CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
736.4 |
730.4 |
-6.0 |
-0.8% |
746.1 |
| High |
737.7 |
733.6 |
-4.1 |
-0.6% |
766.2 |
| Low |
726.9 |
718.0 |
-8.9 |
-1.2% |
731.1 |
| Close |
730.2 |
718.0 |
-12.2 |
-1.7% |
739.7 |
| Range |
10.8 |
15.6 |
4.8 |
44.4% |
35.1 |
| ATR |
14.5 |
14.6 |
0.1 |
0.5% |
0.0 |
| Volume |
4,631 |
20,133 |
15,502 |
334.7% |
7,236 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.0 |
759.6 |
726.6 |
|
| R3 |
754.4 |
744.0 |
722.3 |
|
| R2 |
738.8 |
738.8 |
720.9 |
|
| R1 |
728.4 |
728.4 |
719.4 |
725.8 |
| PP |
723.2 |
723.2 |
723.2 |
721.9 |
| S1 |
712.8 |
712.8 |
716.6 |
710.2 |
| S2 |
707.6 |
707.6 |
715.1 |
|
| S3 |
692.0 |
697.2 |
713.7 |
|
| S4 |
676.4 |
681.6 |
709.4 |
|
|
| 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 |
799.9 |
|
2.618 |
774.4 |
|
1.618 |
758.8 |
|
1.000 |
749.2 |
|
0.618 |
743.2 |
|
HIGH |
733.6 |
|
0.618 |
727.6 |
|
0.500 |
725.8 |
|
0.382 |
724.0 |
|
LOW |
718.0 |
|
0.618 |
708.4 |
|
1.000 |
702.4 |
|
1.618 |
692.8 |
|
2.618 |
677.2 |
|
4.250 |
651.7 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
725.8 |
731.1 |
| PP |
723.2 |
726.7 |
| S1 |
720.6 |
722.4 |
|