CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
739.3 |
743.0 |
3.7 |
0.5% |
727.8 |
| High |
750.1 |
764.4 |
14.3 |
1.9% |
751.1 |
| Low |
734.1 |
742.5 |
8.4 |
1.1% |
718.3 |
| Close |
742.7 |
764.1 |
21.4 |
2.9% |
748.4 |
| Range |
16.0 |
21.9 |
5.9 |
36.9% |
32.8 |
| ATR |
13.2 |
13.8 |
0.6 |
4.7% |
0.0 |
| Volume |
2,690 |
1,172 |
-1,518 |
-56.4% |
1,174 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.7 |
815.3 |
776.1 |
|
| R3 |
800.8 |
793.4 |
770.1 |
|
| R2 |
778.9 |
778.9 |
768.1 |
|
| R1 |
771.5 |
771.5 |
766.1 |
775.2 |
| PP |
757.0 |
757.0 |
757.0 |
758.9 |
| S1 |
749.6 |
749.6 |
762.1 |
753.3 |
| S2 |
735.1 |
735.1 |
760.1 |
|
| S3 |
713.2 |
727.7 |
758.1 |
|
| S4 |
691.3 |
705.8 |
752.1 |
|
|
| 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 |
857.5 |
|
2.618 |
821.7 |
|
1.618 |
799.8 |
|
1.000 |
786.3 |
|
0.618 |
777.9 |
|
HIGH |
764.4 |
|
0.618 |
756.0 |
|
0.500 |
753.5 |
|
0.382 |
750.9 |
|
LOW |
742.5 |
|
0.618 |
729.0 |
|
1.000 |
720.6 |
|
1.618 |
707.1 |
|
2.618 |
685.2 |
|
4.250 |
649.4 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
760.6 |
758.7 |
| PP |
757.0 |
753.2 |
| S1 |
753.5 |
747.8 |
|