
744.0 |
|
0.500 |
742.1 |
|
0.382 |
740.2 |
|
LOW |
734.1 |
|
0.618 |
724.2 |
|
1.000 |
718.1 |
|
1.618 |
708.2 |
|
2.618 |
692.2 |
|
4.250 |
666.1 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
742.5 |
742.0 |
| PP |
742.3 |
741.3 |
| S1 |
742.1 |
740.6 |
|