CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
743.0 |
763.6 |
20.6 |
2.8% |
746.1 |
| High |
764.4 |
766.2 |
1.8 |
0.2% |
766.2 |
| Low |
742.5 |
739.7 |
-2.8 |
-0.4% |
731.1 |
| Close |
764.1 |
739.7 |
-24.4 |
-3.2% |
739.7 |
| Range |
21.9 |
26.5 |
4.6 |
21.0% |
35.1 |
| ATR |
13.8 |
14.7 |
0.9 |
6.6% |
0.0 |
| Volume |
1,172 |
1,390 |
218 |
18.6% |
7,236 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.0 |
810.4 |
754.3 |
|
| R3 |
801.5 |
783.9 |
747.0 |
|
| R2 |
775.0 |
775.0 |
744.6 |
|
| R1 |
757.4 |
757.4 |
742.1 |
753.0 |
| PP |
748.5 |
748.5 |
748.5 |
746.3 |
| S1 |
730.9 |
730.9 |
737.3 |
726.5 |
| S2 |
722.0 |
722.0 |
734.8 |
|
| S3 |
695.5 |
704.4 |
732.4 |
|
| S4 |
669.0 |
677.9 |
725.1 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.0 |
830.4 |
759.0 |
|
| R3 |
815.9 |
795.3 |
749.4 |
|
| R2 |
780.8 |
780.8 |
746.1 |
|
| R1 |
760.2 |
760.2 |
742.9 |
753.0 |
| PP |
745.7 |
745.7 |
745.7 |
742.0 |
| S1 |
725.1 |
725.1 |
736.5 |
717.9 |
| S2 |
710.6 |
710.6 |
733.3 |
|
| S3 |
675.5 |
690.0 |
730.0 |
|
| S4 |
640.4 |
654.9 |
720.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.8 |
|
2.618 |
835.6 |
|
1.618 |
809.1 |
|
1.000 |
792.7 |
|
0.618 |
782.6 |
|
HIGH |
766.2 |
|
0.618 |
756.1 |
|
0.500 |
753.0 |
|
0.382 |
749.8 |
|
LOW |
739.7 |
|
0.618 |
723.3 |
|
1.000 |
713.2 |
|
1.618 |
696.8 |
|
2.618 |
670.3 |
|
4.250 |
627.1 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
753.0 |
750.2 |
| PP |
748.5 |
746.7 |
| S1 |
744.1 |
743.2 |
|